Quantitative Strategies Modeler (Securitized Products) Quantitative Strategies Modeler (Securitized  …

Credit Suisse
in New York, NY
Permanent, Full time
Last application, 20 Oct 20
Competitive
Credit Suisse
in New York, NY
Permanent, Full time
Last application, 20 Oct 20
Competitive
Credit Suisse
Quantitative Strategies Modeler (Securitized Products)
Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.

We Offer
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 Quantitative Strategies Group at Credit Suisse is a modeling, analytics and trading risk group, whose directive is to work as an integrated part of the Quantitative Analysis and Technology 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. The group is organized along business lines and sits with the trading groups. This Group reports to the Chief Risk officer.

  • 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.
  • Exposure to and knowledge of financial markets
  • Outstanding experience with Securitized Products, prepayment and default modeling and analysis desirable
  • Experience with CLOs a plus!
  • Strong quantitative and statistical modeling skills
  • Outstanding implementation skills, preferably in C++, Python
  • Familiarity with Machine learning techniques a plus!
  • Proven ability to work with the trading desk
  • Are you to willing work both independently and as part of a team?
  • Strong communication (written and verbal)and presentation skills;
  • Advanced technical degree (Mathematics, Physics, Engineering, Computing etc).


You Offer

The Quantitative Strategies group is looking for a modeler to work within the Securitized Products (SP) team. The role will focus on model development and quantitative support for the SP business, with a focus on pricing and risk management of mortgage and other asset-backed securities and derivatives.
  • 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.
  • Exposure to and knowledge of financial markets
  • Outstanding experience with Securitized Products, prepayment and default modeling and analysis desirable
  • Experience with CLOs a plus
  • Strong quantitative and statistical modeling skills
  • Outstanding implementation skills, preferably in C++, Python
  • Familiarity with Machine learning techniques a plus
  • Proven ability to work with the trading desk
  • Are you to willing work both independently and as part of a team?
  • Strong communication (written and verbal)and presentation skills;
  • Advanced technical degree (Mathematics, Physics, Engineering, Computing etc).


Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success. Credit Suisse complies with applicable federal, state, and local laws prohibiting discrimination in employment in every jurisdiction in which it maintains facilities. Subject to applicable law and regulatory requirements, Credit Suisse complies with state and local laws regarding considering for employment qualified individuals with criminal histories.
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