The Risk Division is a highlyvisible area of the bank with growing emphasis by regulators on second line ofdefence. Market Risk Management (MRM) covers all trading business divisions, ofwhich Equity Derivatives is a strong franchise.
EqD covers all traded productsfrom vanilla options to complex Notes tailored for client purposes. Thesestructures introduce complex risks that are difficult to capture and riskmanage for.
We offer a friendly and highly skilled environment with directcontact with the business and senior management. The Risk Management team isprimarily responsible for,
Making sure that Trading is within risk limits on a variety of measures including first and second order risks and VaR.
Approval of material and unusual trades in terms of impact on risk for the book, PnL and the banks risk appetite.
Approval of new products / payoffs for risk reporting and capture, model appropriateness in conjunction with Model Validation
Analysis of the business and trading strategy
Validating Risk reports
Build and maintain a Risk Management tool for the analysis of complex structures
Analyze business use cases for Risk data with Risk Managers
Demonstrate and present software tools to users
Provide analysis and data to Market Risk Managers
Collaborate closely with Risk Data providers
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 role is for a Senior QuantDeveloper with knowledge of C++ / C# and some finance preferably includingderivatives. Principle duties include, but are not limited to
You hold a degree in one of the following; Computer Science, Mathematics, Physics, Engineering or similar
You have 5+ years of development experience in either C++ or C# within a financial institution.
Knowledge of Excel with rudimentary knowledge of VBA is essential.
You possess good communication skills.
Skills to create PowerPoint software demonstrations, help / FAQ documents is essential.
Deep knowledge of financial derivatives including options is strongly preferred.
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.
This should be further elaborated on in your application.
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.
Credit Suisse is committed to providing equal employment opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law.