Associate/VP, Quantitative Investment Strategies – Asset Management # 105827
Credit Suisse Quantitative Investment Strategies is seeking an Analyst/Associate to participate in its investment strategies research efforts in quantitative algorithmic, quantitative discretionary, and risk allocation strategies across global markets.
- The role provides a rare opportunity to cross-asset market exposure. Moreover, for those demonstrating initiative and diligence an opportunity to impact investment allocations.
- Discover structural equations descriptive of data series.
- Formulate hypotheses on the drivers of asset returns.
- Apply rigorous scientific approach to experimental testing of hypotheses.
- Contribute to codebase which drives QIS investment processes.
- Design and research algorithms and methodologies to refine signal discovery and risk allocation processes.
- Drive refinement and delivery of technology infrastructure improvements.
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.
- 1-5 years experience in conducting empirical research and working with large datasets.
- Solid understanding of econometrics, statistics, optimization, and portfolio theories (Machine Learning and Natural Language Processing knowledge not required but desirable).
- Outstanding programming skills in python and SQL (R and matlab not required but desirable).
- Excellent grasp of economic theory and proficiency in formulating ideas mathematically.
- Candidate must have unquenchable work ethic, be highly organized, detail-oriented, and accountable to deliver results under tight deadlines.
- Candidate should be a persistent questioner, deep thinker, creative experimentalist.
- Candidate should demonstrate genuine enthusiasm for financial markets and be able to articulate complex topics to novice audiences.