Quantitative Strategies - XVA Modeller
Credit Suisse
London, London, Regno Unito
5d ago

We Offer

The Risk Division is a highly visible, dynamic area of the firm where you can be an integral part of the decision making that supports the bank’s business.

Our responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for our entities.

The Risk division's long-term success depends on our ability to achieve our vision and fulfill our mandate. Ultimately, this depends on the skills, experience and engagement of our employees.

We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.

Area Overview

  • 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 Global Markets trading team to develop and deliver : pricing models;
  • risk analytics; trader tools for risk management, hedging, and relative value; and management tools and techniques to optimize trading decisions.

    The group is organized along business lines and sits together with the trading groups.

    Responsibilities

    The Quantitative Strategies group is looking for a modeller to work within the XVA team. The role will focus on model development and quantitative support for the XVA business.

    A focus will be the development of the multi-asset-class portfolio models for the XVA risk management and capital hedging.

    Open to discussing flexible / agile working.

    Qualifications

  • She / he will be able to demonstrate strong quantitative modelling skills.
  • You will have strong C / C++ programming skills.
  • Ability to work both independently and as part of a team.
  • Excellent written and verbal communication skills.
  • Advanced technical degree (Mathematics, Physics, Engineering, Computing, etc.) or equivalent work experience.
  • Exposure to and knowledge of financial markets is a plus.
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