C#/Python Developer for Mid-office
We Offer Job Description:
The role is Application Developer within the Credit Derivatives IT area, working on the ongoing development of the market object builder, a key framework that facilitates the construction of market objects used in valuations and risk calculations. The successful candidate will be part of a big team of developers tasked with the ongoing extension and evolution of the framework. This will involve working closely with the quantitative analysts, various trading desks and other IT areas.
The candidate would be expected to:
- Possess a desire to become an authority in the Derivatives business
- Embrace interaction with business organizations (e.g. traders, quantitative analysts)
- Be able to gather business requirements accurately
- Design and implement new functionality (new models / optimizations)
- Communicate design ideas and take part in peer reviews
- Utilize Test Driven Development techniques
- Participate actively and constructively in team design discussions
- Understand the current applications and business processes, identify extensions and new functionality
There will also be additional responsibilities such as functional verification of delivered features, ad-hoc system bug analysis, and handling of "business as usual" requests.
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.
We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status. You Offer
Essential: Over 5 years of experience as a software engineer/quantitative developer in a business focused development environment with a working understanding of the full development life cycle.
Desirable: Credit Derivatives working knowledge and team leadership would be particularly desirable. Technical requirements
- Candidates will need to demonstrate design and development skills in C#/.Net Framework and multi-threading experience
- Working experience with Python (Pandas) and SQL Server is helpful.
- An understanding of the importance of good software development practices is vital
- Trade Risk & Fixed income knowledge is a plus
- The ability to take ownership of issues and follow to resolution is important; as is a methodical analytical style of problem solving.
- Bachelor's degree in Computer Science, Engineering, Finance, Economics or a Mathematical Science is required
- Post grad degree in an Engineering, Finance, Economics or a Mathematical Science is helpful