- New York, NY, États-Unis
- CDI, Plein-temps
- Credit Suisse -
- 19 juin 18
Quantitative Strategies Credit – Modeler, ASO-VP # 110994
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 trading 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 is looking for a modeler to work within the Credit team. The role will focus on model development and quantitative support for the Credit (Structured and Flow) business.
- Prior experience in derivatives modelling in at least one major asset class
- Solid quantitative and statistical modelling skills
- Solid programming skills, preferably C/C++ and F#
- Demonstrated ability to work with the trading desk
- Exposure to and knowledge of financial markets
- Ability to work both independently and as part of a team
- Excellent written and verbal communication
- Advanced technical degree (Mathematics, Physics, Engineering, Computing, etc.).