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
Credit Suisse Business Analytics Mumbai has Global Markets set up for front office activities. Prime Services division under Global Markets has various functions including Stock Loan, Risk Management, Delta One trading and Analytics.
Prime Services Delta One is primarily responsible for managing trading execution and corporate action risk on index and ETF positions and index analytics, trade idea generation, inventory optimization, and trading and risk tool building.
We are a department that values Diversity and Inclusion (D&I) and are committed to realizing the firm's D&I ambition, which is an integral part of our cultural values Key Responsibilities Risk Management of Index & ETF trading books
- Responsible for daily hedging & risk management of all the trading books
- Daily & periodic index/ETF rebalancing
- Manage corporate action tracking book, efficient elections of voluntary corporate actions
- Custom index creation, maintenance, pricing and distribution
- Index changes forecasting for major indices & Index Analytics for rebalances and ad-hoc events, and forecasts of upcoming events for principal trading
- Periodic rebalance analysis of major Equity Indices to estimate overall and stock level trade and volume impact. Back testing index review trading performance, volume flows, tracking estimates etc..
- Index rebalance - liquidity, turnover and market impact analytics
- Trading ideas around index changes, dividends forecasts, optionalities, reorganization, spinoffs, M&A, IPOs & other special events
- Creating optimized trading baskets to track illiquid Indices & ETFs
- Dividend forecasting for FTSE, MSCI, SPX, SML, RTY, DJI, TSX60 & MEXBOL Indices
- Preparing insightful research reports and bespoke analysis on investment themes, portfolio strategy, asset allocation and statistical industry update on global ETF industry and investable indices helping traders to make investment decisions
- Creating and maintaining interactive analytics tools to help traders make investment decisions
- Monitoring and Generation of trading signals using econometric and statistical rules like momentum, mean-reversion, correlation, seasonality and asset positioning, sector rotation, macro themes
- Reading of academic literature and research papers/ journals to identify potential new ideas for real-world execution and also to add improvements to existing investment and trading models
- Design and drive the product development - Risk and PnL sign-off systems, trading and pricing systems
- Helping the technology team for product development with requirements and testing
- Review/enhancements of existing risk and pricing models.
Understand the value of diversity in the workplace and are 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
Result oriented, dedicated, hardworking and can work on own initiative whilst also working collaboratively and deliver on time with integrity, sense of urgency, attention to detail and quality standards Essential
- Post/Undergraduate from a reputed (Tier 1/2) institute with quantitative skills
- Strong SQL and VBA working knowledge
- Proficient in MS Excel/MS Access
- Basic understanding of the financial industry and products
- High level of attention to detail, good team-player with ability to work independently and able to drive projects alone
- Outstanding organizational skills and the ability to multi-task and work under pressure
- Good communication skills
- Working experience on Indices and ETFs
- Experience of working in Global financial institution
- Ability to handle/ implement complex Quantitative Investment Research Ideas, Trading Strategies and Portfolio Construction methods
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.