Equity Derivatives Valuation Risk Quant, AVP
The Finance division at Credit Suisse aspires to be the best Finance division in the industry and a core driver of the Bank's vision. Our focus is to manage the Bank's capital, funding, liquidity and expenses to ensure we are well capitalized and have a strong enough balance sheet to withstand adversity and uncertainty. We are committed to drive cost efficiencies, improve control, quality and efficiency of our information and to engage with the businesses to actively prepare the bank for regulatory changes. To fulfill our mandate we need the skills, experience and engagement of our employees. We need to attract the best people and engage, grow and retain talents through a rewarding and inclusive partnership culture.
Valuations Risk & Control Group (VRC), a centralized analytical group within Product Control Department, addresses valuation issues across the Bank. VRC is responsible for conducting independent price-testing of Bank's trading inventories, reviewing recommended valuation models, performing alternative valuation procedures for illiquid inventories as well as large and complex trades. VRC is also responsible for the Bank's valuation governance policies and valuation reporting. This global team has 150 highly skilled professionals across US, Europe, and Asia. Key duties & responsibilities:
- You will be part of Valuation Risk and Control (VRC) Equities Technical Team
- Your role requires you to review the valuation models as well as methodologies designed to determine the fair value of asset and liabilities on Firm's book in the Equities business.
- You will review the appropriateness of valuation methodology, model calibration, model inputs, model adjustments and usage of models for equity derivatives and equity hybrid products.
- You will work closely with traders, model developers (front office quants), risk managers and product controllers to accomplish our tasks.
- This is an AVP position located in London, reporting directly to the Technical Lead of VRC Equities Team who sits in London.
- 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.
Open to discussing flexible/agile working. You Offer
- You hold an advanced academic degree (PhD preferred) in a quantitative field (Mathematics, Physics, Engineering, Quantitative Finance, Statistics).
- You should have good understanding of derivative products and preferably prior relevant experience in quantitative analysis / modelling / research / risk management of derivative products, though industry experience not necessarily a pre-requisite for the applicant.
- You possess excellent written and verbal communication skills.
- You are a highly organised and ambitious individual, able to work both independently and as part of a team.
- Financial Market knowledge is a plus.
- You understand the value of diversity in the workplace and are 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.