Job Description

Your field of responsibility
The Quantitative Strategies Group at Credit Suisse is a modeling, analytics and trading risk group, it works as an integrated part of the Quantitative Analysis and Technology (QAT) team. Quantitative Strategies team maintains and develops a variety of quantitative analytics, including pricing models, risk analytics, trading tools for risk management, hedging and relative value, and also tools and techniques to optimize trading decisions across portfolio risk and capital. Key responsibility of the role:

• Develop and enhance pricing models for flow and structured derivatives product

• Mathematical design, calibration, prototyping and production implementation of pricing and risk models

• Develop and analyze hedging strategies, analyze model generated results, and back testing on model soundness

• Support and Liaise with trading on quantitative issues such as pricing, risk analysis, historical analysis, and statistical analysis.

• Collaborate closely with IT teams to integrate models to risk management systems, and onboard tools to large scale platforms

• Collaborate closely with control functions to facilitate the validation of the models developed by the team

The position is based in Singapore with the desk in the center of the Trading floor, offering maximum interaction with Trading, Structuring and Sales.

Your future colleagues

Quant Strats team has members in Singapore, Hong Kong, London, New York and Zurich. You will join the team which brings together experts who create and improve quant process with in the bank. The team is dynamic and innovative, work closely with trading desk, risk managers and business management delivering strategic solutions. We are 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 cultural values.

Your skills and experience
You are expected to possess the below:

• 
  
• A master/PhD degree in a quantitative field such as (Applied) Mathematics, Physics, Computer Science or Engineering, Financial Engineering or have proven commercial experience at an equivalent level
  
• At least 3-4 years hands-on experience in the financial industry covering derivatives pricing, quantitative analysis, and proven record of delivering high quality results
  
• Strong derivative product knowledge in at least one of the following asset classes: Equities, Credit, Interest Rates or FX
  
• Strong mathematical finance skills including pricing models, stochastic calculus, and statistical analysis
  
• Outstanding programming experience in at least one major programming language (C++, C#, Java) or F#, Python
  
• Outstanding analytical and problem solving skills
  
• Strong aptitude for teamwork, willingness to learn and share knowledge
  
• Pragmatic and result-focused attitude when it comes to problem solving
  
• Outstanding written and verbal communication skills
  
• Ability to communicate effectively in English
  
• Dedication to fostering an inclusive culture and value diverse perspectives

Your new employer

Find a new home for your skills, ideas, and ambitions. Credit Suisse offers you the ideal environment to progress your career, attractive benefits and excellent training. We are a leading wealth manager with strong global investment banking capabilities founded in 1856. Headquartered in Zurich, Switzerland, and with more than 45,000 employees from over 150 nations, we are always looking for motivated individuals to help us shape the future for our clients. Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success. We are committed to building a culture of inclusion with a deep sense of belonging for all of us. We will consider flexible working opportunities where possible. Our bank provides reasonable accommodations to qualified individuals with disabilities, as well as those with other needs or beliefs as may be protected under applicable local law. If you require assistance during the recruitment process, please let your recruiter know.