Counterparty Portfolio Modelling Quantitative Analyst (VP)
The Quantitative Analysis and Technology group at Credit Suisse is a modelling, analytics and trading risk group, whose mandate is to work as an integrated part of the trading and credit risk management teams to develop and deliver: pricing and exposure measurement models; risk analytics; tools for risk management, hedging, and exposure analysis; and risk management tools and techniques to optimize trading decisions. The group is organized along business lines and works collaboratively with the trading groups.
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 Conduct and Ethics Standards.
The QAT Counterparty Portfolio Modelling team is looking for a modeller to focus on model development and quantitative support for the XVA business and Credit Risk Management. As part of our team the focus will be the development of the multi-asset-class portfolio models for XVA risk management, portfolio risk management, and capital hedging. You Offer
- You will demonstrate strong quantitative modelling skills.
- You will have strong C/C++ programming skills.
- Ability to work both independently and as part of a team.
- Outstanding written and verbal communication skills.
- Advanced technical degree (Mathematics, Physics, Engineering, Computer Science, etc.) or equivalent work experience.
- Exposure to and knowledge of financial markets is a plus.
- Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application.
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success. 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.