With a more than 30-year history of presence, ingenuity and leadership in Hungary, today, Citi Hungary operates as a unique global bank providing a wide range of world-class products and services to large local corporations, SMEs, multinational clients, financial institutions and the public sector. Together with our Citi Service Center Budapest, which was established in 2005 and provides services in various areas of Technology, Operations, Finance, and Risk & Control for Citi-entities worldwide, more than 2,000 employees working at Citi Hungary.

Quantitative Developer - 18062579

What would you do as a Quantitative developer

  • Development and maintenance of the in-house C++ pricing libraries
  • Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
  • Development and maintenance of multi-threaded servers for delivering data to users
  • 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 IT teams to integrate analytic libraries

What will you get in return

  • The work will involve daily contact with the teams in London and/or New York
  • Excellent environment in which to work alongside top professionals across these disciplines to get a broad understanding of the Markets business.
  • Extensive training will be given and it is expected that some of this will require some travel to London for a few days at a time for the first 3-6 months as a minimum.
  • Competitive salary package

Who can become a Quantitative developer

  • BSc / MSc in Mathematics, Physics, Engineering or Computer Science
  • Good command of programming using C++, Python and VBA
  • 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

Sector(s):

  • IT Development
  • Programmer, Developer
  • Full time

Experience required:

  • professional experience is not required

Required language level:

  • English - intermediate / communication

Job location:

Budapest

How to apply/ contact information:

You can apply with the „jelentkezem” button underneath.