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Citigroup VP Quantitative Analyst in Budapest, Hungary

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 desktop and to Technology for incorporation into the Firm’s books and records systems. MQA’s responsibilities span the G10 Rates, Local Markets, Credit, Commodities, FX, Equity, Equity Hybrids and Mortgage/Securitized markets businesses.

MQA Budapest is an integral part of the global structure of the department and plays a key role in the development of the core tools, processes and analytics.

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.

As a VP Quantitative Analyst you will:

  • 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.

  • Work on 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.

  • Work with IT teams to integrate analytic libraries.

  • Supervise team members and projects.

Ideal background:

  • Excellent verbal and written English.

  • PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics or Computer Science, or similar.

  • Minimum 5 years of experience in a Front Office Quant or Risk Quant environment

  • Excellent understanding of financial markets theory and practice.

  • A record of successful delivery of models and analytic libraries as an individual, team leader and/or manager

  • Ability to apply mathematical, financial and statistical theory in practice.

  • Excellent coding, software development and project management skills. Extensive experience with C++ and Python is a requirement

  • Project and people management skills

  • Ability to work in a team and to work well under pressure in a Front-Office environment.

  • Previous experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, CCAR, PAA is an advantage

Benefits:

  • Long-term career path across geographies and business lines.

  • Ability to work alongside top professionals across these disciplines to get a broad understanding of the Markets business.

  • Friendly work atmosphere.

  • Competitive compensation package.

  • Flexible work arrangements.


Job Family Group:

Institutional Trading


Job Family:

Quantitative Analysis


Time Type:

Full time


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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) .

View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP_EEO_Supplement_Final_JRF_QA_508c.pdf) .

View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo_aa_policy.pdf) .

View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp_%20English_formattedESQA508c.pdf)

Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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