Senior Quantitative Analyst #143827
Credit Suisse
Wroclaw, Wroclaw, Poland
1 d. temu

We Offer

The Risk division is a highly visible, dynamic area of the firm where you can be an integral part of decisions making that supports the bank’s business.

Our responsibilities range from enterprise risk management to risk and finance reporting and regional risk teams covering the risk management for our entities.

The Risk division's long-term success depends on our ability to achieve our vision and fulfill our mandate. Ultimately, this depends on the skills, experience and engagement of our employees.

We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.

Join the best-in-class Quant team!

Quantitative Analysis and Technology ( QAT ) is a global team responsible for modelling complex financial instruments within Credit Suisse.

Those models are used daily by traders for pricing potential transactions, risk teams to evaluate existing positions and IT systems to fulfil various back-office responsibilities.

Quant Strats team in Wroclaw has grown to almost 90 members over the last 10 years under the leadership of the top Front Office Quants based in London and New York.

The team works closely with the global Quant teams to provide analysis and support as well as assisting in the development of our core analytics libraries.

The successful candidate will have the opportunity to work on the next generation capital models implementation on a state-of-the-art Risk framework.

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 Conduct and Ethics Standards.

Other projects of the team include :

  • Researching, designing, and implementing efficiency improvements to our Front Office analytics platform,
  • Developing and extending pricing and valuation models,
  • Performance testing & profiling,
  • Assisting with analysis of risk profiles of new trades or existing portfolios.
  • You Offer

    Key requirements for the role are :

  • Outstanding analytical and problem solving skills,
  • Exceptional learning agility,
  • An undergraduate degree with honours and possibly a masters / PhD degree in a quantitative field such as (Applied) Mathematics, Physics, Computer Science or Engineering,
  • 2+ years of relevant professional experience in quantitative analysis,
  • Knowledge of at least one major programming language (C++, C#, Java) or F#.
  • The ability to communicate effectively in English.
  • The following will be advantageous :

  • Experience in C# or F#.
  • Deep knowledge of credit derivatives.
  • You understand the value of diversity in the workplace and are 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.
  • This should be further elaborated on in your application.

    Our benefit

  • Private medical care
  • Life insurance
  • Pension plan
  • Charity days
  • Training and development
  • Internal Mobility
  • CreditSuisse provides the possibility of preferential tax deductible costs in theevent that the employee delivers works that comply with the respectivecopyright and tax regulations as well as internal company rules.

    Other optional

  • Language training course
  • Mentoring
  • Family nursery and kindergarten funding, gift vouchers for Christmas
  • Parking allowance
  • Health promotion : Multisport card, sporting events and groups within Credit Suisse (skiing trips, football team, running team, tennis training course etc.)
  • Employee discounts on various products and services (event tickets, consumer products, etc.)
  • Relocation package
  • Employee Referral Program
  • Flexible work schedule and working from home (home office)
  • 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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