We Offer The Quantitative Strategies Group at Credit Suisse is a front office facing modeling, analytics and trading risk group, whose mandate is to work as an integrated part of the trading desks. QS develops and delivers pricing models, risk analytics, trading tools, 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 desks. The Quantitative Strategies Group reports to the Chief Risk officer.
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 is looking for a modeler to work within the Equity Derivatives (EqD) team. The role will focus on model development and quantitative support for Equity Derivatives within the EqD business. A focus will be model development for the management of equity derivatives.
Manage interesting and varied projects in pricing and risk
Day to day interaction with front office trading, sales and structuring teams
Front to back ownership of projects from theoretical inception to realization in a production environment
An inclusive team working environment and good opportunities to learn new skills
Advanced technical degree from a first rate university preferably in Financial Mathematics or Mathematics, Physics, Engineering, Computing
Experience in equity derivative modeling in an internship or full time
Prior experience in equity hybrid models and detailed knowledge of financial markets is preferred
Strong problem solving, quantitative and statistical modeling skills
Proven ability to work with the trading desk
Hardworking with ability to efficiently perform both independently and as part of a team
Outstanding written and verbal communication and presentation skills
Strong C/C programming skills is a plus!
Understands 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.