This statue of a rider on a rearing horse can be found in front Hungarian National Gallery, on the Square of the Royal Palace, next to the Danube river.
It depicts a general of the Austro-Hungarian imperial army, Prince Eugene of Savoy, who led several successful battles against the Turkish invasion back in his day. Because of that, he is held in high regard by the Hungarians.
Wikipedia https://en.wikipedia.org/wiki/Prince_Eugene_of_Savoy
Address (Unnamed Road), Budapest 1014, Hungary
Coordinates 47°29'47.09" N 19°2'24.288" E