CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
QS ITS - Equity Derivatives Modeler, Structured/FLP # 111368
Credit Suisse -
May 8, 2018
New York, New York
We Offer 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 reports to the Chief Risk officer.
The Quantitative Strategies group is looking for a modeler to work within the Equity Derivatives (EqD) team. The role will focus on model development and quantitative support for the Equity Derivatives business. A focus will be model development for the management of equity derivatives
Excellent quantitative and statistical modelling skills
Ability to work both independently and as part of a team
Excellent written and verbal communication and presentation skills
Solid C/C++ programming skills a plus
Exposure to and knowledge of financial markets a plus