• Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Credit Suisse -
  • 20 Mar 19

Vice President/Director, Global Markets, FI&WM - eMacro Quantative Technologist # 122152

We Offer
Credit Suisse is investing in its Macro electronic trading business, continuing to develop state-of-the-art models for price formation, trade execution and risk management as well as building a comprehensive suite of client-focused analysis tools and execution-related services. eMacro is a rapidly changing environment and we are building skillful teams dedicated to continually delivering new and exciting leading-edge solutions.

Role overview
You will work within the Global eMacro Wake team, building and improving the current suite of pricing and hedging tools, and continuing the dedication to full automation.
The role requires a core development capability coupled with a strong quantitative background in engineering, math, statistics or physics.

Key Responsibilities:
  • Building the next generation pricing and hedging tools for the Rates business
  • Core development in C++
  • Quantitative analysis of trade, price and system performance metrics
  • Application of machine learning models to improve trading and hedging performance

You Offer
  • Strong academic background in engineering, math, statistics or physics
  • Excellent development experience in C++
  • Solid background in trading system development
  • Extraordinary verbal and written communication skills
  • Domain knowledge in Rates products (treasuries, swaps, futures, options etc.)
  • Highly organized and motivated individual able to drive work independently
  • Quantitative programming languages such as Python or R
  • Experience in application of machine learning models