Citi

Quantitative Analyst Vice President

Citi(1 month ago)

HybridFull TimeSenior$65,714 - $114,286Quantitative Analysis
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About this role

Quantitative Analyst role within Citi’s Markets Quantitative Analysis (MQA) Centre of Excellence based in Budapest. The position is part of the global Markets business and supports development and delivery of analytical models used for pricing and risk management across trading desks and technology systems. The team provides training and works on core tools, processes, and analytics for multiple asset classes.

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Required Skills

  • Pricing Models
  • Hedging
  • Python
  • C++
  • Numerical Techniques
  • Optimization
  • Risk Management
  • Financial Markets
  • Analytics
  • Project Supervision

Qualifications

  • PhD in Quantitative Field
  • MSc in Quantitative Field
Citi

About Citi

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