Quantitative Strategies - Market Data Analysis & Management # 092120

Job description

THE FIRM:

As one of the world's leading banks, Credit Suisse provides its clients with investment banking, private banking and asset management services worldwide. Founded in 1856, Credit Suisse has a long tradition of meeting the complex financial needs of a wide range of clients, offering advisory services, comprehensive solutions and innovative products to companies, institutional clients and high-net-worth private clients globally. Credit Suisse is active in over 50 countries and employs approximately 46,000 people. Further information can be found at www.credit-suisse.com .

Cultural diversity is essential to our success. As such, we employ people from more than 100 countries. Credit Suisse empowers employees to work openly and respectfully with each other and with clients, ultimately striving to deliver superior results while offering initiatives and programs to assist employees achieve a healthy work-life balance.

DIVISION:

In its Investment Banking business, Credit Suisse offers securities products and financial advisory services to users and suppliers of capital around the world. Operating in 57 locations across 26 countries, Credit Suisse is active across the full spectrum of financial services products including debt and equity underwriting, sales and trading, mergers and acquisitions, investment research, and correspondent and prime brokerage services. Our commitment to providing outstanding service to our clients, our focus on teamwork, diversity and excellence means our recruitment of the best and brightest people is essential to our success.

QUANTITATIVE STRATEGIES (QS):

The QS group is responsible for producing state-of-the-art pricing, trading and risk management models for Credit Suisse. These models are used across a range of business in the Fixed Income Division (FID). The group's mandate covers all major asset classes, including Credit Derivatives, Commodities, Emerging Markets, Exotics, Foreign Exchange, Fund Linked Products, Interest Rate Products and Mortgage Derivatives. QS operates globally with 150 members located in New York, London, Zurich, Sao Paulo Hong Kong, Tokyo and is building out a substantive presence at our Credit Suisse office in Wroclaw, Poland.

Market Data Analysis & Management (MDAM): The remit of this group is to address the challenges facing the Firm with regards to accuracy and control of end of day pricing data. Increasing regulatory scrutiny from the FSA and FED require new controls and documentation surrounding data which feeds into the books and records of the Firm. The MDAM team is dedicated to this effort and works to document data policies, define market data strategy, and implement controls / reporting for end of day Market Data. The group also has staff in New York and London and operates as a unified global team. The focus for 2015 is build-out of the Market Data Dashboard monitoring tool and creation of ad-hoc daily processes to monitor non-strategic data usage in the Firm's key systems.

The Quantitative Strategies group (Quant Strats) seeks a motivated and talented individual to join the Market Data Analysis & Management team. The successful candidate will be responsible for designing new data structures for the Firm's strategic market data store, working on market data policies documents, gathering business requirements for a data dashboard tool, and various other market data analysis and rationalization tasks. Project work in MDAM will require the candidate to analyse existing market data flows and meet with trading, Quant Strats, and IT resources to determine the correct strategic process and path to resolving issues.

Open to discussing flexible/agile working.

Desired profile

Key requirements for the role are:

·  Basic understanding of End of Day Market Data concepts across Fixed Income.
·  Solid technical experience including the ability to analyze large data sets and advanced Excel skills.
·  Experience with enterprise market data systems including writing SQL queries.
·  Ability to communicate well and understand the requirements of modelers and traders.
·  Ability to take ownership of tasks and follow through to resolution; delivery-focused, independent, proactive.
·  A demonstrated ability to deliver outstanding solutions to difficult problems.

Knowledge of the following would be advantageous:

·  Vanilla Fixed Income and complex derivative traded products.
·  Understanding of market data identifiers and cross-reference relationships.
·  Knowledge and experience related to the end of day process in an Investment Bank.

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 - Rondo ONZ street, 00-124 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 “