Quantitative Strategist
Credit Suisse
Wroclaw, Wroclaw, Poland
4 d. temu

Your field of responsibility

Join us as Quantitative Developer into the QAT Credit Portfolio Modelling team in Warsaw. This role offers an outstanding opportunity to implement complex financial models on cutting edge bank systems, to develop an end-to-end infrastructure solution for quantitative models which have a significant impact on Trading Book risk capital for Credit Suisse.

We are looking for a talented, communicative and open Software Developer to join the team, with a passion in projects bridging technologies and financial modelling to help shape how these models are managed, developed and implemented.

Your responsibilities will focus on managing and developing an integrated platform in close collaboration with business partners globally and cross functionally.

Your work will primarily be in .NET and Python on the Windows platform.

Your future colleagues

You will join a dynamic, creative and highly collaborative team of quant developers and quant risk modellers who work together to develop the next generation of default risk models for the bank, with a focus on high parallelization and scalability.

The team has a diverse set of people who have a quantitative background combined with strong development skills. 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.

Remote Working?Yes

This position offers remote working opportunities for an agreed amount of days per week.

Your skills and experience

We are looking for strong and experienced Software Developers or Quant Developers.

  • Proven experience in OOP programming (minimum of 5 years). C# / .NET is preferred, but Java / C++ candidates will be considered.
  • Demonstrable and strong grasp of numeracy, algorithms, in-memory data complex aggregation / transformation (LINQ or Java Streams or similar).
  • At least working and practical level of understanding of functional programming concepts.
  • Results-oriented individual with proven ability to manage work both independently and as part of a team.
  • Outstanding written and verbal communication skills in English (FCE / CAE level).
  • The following will be advantageous :

  • Proven track record in developing end-to-end applications on the .NET platform.
  • Strong C# experience and OOP programming paradigms.
  • Proven experience developing and integrating scalable distributed low latency services and relevant technologies : distributed caching, streaming, micro-services.
  • Experience with F# and functional programming paradigms.
  • Experience with Python.
  • Experience with C++.
  • Understanding of financial products (securities, derivatives) and risk management regulations.
  • Dedication to fostering an inclusive culture and value diverse perspectives.
  • Your 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)
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