- New York, NY, USA
- Permanent, Full time
- Credit Suisse -
- 16 Jun 19
Quantitative Strategies Equity Derivatives Modeler (#133124)
The Quantitative Strategies Group at Credit Suisse is a modeling, analytics and trading risk group, whose mandate is to work as an integrated part of the trading team to develop and deliver: pricing models; risk analytics; trading tools for risk management, hedging, and relative value; management tools and techniques to optimize trading decisions across Global Markets portfolio risks and capital. The group is organized along business divisions and sits with the trading groups. The Quantitative Strategies Group reports to the Chief Risk officer.
The Quantitative Strategies group is looking for a modeler to work within the Equity Derivatives (EqD) team. The role will focus on model development and quantitative support for the Equity Derivatives business.
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.
- Advanced technical degree (Mathematics, Physics, Engineering, Computing, etc.) required.
- You have strong quantitative and statistical modelling skills.
- Strong C/C++ programming skills and standard Python knowledge desired. F# knowledge is a plus.
- Exposure to and deep knowledge of financial and derivatives markets and Equities in particular desired.
- You have the ability to work both independently and as part of a team.
- You have excellent written and verbal communication and presentation skills.