Credit/Algo Quantitative Strategist Associate
Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.
The Chief Risk and Compliance Officer function is a highly visible, dynamic area where you can be an integral part of the decision-making that supports the bank’s business. We drive strategic and sustainable returns, and offer risk, controls and regulatory advice.
You will be part of a team that is renowned for supporting innovation, creativity and entrepreneurial ideas. We believe our colleagues are our best asset.
The Quantitative Strategies group is looking for a modeler to work within the Global Credit Products team in London. The role will focus on development of models and quantitative tools for the London trading desk, working with the team located globally, with a focus on credit electronic market making and portfolio trading.
- Model development for pricing and risk management for the Global Credit Product business, using a variety of mathematical techniques (e.g., statistical and probabilistic methods, derivatives pricing), numerical methods and programming languages (e.g., Python, Java, F#, C++).
- Development and implementation of electronic market making strategies.
- Development of quantitative tools for risk management.
- Quantitative support for CDS, Index, Bond, CDS Swaption, Corporate Bond Algo and Portfolio Trading desks.
A department which values Diversity and Inclusion (D&I) and is committed to realizing the firm’s D&I ambition which is an integral part of our global Conduct and Ethics Standards.
Open to discussing flexible/agile working.
- Advanced technical degree (Mathematics, Physics, Engineering, Computing, etc.).
- Strong quantitative and statistical modelling skills.
- Strong programming skills, preferably Java, C/C++ and F#
- Experience in credit (or electronic market making) would be preferred.
- Proven ability to work with the trading desk.
- Ability to work both independently and as part of a team.
- Results-oriented individual with outstanding written and verbal communication skills.
- You understand the value of diversity in the workplace and are dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work.
Credit Suisse is committed to providing equal employment opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law.
Credit Suisse is committed to providing equal opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law.
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success