FID, Experienced C++ and C# Programmer, VP, London recruitment

DEPARTMENT OVERVIEW
Quantitative Strategies is responsible for modeling, trading analytics, and risk management across the Fixed Income division. Quant Strats consists of four functional groups: Trading Quant Strats, Risk Strats, Core Strats and Sales Quant Strats. Primary business lines supported include Interest Rate Products (Rates), Global Foreign Exchange (GFX), Global Credit Products (GCP), Structured Products, Emerging Markets (EMG) and Commodities. Quant Strats has a presence in Hong Kong, London, New York, Singapore, Sao Paulo, Tokyo and Zurich and is embarking on building out a substantive presence at our Credit Suisse office in Wroclaw, Poland.

The goal of this team is to build a partnership with the QS Modelers to ensure that QS models are delivered to the firm in the most efficient manner. The CoreStrats team focuses on mapping out the technology strategy for the group, developing advanced tools to automate and bring efficiency to the group’s development testing environment, building core analytics, development of state-of-the-art pricing and risk infrastructure, designing innovative tools for rapid model deployment and producing complex components for high performance computing applications.

KEY RESPONSIBILITIES
The analytics and financial models produced by the Quant Strats group are consumed directly by trader desktop applications, risk systems, client facing web applications and by a wide variety of analysis, research and control functions within the bank. We currently use C/C++ libraries for low level numeric and maths functionality, with C++/COM objects, F# components and Excel Addins layered above to produce sophisticated financial models.

The role will initially focus on the memory and performance optimisation of the group’s C++ codebase, which will be needed as the Firm’s reporting expands to cover more demanding risk analysis. There are various projects driving this expansion – in particular the Strategic Risk Programme, that aims to deliver a consistent view of aggregated risk, scenario and PL data. The successful candidate will be expert in C++, and be familiar with C++ optimisation techniques and the use of profilers to guide analysis, all within a multi-component COM setting.

Future projects the candidate will be involved with are in the group’s Quantitative Tools team, who deliver tools to sales trading that allow them to analyse markets and portfolios, and price trades. The development environment uses WPF for the GUI layer with the underlying functionality implemented in F#. We are looking for candidates who can deliver framework pieces for this new environment and partner with the rest of the group in delivering the next generation of tools.

The key requirements for the role are:
• A demonstrated ability to deliver solutions to difficult technical problems, preferably in a front
  office environment.
• Knowledge of functional and object-oriented programming paradigms.
• Expert-level hands-on knowledge of C++ (including COM and ATL), C# and the Microsoft .   NET framework.
• Expert-level experience with C++ code optimisation.
• Ideally the candidate will have experience with F# and WPF, but should have the ability to learn new technologies regardless.

SKILLS AND QUALIFICATIONS
• You will have an undergraduate degree with honours in a quantitative field such as Computer Science, Engineering, Applied Mathematics, or Physics or have equivalent level  commercial experience.
• Strong interpersonal and communication skills
• A team-player with a positive co-operative attitude
• Good organizational skills and the ability to work on multiple projects simultaneously
• Fluency in English
. 
 As one of the world's leading financial services group, Credit Suisse provides its clients with investment banking, private banking and asset management services worldwide.  Founded in 1856, Credit Suisse has a long tradition of meeting the complex financial needs of a wide range of clients, offering advisory services, comprehensive solutions and innovative products to companies, institutional clients and high-net-worth private clients globally. The Credit Suisse Group is active in over 50 countries and employs approximately 40,000 people.  Further information can be found at www.credit-suisse.com.

Cultural diversity is essential to our success.  As such, we employ people from more than 100 countries. Credit Suisse empowers employees to work openly and respectfully with each other and with clients, ultimately striving to deliver superior results while offering initiatives and programs to assist employees achieve a healthy work-life balance. 
 Credit Suisse is an Equal Opportunity Employer and does not discriminate in its employment decisions on the basis of any protected category.

To the extent permitted or required by applicable law, a candidate who is offered employment will be subject to a criminal record check and other background checks before the appointment is confirmed.