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We Offer Area Overview 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 Quantitative Analysis and Technology 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.
Responsibilities The Quantitative Strategies group is looking for a modeler to work within the Securitized Products (SP) team. You will focus on model development and quantitative support for the Securitized Products business, with a focus on pricing and risk management of mortgage and other asset-backed securities and derivatives.
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
Exposure to and knowledge of financial markets
You have prior experience with Securitized Products, prepayment and default modeling and analysis desirable
Strong quantitative and statistical modeling skills
Strong implementation skills, preferably in C++, Python
Familiarity with Machine Learning techniques a plus
Proven ability to work with the trading desk
You work both independently and as part of a team;
Excellent written and verbal communication and presentation skills;