Senior Quantitative Analyst - Counterparty Credit Risk 80-100% #104230

Employer
Credit Suisse AG
Location
Zurich, Switzerland
Salary
Competitive
Posted
Oct 15, 2017
Closes
Nov 16, 2017
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
We Offer
  • An opportunity to join our exposure analytics team which develops a sophisticated Quantitative Library with state-of the art financial models
  • Being part of the Zurich based team consisting of around 8 people which covers the IR/FX model, the collateral model and the private banking methodology
  • A position working on the development and implementation of advanced Counterparty Credit Risk and exposure models where your work will have a direct impact on the bank's capital and derivatives trading
  • You a challenging role within a highly motivated team which sets a high standard for software development practices and publishes papers on their analytics work
  • You have the opportunity to write analytics software which is deployed in a distributed computing environment, participate in the systems design phase and model development
  • A mature production environment with Test Driven Development, continuous integration and dedicated development farms
  • Support from your team and manager in getting to know the models, the quantitative library and the various systems it interacts with
  • The chance to collaborate with other Risk groups, Front Office Quants, Front Office Developers and IT
  • Possibility for further professional education, e.g. FRM, CFA
  • Open to discussing flexible/ agile working


You Offer
  • University degree in Quantitative Finance, Computer Science, Engineering, Physics or Mathematics (Master or PhD)
  • You have gathered at least 4 years of experience as a quantitative developer in Risk Management or Front Office
  • Strong development skills in C++ or any other object oriented language
  • Understanding of financial products and quantitative models (preferable IR /FX models and counterparty credit risk models including the modelling of margining)
  • The ability to work independently, a dedicated hands-on-approach as well as a high level of reliability and team-orientation
  • Strong analytical and problem solving skills
  • The ability to learn and apply learning quickly
  • Willingness to learn, ability to pick up concept quickly
  • Highly committed and strong team player competences
  • Fluency in English
*LI-CSJOB*
Ms. S. Karakoc would be delighted to receive your application.
Please apply via our career portal.