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Quant Strat

Credit Suisse
Quant Strat
New York, US
180,000 - 200,000
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Job Description

Join us in Quantitative Analysis and Technology. Applicant will play a significant role in developing models for the XVA Trading desk and the Credit Risk Management team, in particular high performance portfolio models spanning a wide range of asset classes and derivatives. Applicant will be accountable for developing, analyzing, maintaining, and improving models, analytics, tools and risk management methodologies. As a member of the team, you will use the firm's infrastructure, franchise, and expertise to work closely with the firm’s traders and credit officers.

Your future colleagues

We are the Counterparty Portfolio Modeling team within Quantitative Analysis and Technology. We are responsible for quantitative tools, techniques, models and technology for both the pricing and risk management of counterparty portfolio risk, including XVA, uncleared margin, and credit risk management. We work in close collaboration with traders on pricing model developments, risk managers on capital models, as well as engineering colleagues on infrastructure. We are an element of a unique quant group with 25 years of history and unparalleled focus on training our recruits, sharing knowledge across the team, providing opportunities to grow, and having 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  

Your skills and experience

Qualifications - External

We are looking for applicants who are ready to use their experience and make the most of this opportunity to join Credit Suisse and grow in one's role. We are looking for a quant:

Required Qualifications:

  • Master or higher degree in mathematical finance, mathematics, physics or computer science
  • Proven programming skills in C/C++ or a similar programming language

Preferred Qualifications

  • Proficiency in mathematical finance, stochastic calculus, optimization, numerical methods
  • Proven experience with Monte Carlo methods applied to the pricing of complex derivatives
  • Dedication to fostering an inclusive culture and value varied perspectives.
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