Markets 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.

We are expanding our team and seeking a highly experienced Developer who is enthusiastic about Quantitative solutions and infrastructure.

** Responsibilities:**

Development and maintenance of the in-house python Analytical infrastructure
Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
Work on general efficiency improvement and optimization of the analytical library
Work on Regulatory and Governance based projects across a range of the asset classes
Work with Quant teams to standardize regulatory and infrastructural solutions
Extensive training will be given to the candidate both onsite in Budapest and offsite in London and/or New York. The candidate will have daily contacts with supervisor(s) and will receive interactive training from various members of the Global team, including introduction and intermediary financial courses as well as Business training. The candidate will also participate to the team weekly meetings across regions.

** Qualifications:**

2-3 years relevant experience in a Quantitative Developer role
Good command of programming using Python
Understanding distributed infrastructures: MQs, Service discovery, Python, Asyncio, SQL, MongoDB, React is an advantage
Proven track record of development and support analytics library such as Rates, Credit, Equities, Commodities as advantage
Previous experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, CCAR, PAA an advantage

** Education:**

BSc / MSc in Software Engineering, Computer Science, Natural Sciences or Economics

_ Benefits_

Inclusive and friendly corporate culture where gender diversity and equality is widely recognized
A socially active team and communities with diverse networking opportunities
A supportive workplace for professionals in terms of childcare leave:
- Paid Parental Leave Program (maternity leave and paternity leave).
- Flexible working options
Competitive compensation package with added benefits:
- Private Medical Care Program and onsite medical rooms in our buildings
- Pension Plan Contribution to Voluntary Pension Fund
- Group Life Insurance

Sounds like Citi has everything you need?

Apply to join the world’s most global bank and discover the true extent of your capabilities.

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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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).

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View the EEO Policy Statement.

View the [Pay Transparency Posting](https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay- transp_%20English_formattedESQA508c.pdf)

Python Quantitative Developer