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Quant Strat ASO 182102

Employer
Credit Suisse
Location
Charing Cross, Central London, United Kingdom
Salary
Competitive Salary
Closing date
Dec 6, 2021

View more

Job Role
Other
Sector
Finance
Contract Type
Permanent
Hours
Full Time
Regno Unito-London-London | Tempo pieno | Risk, Legal & Compliance | ID annuncio 182102Quantitative AnalysisEnglishPer saperne di più su Credit SuisseScoprite di più sulla vita in Credit SuisseYour field of responsibility The Quantitative Strategies group is looking for a quant strategist to work within the Equity derivative (EqD) team. Your role will focus on model development and quantitative support for Equity derivatives trading and structuring desks within the Global Trading Solutions (GTS) business. A focus will be on model development for the management of equity derivatives and equity hybrids. You will work with the team to develop and deliver pricing models, risk analytics and trader tools for risk management, hedging, and relative value, as well as techniques to optimize trading decisions across the desks' portfolio risks and capital. As a member of the team you will work closely with the firm's traders and structurers.

Your future colleagues

We are the Equity Derivative team within Quantitative Strategies. We are responsible for all Equity derivative analytics, models, and risk management tools used firm-wide. We work in close collaboration with our traders on pricing model developments and risk management strategies, our risk managers on capital models as well as our engineering colleagues on pricing systems, risk management systems, and infrastructure. We are part a unique quant group with a long history and unparalleled focus on training our recruits, sharing knowledge across the team, providing opportunities to grow and have an impact on the firm. We are 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 cultural values.

Remote Working? N/A - pending TWWW agreement Your skills and experience We are looking for a quant with:

Basic Qualifications:

    Advanced technical degree from a first rate university preferably in Computer Science or else Financial Mathematics, Mathematics, Physics, EngineeringStrong C/C++ programming skillsProficiency in computer science, optimization, numerical methods, mathematical financeProven experience developing models and pricers in a production environment, using C/C++ or C#/F#Proven ability to work both independently and as part of a team
Preferred Qualifications:

    Demonstrate ability to work with the trading desk and technology teamsOutstanding written and verbal communication and presentation skills. Proven ability to manage work effectively under pressureExperience of implementing MC/PDE calculators is a plusDedication to fostering an inclusive culture and value diverse perspectives
Your new employer

Find a new home for your skills, ideas, and ambitions. Credit Suisse offers you the ideal environment to progress your career, attractive benefits and excellent training.

We are a leading wealth manager with strong global investment banking capabilities founded in 1856. Headquartered in Zurich, Switzerland, and with more than 45,000 employees from over 150 nations, we are always looking for motivated individuals to help us shape the future for our clients.

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 an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success. We are committed to building a culture of inclusion with a deep sense of belonging for all of us. We will consider flexible working opportunities where possible. Our bank provides reasonable accommodations to qualified individuals with disabilities, as well as those with other needs or beliefs as may be protected under applicable local law. If you require assistance during the recruitment process, please let your recruiter know.

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