Quant Developer (Analyst) - Quantitative Strategies, Index & Alpha Strategies Group #139686

CREDIT SUISSE GROUP ,
London, Greater London

Overview

Job Description

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 Index & Alpha Strategies team is responsible for the implementation, maintenance and distribution of Credit Suisse indices as well as the development and improvement of the platforms and infrastructure that supports it index trading business. The group covers Equity Derivatives, Multi-Asset, IG/HY Credit, Rates, Emerging Markets, FX, Commodities & a suite of Bond indices. This is a global team with presence in New York, London, Singapore & Mumbai and is part of the Quantitative Strategies area within the bank. 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. This is an opportunity for you to join our team in London. You should be strong developer have a skill set combining programming, derivatives, mathematical and financial market's knowledge. * The opportunity to be involved in the construction, analysis and development of new systematic investable indices that will be marketed and sold to key clients of the bank. * The chance to perform attribution, scenario and optimization analysis on index strategies, as well conduct reviews and validation of quantitative frameworks and models. * An opportunity to work closely with multiple partners and functions involved in index production, administration and trading. * Responsible for the accuracy of officially published index strategies and ensuring that these remain in compliance with evolving regulatory standards. * A friendly working environment with a group of dedicated professionals. * A graduate or post graduate degree in a technical discipline, preferably in computer science or a scientific or mathematical discipline (or equivalent work experience) with a strong emphasis or focus on programming. * Quant/agile development work experience or experience in systematic products or trading environments is beneficial. * Proficiency in object orientated programming - either academic or industrial. C# programming experience would be beneficial. * Experience working with large data sets - either academic or industrial. Knowledge of relational databases or SQL is preferable. * Outstanding written and verbal communication and presentation skills - ability to liaise with global partners and articulate complex principles and issues. Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application. Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success. Credit 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.