Quantitative Analyst (Market Risk) #156329

Credit Suisse

Warsaw, Warsaw, Poland

1 d. temu

We Offer

Quantitative Strategies (QS)is a global modeling, analytics and trading risk group, whose mandate is towork as an integrated part of the trading and risk teams to develop anddeliver : pricing models;

market risk and credit risk models; trader tools forrisk management, hedging, and relative value; management tools and techniquesto optimize trading decisions across Credit Suisse’ portfolio risks andcapital.

The group is organized along business divisions and largely sits withthe trading desks.

The Quantitative Strategies groupis looking for a Quantitative Analyst to work within the Quant Strats Creditand Financing - Market Risk team in Warsaw.

The role will focus on thedevelopment of the next generation capital models for the credit asset classwith an immediate focus on FRTB model development and implementation on CreditSuisse’s state-of-the-art Risk framework.

A department which valuesDiversity and Inclusion (D&I) and is committed to realizing the firm’sD&I ambition which is an integral part of our global Conduct and EthicsStandards.

You Offer

Outstanding quantitative and problem solving skills.

Demonstrate exceptional learning agility.

An undergraduate degree with honors and preferably a master / PhD in a quantitative field such as (Applied) Mathematics, Physics, Computer Science or Engineering.

2+ years of relevant professional experience in model development and implementation (pricing models or market risk models).

Knowledge of at least one major programming language (e.g. C#, C++, F# or Java).

Results-oriented with the ability to work both independently and as part of a team.

Outstanding written and verbal communication and presentation skills, both in terms of clarity and conciseness.

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.

The following will be advantageous :

Experience in market risk models.

Deep knowledge of credit derivatives.

Experience in C# or F#.

Our benefits

Private medical care

Life insurance for employees and additional insurance options available for family members

Pension plan

Charity days

Training and development

Internal Mobility

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 committed toproviding 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 isprotected as a matter of local law.

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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