Quantitative Analyst

Join Citi's Quantitative Analysis team in Budapest to develop and implement analytical models for securities pricing and risk management. You will leverage Python and C++ to research, derive, code, and test models, contributing to the development of next-generation pricing models and hedging strategies.

• Develop next-generation pricing models for complex derivatives
• Craft high-impact hedging and trading strategies
• Architect, develop, and maintain in-house C++ quantitative libraries
• Pioneer new technologies and advanced algorithms
• Enhance efficiency, speed, and scalability of analytical libraries
• Partner with Quantitative Developer and IT teams for system integration