4 days ago

Senior Quantitative Analyst - Counterparty Credit Risk 80-100%

Credit Suisse AG

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 Please refer to alpha.ch in your application

Senior Quantitative Analyst - Counterparty Credit Risk 80-100%

Senior Quantitative Analyst Counterparty Credit Risk 80-100% #104230Schweiz-Region Zürich-Zürich | Vollzeit |
Corporate Functions |

Stellen ID

104230English

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 banks 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

*jobsch*Ms. S. Karakoc would be delighted to receive your application.Please apply via our career portal.