Quant Strats, Index & Alpha Strategies () at Credit Suisse in New York, New York

Job Description:

We Offer
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 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.

Role Overview:

This role is within the Index & Alpha Strategies team. This team is accountable for the development, maintenance and distribution of the Credit Suisse indices covering Equity Derivatives, Rates, FX, Commodities & a suite of Benchmark Credit indices. This is a distributed team with presence in New York, London, Singapore & Mumbai and as part of the Quantitative Strategies area within the bank.

This is an opportunity to join this team in New York. Applicant should have a strong quantitative background combining technical, markets & mathematical knowledge

• 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 opportunity to be involved in the construction, development and maintenance of systematic index strategies
  
  


• The chance to perform attribution & scenario analysis on index strategies. Review and validate quantitative models
  
  


• The chance to define processes that ensure accuracy of officially published index strategies
  
  


• A role that will require understanding of detailed strategies and the ability to articulate index details to internal & external clients
  
  


• A friendly working environment with a dedicated group of professionals
  
  

You Offer

• Graduate degree in Financial Engineering, Computer Science, Applied Mathematics or an MBA with an undergraduate degree in a quantitative subject area
  
  


• Outstanding attention to detail and a desire to manage complex business problems with creative technical solutions
  
  


• Equivalent work experience of 3-5 years. Proven knowledge of systematic/quantitative strategies or index products is a plus
  
  


• Basic understanding of Fixed Income securities, bond math and portfolio construction
  
  


• Hands on programming experience and the ability to build ad-hoc, automated solutions to seek business problems
  
  


• Equivalent experience working with large data sets and intermediate knowledge of SQL & Excel VBA
  
  


• Strong communication (written and verbal) skills. Should be confident drafting and reviewing index rulebooks and documents published for external usage
  
  


• 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.