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The health and safety of our colleagues and candidates for employment are our highest priority. Accordingly, Citi continues to monitor the COVID-19 situation closely. We have implemented precautionary measures across our firm globally, including conducting all candidate interviews virtually on a temporary basis until further notice where needed.

Quantitative Analyst/Developer

Job Req ID 22453270 Primary Location Budapest, Hungary Job Category Institutional Trading
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Are you interested in machine learning and trading business?

This is a unique opportunity for Juniors as well to join Citi's Quant Experts.

We are growing our Quantitative Development team and looking for a Quantitative developing professional who has to have a good understanding of how the team and area integrate with others in accomplishing the objectives of the sub function/ job family and applies analytical thinking and knowledge of data analysis tools and methodologies.

We are glad if you break down information in a systematic and communicable manner.


Responsibilities:

  • Develop analytics libraries used for pricing and risk-management

  • Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability

  • Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers.

  • Collaborate closely with Traders, Structurers, and technology professionals

  • Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure


Qualifications:

  • 1-3 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector

  • Must have technical/programming skills; C# .Net, SQL and C++ Exposure to Market Data; Statistics and Probability based calculations

  • Must also possess any level of product knowledge, Investments and Quantitative Methods


Education:

  • Bachelor’s/University degree or equivalent experience

We offer:

  • At Citi, you will work alongside some of the smartest minds in the industry who are excited to share their knowledge and to learn from you. From analysts to executives, our people operate as one team where each voice is heard, and each perspective is appreciated.

  • Working at Citi is far more than just a job. A career with us means joining a family of more than 200,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

  • We aim to support families through all life stages, and do our best to help our colleagues manage work and family life:

    • We provide additional support to our employees through our Paid Parental Leave Program (maternity leave and paternity leave).

    • We care about our employees returning from childcare leave and provide flexible working options.

  • We offer recognition of your efforts through our compensation package with added benefits:

    • Private Medical Care Program and onsite medical rooms in our buildings

    • Pension Plan Contribution to Voluntary Pension Fund

    • Group Life Insurance

Sounds like Citi has everything you need? Apply to join the world’s most global bank and discover the true extent of your capabilities.

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

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View the Pay Transparency Posting

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  • Join our team
    of 220,000+
    strong diverse employees

  • Socially minded employees volunteering in communities across 90 countries

  • Meaningful career opportunities thanks to a physical presence in over 95 markets

We foster a culture that embraces all individuals and encourages diverse perspectives, where you can make an impact and grow your career. At Citi, we value colleagues that demonstrate high professional standards, a strong sense of integrity and generosity, intellectual curiosity, and rigor. We recognize the importance of owning your career, with the commitment that if you do, we promise to meet you more than half way.

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