ITS Quantitative Strategies Commodities – Modeller #107148
The International Trading Strategies (ITS) Fixed Income Investors Products (IP) Quantitative Strategies Group at Credit Suisse is a front office modelling, 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 Fixed Incomes' portfolio risks and capital. The group is organized along business lines and sits with the trading groups.
The ITS Quantitative Strategies group is looking for a Modeller to work within the Fixed Income Investor Products (IP) business in ITS. The role will focus on model development and quantitative support for the Commodities business within Investor Products.
- Prior experience with the commodities business
- Strong quantitative modelling skills, especially curve building and risk
- Strong implementation skills preferably in C++, F#, Python
- Exposure to and knowledge of financial markets
- Ability to work both independently and as part of a team
- Excellent written and verbal communication and presentation skills;
- Advanced technical degree (Mathematics, Physics, Engineering, Computing etc)