Quantitative Strategies – Credit Market Risk Modeler
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 and risk teams to develop and deliver: pricing models; market risk and credit risk models; trader tools for risk management, hedging, and relative value; management tools and techniques to optimize trading decisions across Credit Suisse' portfolio risks and capital. The group is organized along business lines and largely sits with the trading desks. A department which values Diversity and Inclusion (D&I) and is committed to realizing the firm's D&I ambition which is an integral part of our global Conduct and Ethics Standards.
The group looks for a modeler to work within the Credit - Market Risk team in New York. The role will focus on model development and quantitative support of market risk models for the credit asset class. You Offer
- Understand the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application.
- Advanced technical degree (Mathematics, Physics, Engineering, Computing, etc.)
- Outstanding understanding of quantitative and statistical modelling skills.
- Detailed knowledge of programming skills, preferably C/C++, F#, Python!
- Ability to work both independently and as part of a team with proactive, dedication and positive attitude.
- Excellent written and verbal communication skills.
- Equivalent work experience in market risk models!