Quant Developer, Cross Asset Derivatives Quant Engineering APAC Quant Developer, Cross Asset Derivatives Quant  …

Credit Suisse
in Singapore
Permanent, Full time
Last application, 17 May 21
Competitive
Credit Suisse
in Singapore
Permanent, Full time
Last application, 17 May 21
Competitive
Credit Suisse
Quant Developer, Cross Asset Derivatives Quant Engineering APAC
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
You will join us as a Quant Developer
• Build cutting edge components within the analytics library to improve the Firm's capabilities in trading and risk managing equity derivatives product
• Joining the team owning globally the Monte Carlo engine, focusing on performance and optimization
• Participate in the design of the analytics library and its integration within the Firm's IT system
• Participate in the effort to improve our development processes
• Improve the efficiency of the analytics library
• Build tools to improve the productivity of the globally distributed team
Your future colleagues
Quant Engineering APAC team (QE) are key participants in Front Office, together with traders and sales people, in the revenue-generating activities of our Sales & Trading Division.
QE sit on the trading desk, and they are responsible for the architecture and development of the analytics library.
QE are global, cross asset. This is a real opportunity to join a very strong Quant team in APAC (Two-time winner of Best Quant team from Asia Risk)
The department 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 cultural values.

You Offer

To excel in this role, you should possess:
  • An advanced degree in a quantitative subject such as Computer Science or any STEM subject with strong computing emphasis
  • Very strong programming skills in C++; programming skills in GPU, CUDA, AVX, Functional (like F#, ML, Haskell) are a strong positive
  • Outstanding skills in software design and architecture, if possible applied within the analytics library of a front office team.
  • Solid professional experience working with C++ in a commercial environment
  • Desirable to have experience of source control, continuous integration and profiling tools.
  • Drive and desire to work in an intense team-oriented environment
  • 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


Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.
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