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 fulfil 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 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 groups.
The Quantitative Strategies group is looking for a modeler to work within the Global Credit Products (GCP) team in EMEA.
The role will focus on model development and quantitative support of the trading operations in GCP EMEA which encompass: Bonds, CDS, CDS Index, Index Options, Financing Trades, Loans, Electronic Market Making.
Open to discussing flexible/agile working.
You will have strong experience in a role covering flow credit derivatives (ideally with exposure on electronic market making).
Advanced technical degree (Mathematics, Physics, Engineering, Computing) or similar.
Strong quantitative and statistical modelling skills.
Strong programming skills, preferably C/C++ and F#.
Demonstrated ability to work with the trading desk.
Ability to work both independently and as part of a team.
Excellent written and verbal communication.
Competitive salary offered Closing date: 28th August 2019
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: 6191769
About Credit Suisse
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