We Offer The Risk Division is a highly visible, dynamic area of the firm where you can be an integral part of the decision making that supports the bank's business. Our responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for our entities. The Risk division's long-term success depends on our ability to achieve our vision and fulfill our mandate. Ultimately, this depends on the skills, experience and engagement of our employees. We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.
The Quantitative Strategies Group at Credit Suisse is a front office modeling, analytics and trading risk group, whose mandate is to work as an integrated part of the trading team to develop and deliver pricing models, risk analytics, trader tools for risk management, hedging, and relative value, management tools and techniques to optimize trading decisions across Global Markets' portfolio risks and capital. The group is organized along business lines and sits with the trading desks. The Quantitative Strategies Group reports to the Chief Risk officer.
The Quantitative Strategies group is looking for a strong technologist, who is comfortable with mathematical concepts, to work within the Linear Rates team. The role will focus on the development and maintenance of real-time processes and curve building technologies that are responsible for generating firm-wide live rate curves and price formation in electronic rates businesses.
Open to discussing flexible/agile working.
She / he will have strong programming skills, preferably in .NET (C#, F#) and / or C++
Comfort with mathematical concepts, particularly statistics, calculus and probability theory
Prior experience with linear rates
Commercial experience working with the trading desk
Exposure to and knowledge of financial markets
Ability to work both independently and as part of a team
Excellent written and verbal communication and presentation skills
Advanced technical degree (Mathematics, Physics, Engineering, Computing etc) or equivalent work experience
The following would be advantageous
Experience with curve building / fitting
Experience in electronic trading
Experience in Python
Exposure to functional programming languages
Credit Suisse is committed to providing equal employment opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law.
Internal Number: 4636487
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