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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 looking for a strong technologist, who is comfortable with mathematical concepts, to work within the Linear Rates team in New York. The role will focus on the development and maintenance of real-time processes and curve building technologies, firm-wide live rate curves and price formation in electronic rates businesses covering bonds and swaps.
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.
You Offer Key Requirements:
You have strong programming skills, preferably in .NET (C#, F#) and/or C++.
Comfort with mathematical concepts, particularly statistics, calculus and probability theory.
You have 2+ years of experience with linear rates.
You have proven ability to work with the trading desk.
You have exposure to and deep knowledge of financial markets.
You have the ability to work both independently and as part of a team.
You have excellent written and verbal communication and presentation skills.
You have advanced technical degree (Mathematics, Physics, Engineering, Computing etc).
The following would be advantageous:
Experience with curve building/fitting.
Experience in electronic trading technologies.
Experience in Python.
Exposure to functional programming languages.
Internal Number: 6307136
About Credit Suisse
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