Quantitative Analyst Vice President

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 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 DoBuild and develop pricing models, hedging and trading strategiesDevelopment and maintenance of the in-house C++ and Python pricing librariesAdvancing the quantitative toolbox by developing new technologies, algorithms and numerical techniquesWork on general efficiency improvement and optimization of the analytical libraryWork on Business-driven, Regulatory and Governance based projects across a range of the asset classesWork with IT teams to integrate analytic librariesPeople and project supervisionWhat We Will Need From YouExcellent verbal and written EnglishPhD / MSc in Mathematics, Physics, Engineering, Finance, Economics or Computer Science, or similarMinimum 5 years of experience in a Front Office Quant or Risk Quant environmentExcellent understanding of financial markets theory and practice.Ability to work in a team and to work well under pressure in a Front-Office environmentOutstanding analytical and problem-solving skills, thorough and detailed approach to accuracyGood command of Python programming language; C++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 ProgramHome 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 officesPension Plan Contribution to voluntary pension fundGroup Life InsuranceEmployee Assistance ProgramAccess to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and DegreedFlexible work arrangements to support you in managing work - life balanceCareer progression opportunities across geographies and business linesSocially active employee communities with diverse networking opportunitiesAlongside 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.Ł1------------------------------------------------------Job Family Group: Institutional Trading------------------------------------------------------Job Family:Quantitative Analysis------------------------------------------------------Time Type:Full time------------------------------------------------------Most Relevant SkillsPlease see the requirements listed above.------------------------------------------------------Other Relevant SkillsFor complementary skills, please see above and/or contact the recruiter.------------------------------------------------------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.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.View Citi’s EEO Policy Statement and the Know Your Rights poster.