Junior Quantitative Analyst

Are you looking for a career move that will place you in a global financial organization? Then bring your programming skills in Quantitative Analyst team.

By joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview

Markets Quantitative Analysis Department (MQA) is a division of the Global Markets business and has responsibility for providing the analytical models which are used for pricing securities and risk managing the Firm’s positions throughout the Markets’ businesses. The scope of this work extends from the research into the mathematical derivation of the model, through the coding, testing, and documentation of the model for formal validation and approval, and finally to delivering the model both to the Trading Desk and to Technology for incorporation into the Firm’s books and records systems.

The MQA Centre of Excellence plays a key role in the development of the core tools, processes and analytics. We offer training through work on current global financial technologies.

The role will be to join the Quantitative Analyst team in Budapest and work alongside the global teams to help meet the current and projected demands from the business.

What you will do

• Build and develop pricing models, hedging and trading strategies
• Develop and maintain the in-house C++ and Python pricing libraries
• Advance the quantitative toolbox by developing new technologies, algorithms and numerical techniques
• Contribute to general efficiency improvement and optimization of the analytical library
• Work on Business-driven, Regulatory and Governance based projects across a range of the asset classes
• Collaborate with IT teams to integrate analytic libraries

What we will need from you

• Excellent verbal and written English
• PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics or Computer Science, or similar
•  1+ year of previous experience working with quantitative models
• Good command of Python programming language; C++ is an advantage
• Understanding of financial markets theory and practice
• Ability to work in a team and to work well under pressure in a Front-Office environment
• Outstanding analytical and problem-solving skills, thorough and detailed approach to accuracy

What we can offer you

By joining Citi Hungary, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive compensation package and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well:

• Cafeteria Program
• Home Office Allowance (for colleagues working in hybrid work models)
• Paid Parental Leave Program (maternity and paternity leave)
• Private Medical Care Program and onsite medical rooms at our offices
• Pension Plan Contribution to voluntary pension fund
• Group Life Insurance
• Employee Assistance Program
• Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
• Flexible work arrangements to support you in managing work - life balance
• Career progression opportunities across geographies and business lines
• Socially active employee communities with diverse networking opportunities

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day.  We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

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