Expires soon Crédit Suisse

Quantitative Analyst – Credit Analytics # 083872

  • Zurich (Zürich District)
  • IT development

Job description

· An opportunity to join our analytics development team which develops a sophisticated Quantitative Library with state-of the art financial models
· 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
· A position in a highly motivated team which sets a high standard for software development practices and publishes papers on their analytics work
· Opportunity to write analytics software which is deployed in a distributed computing environment, also you will be given opportunities to 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 learning the Quantitative library and the various systems it interacts with
· Chance to collaborate with other Risk groups, Front Office Quants, Front Office Devs and IT.

Desired profile

·  A University degree in Computer Science, Engineering, Physics or Maths (Master or PhD)
·  Strong development skills in C++ or other object oriented languages (Java or C#)
·  Knowledge of object oriented design principles
·  Understanding of financial products and quantitative models
·  Strong analytical, problem solving skills and ability to work independently
·  Ability to learn and apply learning quickly
·  Relevant experience in Risk Management or Front Office would be considered a plus
·  Knowledge of Python is desirable but not required
·  Excellent team player
·  Fluency in English

*LI-CSJOB*
Mr. N. Scialom would be delighted to receive your application.
Please apply via our career-portal.

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