- London, England, United Kingdom
- Permanent, Full time
- Credit Suisse -
- 17 Jan 19
Quantitative Strategies – Risk Engines Quant Dev # 122221
The Risk Division is a highly visible, dynamic area of the firm where you can be an integral part of the decision making that supports the bank's business. Our responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for our entities. The Risk division's long-term success depends on our ability to achieve our vision and fulfill our mandate. Ultimately, this depends on the skills, experience and engagement of our employees. We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.
The risk engines team is responsible for core risk management analytics development, covering all asset classes. As well as improvements to cover new demand from both regulatory and front-office driven requirements, the team is looking to significantly improve the current engine design, removing duplication and creating a best in class engine. The role provides an opportunity to work in a dynamic environment with an excellent team of experienced developers and modelers. The group uses a variety of programming languages including C++, C#/F# and Python, and is actively working with the latest developments in hardware technology such as AVX and GPU, in order to maximize computational efficiency. We are looking for candidates who value the ability to work in a technically complex environment, and the opportunity to influence the technological strategy of the team.
Open to discussing flexible/agile working.
- Good .NET or C++ developer, ideally also with some experience of COM.
- Understanding of risk calculation and risk systems.
- Accurate and with good attention to detail.
- Good communication skills.
- .NET (C# or F#) or C++ skills required.
- Python knowledge would be beneficial.
- Experience in the finance sector is preferred.
- Experience of risk systems and risk calculations would be an advantage.
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.