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We Offer Area Overview The Quantitative Strategies Group at Credit Suisse is a modelling, analytics and trading risk group, whose mandate is to work as an integrated part of the Global Markets trading team to develop and deliver: pricing models; risk analytics; trader tools for risk management, hedging, and relative value; and management tools and techniques to optimize trading decisions. The group is organized along business lines and sits together with the trading groups.
Responsibilities The Quantitative Strategies group is looking for a modeller to work within the XVA team. The role will focus on model development and quantitative support for the XVA business. A focus will be the development of the multi-asset-class portfolio models for the XVA risk management and capital hedging.
You Offer Qualifications - Strong quantitative modelling skills - Strong C/C++ programming skills - Ability to work both independently and as part of a team - Excellent written and verbal communication skills - Advanced technical degree (Mathematics, Physics, Engineering, Computing, etc.) - Exposure to and knowledge of financial markets is a plus