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The Quantitative Strategies Group is the front-office modelling, analytics and trading risk quant group at Credit Suisse. Its 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 analysis, management tools and techniques to optimize trading decisions, risk taking and capital allocation across the firm's portfolios. The group is organized along business divisions and sits with the trading desks. The Quantitative Strategies group reports to the Chief Risk Officer.
The Quantitative Strategies group is offering an opportunity for a modeller to work within the Rates team in New York. The role will focus on analytics, models and pricing tools for Rates trading and structuring, in particular quantitative analysis and model developments related to the LIBOR transition.
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.
You Offer Qualifications:
You have strong quantitative modelling skills, familiarity with rates models and analytics.
You have strong programming skills, preferably in C/C++, F#/C#.
You have exposure to and deep knowledge of financial markets, derivatives.
You have 1 to 2 years of experience in Rates or related areas (e.g. XVA) is a plus.
You have the ability to work both independently and as part of a team.
You have excellent written and verbal communication skills.
You have advanced degree in Mathematics, Physics, Engineering or Computing.
Internal Number: 6118666
About Credit Suisse -
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