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ITS Quantitative Strategies Commodities – Modeller #107148
Credit Suisse -
January 27, 2018
New York, New York
We Offer Area Overview The International Trading Strategies (ITS) Fixed Income Investors Products (IP) Quantitative Strategies Group at Credit Suisse is a front office modelling, 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 Fixed Incomes' portfolio risks and capital. The group is organized along business lines and sits with the trading groups.
Responsibilities The ITS Quantitative Strategies group is looking for a Modeller to work within the Fixed Income Investor Products (IP) business in ITS. The role will focus on model development and quantitative support for the Commodities business within Investor Products.
You Offer Qualifications
Prior experience with the commodities business
Strong quantitative modelling skills, especially curve building and risk
Strong implementation skills preferably in C++, F#, Python
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;