2020 Quants Strats Associate (PhD) Fulltime Program in London
The Quantitative Strategies Group at Credit Suisse is a front office facing modeling, analytics and trading risk group, whose mandate is to work as an integrated part of the trading desks. QS develops and delivers pricing models, risk analytics, trading tools, 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 desks. The Quantitative Strategies Group reports to the Chief Risk officer.
The Quantitative Strategies group is looking for a modeler to work within the Equity Derivatives (EqD) team. The role will focus on model development and quantitative support for Equity Derivatives within the Equity Derivatives business. A focus will be model development for the management of equity derivatives.
The role offers:
- interesting and varied projects in pricing and risk
- Day to day interaction with front office trading, sales and structuring teams
- Front to back ownership of projects from theoretical inception to realization in a production environment
- An inclusive team working environment and good opportunities to learn new skills