Ready to make a significant impact within a leading global financial institution? Bring your exceptional quantitative talents to Citi's esteemed Quantitative Analysisteam. At Citi,you'lljoin an organization profoundly committed to being a trusted partner, delivering financial services that responsibly drive growth and economic progress for clients worldwide.

Team/Role Overview

The Markets Quantitative Analysis Department (MQA), a division of Global Markets, develops and delivers analytical models for pricing securities and managing risk across the Markets’ businesses. This encompasses everything from mathematical research and model derivation to coding, testing, documentation for formal validation, and final delivery to trading desks and technology systems.

The MQA Centre of Excellence in Budapest is crucial for developing core tools, processes, and analytics, excelling in current global financial technologies.We actively integrate andleverageadvanced AI tools into our daily workflows to drive innovation, enhance efficiency, and unlock deeper insights.

Within the MQA Centre of Excellence, Quantitative Analysts partner with global teams to solve complex, real-life financial mathematics problems through proficient coding (e.g., in C++ and Python), with the support of Quantitative Developers,tomeet current and future business demands.

What you will do

• Contribute tothe development of next-generation pricing models for complex, exoticderivativesand craft high-impact hedging & trading strategies.

  
  
  

• Architect, develop, andmaintainour in-house C++ quantitative libraries.

  
  
  

• Drive innovation by pioneeringnew technologies, advanced algorithms, andcutting-edgenumerical techniques to expand our quantitative capabilities.

  
  
  

• Significantly enhance the efficiency, speed, and scalability of our analytical libraries, directlyimpactingtrading performance.

  
  
  

• Partner closely withQuantitativeDeveloper and IT teams to seamlessly integrate sophisticated analytical libraries into our core systems.

  
  
  

• Leverage advanced data analytics to extract actionable insights from market data, informing model enhancements and trading decisions.

  
  
  

What we need from you

• Excellent verbal and written English

  
  
  

• PhD / MSc in Mathematics, Physics,Computer Science,Engineeringor similar

  
  
  

• Previousexperience working with quantitative models

  
  
  

• Understanding of financial markets theory and practice

  
  
  

• Good command ofC++programminglanguage

  
  
  

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

  
  
  

• Outstanding analytical and problem-solving skills

  
  
  

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 andpaternity 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 courselibrariesand 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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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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