Quant Strat VP

Employer
Credit Suisse
Location
Singapore, Singapore
Salary
Competitive
Posted
13 May 2022
Closes
12 Jun 2022
Ref
14884001
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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.

We Offer
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.

You Offer

N/A - pending TWWW agreement

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.

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