Equity Derivatives Quant Strategist (Associate) # 153631

Credit Suisse ,
London, Greater London
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Job Description

The Quantitative Strategies Group at Credit Suisse is a front office facing modeling, analytics and trading risk group, whose mandate is to work as an integrated part of the trading desks. QS develops and delivers pricing models, risk analytics, trading tools, hedging and relative value management tools and techniques to optimize trading decisions across Global Markets' portfolio risks and capital. The group is organized along business lines and sits with the trading desks. The Quantitative Strategies Group reports to the Chief Risk Officer. Responsibilities * * The Quantitative Strategies group is looking for a modeler to work within the Equity Derivatives (EqD) team. The role will focus on model development and quantitative support for Equity Derivatives within the Equity Derivatives business. A focus will be model development for the management of equity derivatives and equity hybrids. * Interesting and varied projects in pricing and risk. * Collaborate with front office trading, sales and structuring teams. * Manage front to back ownership of projects from theoretical inception to realization in a production environment. * An inclusive team working environment and excellent opportunities to learn new skills. * 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. * Advanced technical degree from a first rate university preferably in Financial Mathematics or else Mathematics, Physics, Engineering, Computing. * Prior experience in equity derivative modeling in an internship or full time. * Strong quantitative and statistical modeling skills. * Exposure to and knowledge of financial markets. * Results-oriented with the ability to work both independently and as part of a team. * Outstanding communication and problem solving skills. * Strong C/C programming skills would be a plus. * 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. Closing date: 24th June 2020 Competitive salary offered. 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. Job: **Quantitative Analysis* Title: Equity Derivatives Quant Strategist (Associate) # 153631 Location: GBR-London-London Requisition ID: 153631

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