- London, England, United Kingdom
- Permanent, Full time
- Credit Suisse -
- 17 Jan 19
Global Markets, Equities, AES Quantitative Analyst, ASO or VP, London, #118963
Credit Suisse is a leading global wealth manager with strong investment banking and asset management capabilities. Founded in 1856, Credit Suisse has expanded to be a global force employing over 45,000 people in 50 countries. With new leadership, a new strategy and a streamlined global organization, we are set for growth. We partner across businesses, divisions and regions to create innovative solutions to meet the needs of our clients-and to help our employees grow. It is a high priority for us to continually invest in our employees by providing ongoing opportunities for training, networking and mobility. Join us and let's shape the future of Credit Suisse together.
AES is the flagship product in the firm's electronic trading franchise, which is used to execute orders on behalf of clients in markets around the globe. The role offers an unrivalled opportunity to learn about global electronic trading, working for the industry-recognized market leader in Algorithmic Trading. The successful candidate will work very closely with the trading desk and be directly involved in a challenging and high-profile area of the finance industry. The role will also entail quantitative work across the broader European Cash Equities platform.
- Focus on intraday equity markets and research behind enhancements towards execution algorithms and execution performance analysis.
- Primary responsibility will be for fundamental research to enhance existing and explore new trading algorithms, including performance analysis to facilitate this
- Involvement across the entire research and implementation process - from idea generation and backtesting to overseeing implementation, performance reviews and ongoing calibration
- Further work includes more bespoke and/or customised targeted improvements and analysis
- Tech development will be required with automation and repeatability a focus, though exact responsibilities will depend on experience/expertise
- Primarily an agency execution focus rather than a proprietary trading focus
- Scientific academic background (physics/maths/engineering/etc, PhD preferred but will consider Masters with relevant Thesis topic)
- 3-5 years' experience in a major sell-side financial institution with agency algo trading systems in a quantitative research and analysis role
- Significant Plusses include
- Experience and demonstrated research in Intraday Equity Markets using High Frequency Tick data
- Programming (especially Matlab, but also Java, C#, C++, R, Python, etc) and demonstrated ability to automate repetitive tasks and research
- Other plusses include
- A track record of relevant research in intraday equity markets e.g. at PhD or Post Doc levels
- Experience with time series & machine learning research, especially with financial applications of this research
- Experience analysing and making concrete suggestions to improve execution performance, and experience proving / demonstrating these improvements
- Visualisation tools (e.g. Tableau)
- Ability to perform under pressure, both on individual and team assignments
- Good social skills, written and conversational, and ability to defend own research and theory to peers whilst incorporating alternative viewpoints
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.