Quant Strats, Index & Alpha Strategies Quant Strats, Index & Alpha Strategies …

Credit Suisse
in New York, NY
Permanent, Full time
Last application, 05 Mar 21
Credit Suisse
in New York, NY
Permanent, Full time
Last application, 05 Mar 21
Credit Suisse
Quant Strats, Index & Alpha Strategies
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
We are 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 cultural values
The Chief Risk and Compliance Officer function is a highly visible, dynamic area where you can be an integral part of the decision-making that supports the bank's business. We drive strategic and sustainable returns, and offer risk, controls and regulatory advice. You will join a team that is renowned for its dynamic and engaged culture. We believe our colleagues are our best asset.
This role is within the Index & Alpha Strategies team. This team is responsible for the development, maintenance and distribution of Credit Suisse indices covering Equity Derivatives, Rates, FX, Commodities & a suite of Benchmark Credit indices. The team has its presence in New York, London, Singapore & Mumbai and is part of the Quantitative Strategies area within the bank.
This is an opportunity to join the team in New York. Applicant should have a strong quantitative background combining technical, markets & mathematical skillsets. The core mandate for this role is to be the point person for all index related queries. This role requires coordinating with external clients and collaboration internally with colleagues in Sales, Business Development, Sector Strategy, IT & Operations.
  • Manage the construction, development and maintenance of systematic index strategies
  • Detailed understanding of index strategies to articulate this information to internal and external clients
  • Write & review index rulebooks and methodology documents that are published externally. Review and validate quantitative index models
  • Ad hoc attribution and scenario analysis on index performance
  • Define processes that ensure the accuracy of official index fixings
  • The team publishes over 5000 indices daily. This role necessitates individuals to have an eye towards process optimization and drive projects that increase the operational efficiency of index workflows
  • Build a friendly working environment with a dedicated group of professionals

You Offer
  • Understand 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
  • Graduate degree in Financial Engineering, Computer Science, Applied Mathematics or an MBA with an undergraduate degree in a quantitative subject.
  • Outstanding attention to detail and a desire to solve complex business problems with creative technical solutions
  • 3-5 years of work experience. Prior knowledge of systematic/quantitative strategies or index products is a plus!
  • Strong interpersonal and leadership skills.
  • Basic understanding of Fixed Income securities, bond math and portfolio construction
  • Proven programming experience and the ability to build ad-hoc, automated solutions to solve business problems
  • Experience working with large data sets and intermediate level knowledge of SQL & Excel VBA
  • Outstanding written and verbal communication skills. Should be confident drafting and reviewing index documents published for external usage.
  • Hardworking, result oriented with ability to learn in a fast paced environment.

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success. Credit Suisse complies with applicable federal, state, and local laws prohibiting discrimination in employment in every jurisdiction in which it maintains facilities. Subject to applicable law and regulatory requirements, Credit Suisse complies with state and local laws regarding considering for employment qualified individuals with criminal histories.
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