- New York, NY, USA
- Permanent, Full time
- Credit Suisse -
- 21 May 19
Quantitative Strategies Macro (Linear Rates) Developer/Modeller (#131095)
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.
- 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