Fixed Income Quantitative Strategies Rates Modeler


Company:: Credit Suisse - US
Location:: New York City, NY
Job Type:: Full Time
Category:: Capital Markets


Posted:: 2/12/2013

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Job Description

Quantitative Strategies Rates Modeler, Fixed Income, New York

Corporate Title: Associate

The Fixed Income Quantitative Strategies Group at Credit Suisse is a front office modeling, analytics and trading risk group, whose mandate is to work as an integrated part of the trading team to develop and deliver; pricing models; risk analytics; trader tools for risk management, hedging, and relative value; management tools and techniques to optimize trading decisions across Fixed Incomes' portfolio risks and capital. The group is organized along business lines and sits with the trading groups. Quantitative Strategies reports to the Global Head of Fixed Income and is represented on the Fixed Income Operating Committee.

Responsibilities:

The Fixed Income Quantitative Strategies team is looking for a modeler to work within the Interest Rates group. The role will focus on model development and quantitative support for the Interest Rate, Longevity Markets, and Portfolio Management desks.

Requirements:

- Graduate degree in a quantitative field

- Exposure to and knowledge of financial markets

- Well-developed skills in computer programming, experience with C++/COM and/or F#.

- Experience with interest rate and/or longevity market modeling techniques

- Excellent written and verbal communication and presentation skills

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