Quantitative Analyst, Assistant Vice President (AVP)

Citigroup

Budapest, Hungary
Base: ft14,750,000.00 - ft19,200,000.00; bonus/equ...
Hybrid (up to 2 days working from home per week)
Python programming language proficiency
Mathematical research and model derivation
Understanding of financial markets theory
Citigroup is seeking a Quantitative Analyst, Assistant Vice President (AVP) for their Budapest office, offering a hybrid working model. The role involves developing analytical models for pricing and risk management and requires strong quantitative and programming skills, particularly in Python and C++

Job Summary

  • The role involves building pricing models and hedging strategies while advancing the quantitative toolbox with new algorithms and numerical techniques.
  • Candidates will partner with global teams to solve complex financial mathematics problems and integrate analytic libraries with trading desks and technology systems.
  • The position offers a hybrid working model allowing up to two days of remote work per week along with competitive compensation and extensive benefits.

Matching Summary

Match Score: 85

Citigroup is seeking a Quantitative Analyst, Assistant Vice President (AVP) for their Budapest office, offering a hybrid working model. The role involves developing analytical models for pricing and risk management and requires strong quantitative and programming skills, particularly in Python and C++.

Salary

Base: Ft14,750,000.00 - Ft19,200,000.00; Bonus/Equity: Not specified; Benefits: Cafeteria Program, Home Office Allowance, Private Medical Care, Pension Plan

Skills & Requirements

Must-have

  • Python programming language proficiency
  • Mathematical research and model derivation
  • Understanding of financial markets theory
  • Strong analytical and problem-solving skills

Nice-to-have

  • C++ programming experience
  • Experience with AI tools integration
  • Ability to work under pressure in front office
  • Collaboration with quant developers

Key Requirements

  • PhD or MSc in Mathematics, Physics, Engineering, Finance, Economics, or Computer Science
  • Excellent verbal and written English communication skills
  • Previous experience working with quantitative models is an advantage

Work Rights

Not specified

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