Junior Quantitative Analyst

Citigroup

Budapest
Állandó
Teljes munkaidő

17 napja

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 OverviewMarkets 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.What you’ll 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.
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.

What we’ll need from you

Excellent verbal and written English.
PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics or Computer Science, or similar.
Preferably 1+ year of previous experience working with quantitative models.
Good command of Python programming language; C++ is an advantage.
Good 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 youBy 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.Job Family Group: Institutional TradingJob Family: Quantitative AnalysisTime Type: Full timeCiti 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 .View the " " poster. View the .View the .View the

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