Quantitative Analyst / Developer – (86364)

Credit Suisse is a leading global wealth manager with strong investment banking and asset management capabilities. Founded in 1856, Credit Suisse has expanded to be a global force employing over 45,000 people in 50 countries. With new leadership, a new strategy and a streamlined global organization, we are set for growth. We partner across businesses, divisions and regions to create innovative solutions to meet the needs of our clients—and to help our employees grow. It is a high priority for us to continually invest in our employees by providing ongoing opportunities for training, networking and mobility. Join us and let's shape the future of Credit Suisse together.

We Offer

 

The Risk division is a highly visible, dynamic area of the firm where you can be an integral part of decisions 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.

 

The Quantitative Risk and Capital Strategies within the Market and Liquidity Risk Management (MLRM) Department has multiple opportunities for junior analytics/quantitative development professionals to assist in the model development and implementation of a new risk based engine to be used for risk calculation under upcoming Fundamental Review of Trading Book (FRTB) regulations. This is an unusual opportunity to work within a dynamic and intellectually challenging environment for the delivery of a project sitting at the forefront of finance and risk regulations.

 

The team comprises of a large number of quantitative analyst and quant developers in multiple geographical locations and is in the process of building up similar expertize in Warsaw. Candidates with an interest or expertize in both (financial) data analysis/modeling and software development are particularly encouraged to apply but candidates with a strong background in either one of the two areas will be considered as well. This is a rare opportunity to apply financial mathematics/modeling on a vast and diverse portfolio of derivatives that gives unique insight into market risk methodologies and practices used by leading global derivative trading houses and allows to learn best-in-class risk modeling practices.

 

Duties and responsibilities:

  • Analyze risk data and models, review, test and improve existing risk models and implementation, design and develop new models

  • Create, analyze, prototype, test and implement quantitative risk models and/or implement risk calculation frameworks, libraries and data analysis tools

  • Code both prototypes (Python) and production (C#) libraries for risk models

  • Review alternative implementations and suggests/implement improvements

  • Support model release processes including integration and testing processes to ensure quant code is seamlessly integrated within the bank’s IT systems

  • Document models, analysis and implementation, present results to partners and stakeholders

  • Guide and train more junior members of the team

Open to discussing flexible/agile working.

You Offer

 

Expected Skills

  • Good understanding of Quantitative Risk/Quantitative Finance/Financial Mathematics and/or C# Coding/Numerical programming & algorithms/Data Analysis

  • Strong mathematical skills, excellent analytic, problem solving, and troubleshooting skills

  • A good track record of strong performance in a technical/numerical area (computing, engineering, mathematics, physics, programming, statistics, econometrics)

  • Willingness to question and challenge the way things are done and to come up with novel alternative approaches

  • Ability to produce high quality, accurate work, under pressure and to tight deadlines

  • Real passion for problems solving in both maths and programming

  • Relevant undergraduate degree in a numerate subject

  • Excellent verbal and written communication skills in English

  • Mathematical modelling/Data analysis experience

  • C#/.Net development experience, preferably in a numerical/data analysis/data processing development role

  • Good knowledge of object oriented design and design patterns

  • Experience in coding numerical methods and algorithms

  • Knowledge of professional development tools like SVN, JIRA, TeamCity, Confluence

Our benefits

  • Private medical care

  • Life insurance

  • Pension plan

  • Charity days

  • Training and development

  • Internal Mobility

Other optional

  • Language training course

  • Mentoring

  • Family – nursery and kindergarten funding, gift vouchers for Christmas

  • Parking allowance

  • Health promotion: Multisport card, sporting events and groups within Credit Suisse (skiing trips, football team, running team, tennis training course etc.)

  • Employee discounts on various products and services (event tickets, consumer products, etc.)

  • Relocation package

  • Employee Referral Program

  • Flexible work schedule and working from home (home office)

 

 

If you apply for this role this means you agree with the following statement:

“Through my application for a role with Credit Suisse (Poland) sp. z.o.o. (the Company) I hereby authorize the Company to process my personal data for the purposes of job recruitment. Furthermore I declare that I am aware of the voluntary submission of data and I am informed about the right to access the data and the right to correct it, pursuant to the Personal Data Protection Act of 29 August 1997 (Journal of Laws [Dz.U] No. 133, item 883)”. I authorize Company to process my personal data for future recruitment processes.

Furthermore, I authorize Credit Suisse Group AG and its’ affiliates, Taleo (UK) Limited, cut-e AG Kleiner Burstah 12 and milch & zucker The Marketing & Software Company AG to process my personal data.

Credit Suisse and affiliates registration details.-

Credit Suisse (Poland) sp. z.o.o                                                 Registered office – 1 Icchoka Lejba Pereca street, 00 – 849 Warsaw
Credit Suisse Group AG                                                           Registered office – Paradeplatz 8, 8001 Zurich, Switzerland and its’ affiliates
Taleo (UK) Limited                                                               Registered office – 78-586 Chiswick High Road, London W4 5RP, United Kingdom,
Cut-e AG Kleiner Burstah 12                                                      Registered office – 20457 Hamburg, Germany and
Milch & Zucker The Marketing & Software Company AG                               Registered office –  Küchlerstraße 1, 61231 Bad Nauheim “

 

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.

Thu, 08 Feb 2018 11:40:17 +0000

Poland Mazowieckie

Permanent
Information Technology
Language/ English

Vai al sito

Pignolo, maniaco dei dettagli e migliore amico dell’ansia.
Sono un Web Designer (anche se odio etichettarmi) e vivo ad Altamura, da circa 10 anni mi diverto in ambito web e app, mi occupo prettamente di frontend ma non disdegno a sporcarmi le mani con un bel po di sano codice.

Potrebbero interessarti

Collections Analyst (Junior/Senior/Lead) – (... Our client is a global diversified technology and industrial leader serving customers in more than 150 countries. Over 150,000 employees create qualit...
Fall in love with Greece and join! Do you speak Sw... Teleperformance Greece is one of the market leaders in Greece and in Europe in Customer care sector with a great reputation and an international frien...
Contact Center Agent with French – (87319) Our client is an European leader in direct selling of frozen food and ice cream via home delivery. Our client is represented in 12 European countries ...
Logistic and buying operations for international e... Information about the company that’s offering the internship: International online store where their clients can place orders for flowers from anywhe...