• Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Credit Suisse -
  • 21 May 19

Quantitative Strategies Macro (Linear Rates) Developer/Modeller (#131095)

We Offer
The Quantitative Strategies group is offering an opportunity for a modeller to work within the Linear Rates team in New York. The role will focus on analytics and pricing tools for US Swaps / STIRT trading, quantitative analysis, desk quant work, technologies for low-latency pricing and electronic trading.
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.

You Offer
  • Strong quantitative modelling skills, familiarity with curve building
  • You have strong programming skills, preferably in C++, F#, Python
  • Exposure to and knowledge of financial markets, derivatives
  • You have prior experience with the linear rates business is a plus
  • Ability to work both independently and as part of a team
  • You demonstrate excellent written and verbal communication skills
  • Advanced Degree in Mathematics, Physics, Engineering or Computing