Front Office, Quantitative Strategies, Risk Analytics Developer, Counterparty Credit Risk Management (CCRM), Front-to-back Specialist ASO/VP, London recruitment
DEPARTMENT OVERVIEW
DIVISION: In its Investment Banking business, Credit Suisse offers securities products and financial advisory services to users and suppliers of capital around the world. Operating in 57 locations across 26 countries, Credit Suisse is active across the full spectrum of financial services products including debt and equity underwriting, sales and trading, mergers and acquisitions, investment research, and correspondent and prime brokerage services. Our commitment to providing outstanding service to our clients, our focus on teamwork, diversity and excellence means our recruitment of the best and brightest people is essential to our success.
QUANTITATIVE STRATEGIES (QS): The QS group is responsible for producing state-of-the-art pricing, trading and risk management models for Credit Suisse. These models are used across a range of business in the Fixed Income Division. The group's mandate covers all major asset classes, including Credit Derivatives, Commodities, Emerging Markets, Exotics, Foreign Exchange, Fund Linked Products, Interest Rate Products and Mortgage Derivatives. QS operates globally with 130 members located in New York, London, Zurich, Sao Paulo Hong Kong and Tokyo.
QUANTITATIVE STRATEGIES – Core Strats (QS Core Strats): 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 QS Core Strats 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 risk analytics team is responsible for the development of cross-asset library for efficient risk calculations. The library, mainly written in C#, is already in use across several of the fixed income businesses. We are looking to enhance the platform to better support the counterparty credit business, which will not only involve increasing the product coverage but also improving the scalability of the system. We work closely with the desk and modellers to understand the requirements of the system, and with the IT teams to ensure smooth delivery of the solutions into the production risk systems. We are looking for an outstanding individual to work on extending the coverage and optimising the front to back calculations in the risk analytics libraries.
Key requirements for the role are:
- A demonstrated ability to deliver outstanding solutions to difficult problems.
- Strong understanding of commercial software development processes and distributed team development of complex code.
- Ability to communicate well and understand the requirements of modellers and traders.
- Expert-level hands-on knowledge of the Microsoft .NET framework and C#
- Knowledge of functional and object-oriented programming paradigms is desirable.
- Relevant experience required; experience in the finance sector is highly desirable but not essential
- Strong product knowledge
SKILLS AND QUALIFICATIONS
- You will have an undergraduate degree with honors in a quantitative field such as Applied
- Mathematics, Computer Science, Engineering 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.
Right place, perfect opportunity
www.credit-suisse.com/careers
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.
For further information, please contact:
Jingyi Zhang - jingyi.zhang@credit-suisse.com