- London, England, United Kingdom
- Permanent, Full time
- Credit Suisse -
- 17 Jan 19
Global Markets, Quant Development eFX Platform, VP, London, #120803
Credit Suisse is investing in its Macro electronic trading business, continuing to develop state-of-the-art models for price formation, trade execution and risk management as well as building a comprehensive suite of client-focussed analysis tools and execution-related services. eMacro is a rapidly changing environment and we are building expert teams dedicated to continually delivering new and exciting leading-edge solutions.
This candidate will work within the Global eMacro Platform team, building and improving the current suite of pricing and hedging tools, and continuing the drive to full automation. The role requires a core development capability coupled with a strong quantitative background in engineering, maths, statistics or physics
• Building the next generation pricing and hedging tools for the eFX business.
• Core development in C++/Java/C#
• Quantitative analysis of trade, price and system performance metrics, particularly with regards application of machine learning models.
This role will require ongoing certification under the Certification Regime.
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.
SKILLS AND QUALIFICATIONS
• Strong academic quantitative background in engineering, maths, statistics or physics
• Excellent development experience in C++/Java/C#
• Excellent experience of app
• Excellent verbal and written communication skills
• Domain knowledge in FX G10, Emerging Markets and/or Commodities
• Highly organized and motivated individual able to drive work independently
• Proficient in statistical/tick data programming
• Experience in application of machine learning models
• Experience in understanding and analysing market and trade data to identify themes and opportunities