Markets Quantitative Analysis (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 research into the mathematical derivation of the model, to 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. 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 + Contribute to Business-driven, Regulatory and Governance based projects across a range of the asset classes + Collaborate 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 + Deep 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 + Great 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 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 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. \# LI-AŁ1 ------------------------------------------------------ **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.