Quant Strats, Index & Alpha Strategies (#159381)
United States-NY-New York |
Full-time (FT) | Corporate Functions | Job ID 159381Quantitative AnalysisEnglish
Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.
This role is within the Index & Alpha Strategies team. This team is accountable for the development, maintenance and distribution of the Credit Suisse indices covering Equity Derivatives, Rates, FX, Commodities & a suite of Benchmark Credit 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.
This is an opportunity to join this team in New York. Applicant should have a strong quantitative background combining technical, markets & mathematical knowledge
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
The opportunity to be involved in the construction, development and maintenance of systematic index strategies
The chance to perform attribution & scenario analysis on index strategies. Review and validate quantitative models
The chance to define processes that ensure accuracy of officially published index strategies
A role that will require a detailed understanding of index strategies and the ability to articulate this information to internal and external clients
A friendly working environment with a dedicated group of professionals
Graduate degree in Financial Engineering, Computer Science, Applied Mathematics or an MBA with an undergraduate degree in a quantitative subject area
Outstanding attention to detail and a desire to solve complex business problems with creative technical solutions
3-5 years of work experience. Proven knowledge of systematic/quantitative strategies or index products is a plus
Basic understanding of Fixed Income securities, bond math and portfolio construction
Hands on programming experience and the ability to build ad-hoc, automated solutions to solve business problems
Equivalent experience working with large data sets and intermediate knowledge of SQL & Excel VBA
Strong communication (written and verbal) skills. Should be confident drafting and reviewing index rulebooks and documents published for external usage
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.