• Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Credit Suisse -
  • 16 Feb 19

Credit Valuation Adjustment C# Developer # 122617

We Offer
We believe that this role will be focusing on the development of the strategic risk management platform and associated trading tools for the bank's xVA trading desk. This is a high profile role working on a strategic Front Office Risk Platform where you will have the opportunity to directly impact the project's success and stand out. This is an excellent opportunity for those with a risk background to gain front office exposure.

The xVA desk is a global desk at Credit Suisse (CS) present in London, New York and Singapore that has responsibility for:
  • Credit Valuation Adjustment (CVA) Calculation and hedging (Investment Bank).
  • Collateral Adjusted Valuation (CAV) hedging (Fixed Income Division).
  • Funding Valuation Adjustment (FVA) calculation and hedging (Investment Bank).
  • Use ratio compression.
  • Portfolio optimization (Fixed Income Division).
You will join the global xVA IT team as a senior developer in New York, where their primary role will be to work closely with and support the activities of the xVA trading desk and regulatory project teams through technical innovation as well as providing technical and business leadership. This role provides an excellent opportunity to work closely with the front office and quant analysts in areas at the forefront of regulatory change and development in investment banking. It has significant scope for personal growth in terms of technical, business, project and people leadership for you.

The xVA IT team is responsible for the bank's strategic distributed risk system, extending it to support the xVA desk, including:
  • Sophisticated risk analysis and reporting functionality.
  • Market and trade data interfaces.
  • Services to integrate the risk analytics engine with the trading application layer.
  • Distributed computation requirements including internal/external cloud, calculation performance, etc.
  • Scenario and regulatory exposure calculations.
  • Downstream fosters and reporting layer.
  • Provide ad hoc third line development support to the desk.
  • Projects will range from major improvements to improving controls/efficiency in existing flows, extending the applications for new business initiatives, and the implementation of newly developed in-house interfaces and technologies.
  • You will work as part of a global team with developers in London, New York and Wroclaw. They will be working in a dynamic front office environment and will therefore require self-motivation, enthusiasm, strong communication and very good interpersonal skills in addition to strong, broad ranging technical abilities.

Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.

You Offer
Skills
  • You have deep knowledge in C# with multi-threading and excellent design skills.
  • You have deep knowledge in MS SQL Server and/or SSAS.
  • You have extensive experience in financial/trading related risk and instruments (preferably a CVA or Credit derivatives background).
  • You have in depth exposure to market and trade data within an Investment Banking environment.
  • You have the ability to pick up any technical problem and run with it to reach a successful conclusion.
  • You have strong communication, interpersonal & organizational skills.

Experience
  • Experience as a senior developer or development lead on technical projects, with an emphasis on Investment Banking front office risk and distributed systems.
  • Experience working with and being a key part of global development team.
  • A dedicated professional who is keen to deliver.
  • A self-starter and self-learner, able to jump into any task.
Dedicated Approach:
  • Shows drive, passion and can-do attitude.
  • Challenges status quo and contributes to change.
  • Spots and seizes opportunities for the bank and for individuals within your area.
  • Is eager to grow and learn for your area and as an individual.
  • Stretches yourself and others to drive things forward.
People Leadership:
  • Effectively leads a team: communicating, setting direction, making decisions, intervening when off track.
  • Delegates and empowers: assigns clear responsibilities and manages performance.
  • Thinks ahead, acts with oversight, co-ordinates efforts to support strategy.
  • Coaches and develops people, provides actionable feedback.
  • Fosters collaboration within and across teams.
  • Understands a range of attitudes and styles - demonstrates differences to achieve better results.
Principled Behavior:
  • Has no compliance or control issues.
  • Fully stays in sync with the bank's code of conduct and all applicable laws, regulations and policies.
  • Supervises her/his direct reports effectively, takes preventive action where needed and sanctions misconduct.
  • Shows true concern for compliance and control standards, protects the bank's reputation and earns our clients' trust.
  • Is diligent, disciplined and organized in her/his work: meets deadlines, strives for high quality, has complete documentation.
  • Promotes and considers operational efficiency in business decisions resulting in the efficient use of the Bank's resources
  • Partnership with Clients:
  • Proposes solutions that truly fit clients' needs.
  • Communicates effectively; moves easily from discussion to agreement.
  • Is calm and confident with clients.
  • Builds sustainable client relationships.
  • Creates a network for the client within Credit Suisse.
Professional Skills:
  • Has developed a complete base of knowledge in her/his areas of expertise.
  • Effectively applies her/his knowledge to deliver solutions that fit the purpose and are feasible.
  • Readily shares knowledge.
  • Approaches problems systematically and objectively, analyses facts and evaluates options, draws sound conclusions.

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