Quantitative Strategies Risk Analytics Developer # 097654
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 Quantitative Strategies Group at Credit Suisse is a modeling, analytics and trading risk group, whose mandate is to work as an integrated part of the trading team to develop and deliver: pricing models; risk analytics; trader tools for risk management, hedging, and relative value; management tools and techniques to optimize trading decisions across Global Markets' portfolio risks and capital. Within this group, CoreStrats are responsible for the technology, software frameworks and infrastructure used in the development, testing and delivery of quant models, analytics libraries and desktop tools. The Risk Analytics team delivers the risk calculation framework that underpins many of the banks derivatives risk management systems. This framework is used across multiple business asset classes and also for xVA and EPE calculations.
The Quantitative Strategies group is looking for a quant-developer to work within the Risk Analytics team. We are looking for an experience .NET developer with a broad understanding of pricing of derivatives, market data and good knowledge of risk calculation. The role will involve working closely with multiple teams, both within Quant Strats and IT to understand requirements and deliver solutions to agreed timelines. Ongoing work includes expanding product coverage for EPE, supporting new modeling initiatives and requirements for regulatory projects such as CCAR and FRTB.
Open to discussing flexible/agile working.
- She / he will have excellent .NET development skills; additional programming skills (C++, F#) an advantage
- You will have experience in the development of FO risk management systems
- Good knowledge of market data and risk calculation implementation
- Experience of professional software development practices
- Ability to work both independently and as part of a team
- Demonstrated ability to work with a wide range of colleagues, e.g. Quants, Trading & IT
- Excellent written and verbal communication and presentation skills
- A degree in a technical subject (Mathematics, Physics, Engineering, Computing etc.) or equivalent work experience
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success