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 fulfil 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.
The Quantitative Strategies Group at Credit Suisse is a modelling, analytics and trading risk group, whose mandate is to work as an integrated part of the trading teams to develop quantitative and technological solutions to solve complex business problems.
tools and techniques to optimize trading decisions across portfolio risks and capital. The group is organized along business divisions and sits with the trading groups.
A department which values Diversity and Inclusion (D&I) and is committed to realizing the firm's D&I ambition which is an integral part of our global Conduct and Ethics Standards.
Responsibilities : The Quantitative Strategies group is looking for a modeller to work within the Structured Notes team. Key responsibilities include : * Model development for pricing and risk management for the Structured Notes business within the Global Markets division, using a variety of mathematical techniques (e.
g., stochastic calculus, statistical and probabilistic methods, derivatives pricing), numerical methods (e.g., Monte Carlo, PDE) and programming languages (e.
g., C , F#, Python).* Quantitative support for a number of trading desks issuing structured notes across different asset classes, the XVA desk and treasury.
This should be further elaborated on in your application.Competitive Salary OfferedClosing date : 4 / 8 / 2020Credit Suisse is committed to providing equal employment opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law.
Job : Quantitative Analysis Title : *Quantitative Strategies Structured Notes - Modeller (ASO -VP) #153894 Location : *GBR-London-London Requisition ID : *153894*