Quantitative Software Developer
Credit Suisse
Wroclaw, Wroclaw, Polonia
6 d. temu

We Offer

We are looking for a talented and motivated quantitative software developer to join the Quantitative Strategies eTrading Team (part of the Quantitative Strategies Analytics Specialist Team in Wroclaw).

The position is a perfect opportunity for an individual with strong programming (F# / C#) and infrastructure skills who would like to apply them to the financial sector in the eRates business area.

While the position focuses on programming and infrastructure aspects, there is considerable opportunity to develop knowledge of the modeling used in linear rates.

Graduates with a strong academic background, in lieu of relevant experience, will be also considered.

There will be the opportunity to acquire both financial and technical skills through a combination of on-the-job learning, business focused projects, and in-house training.

Responsibilities :

  • You will develop software components (services) used in the production of live pricing in eRates (F# / C#).
  • You will contribute to the development and evolution of existing services and GUI clients that are used in the live pricing of linear rates products to meet various business requirements (.net / F# / C#).
  • You will interact with high-volume trading desks to understand day-to-day requirements and issues needing timely resolution.
  • You will improve and maintain software infrastructure.
  • You will manage production releases.
  • Our Team works closely with the global eFX and eRates desks to provide analytical solutions for their day to day, high-volume electronic operations.

    We develop and maintain a variety of live pricing engines that underpin electronic price formation in the eRates business.

    These services are primarily built in F# / C# and interface with in-house analytics libraries (F# / C++).

    QUANTITATIVE STRATEGIES (Quant Strats)

    The Quant Strats group is responsible for producing state-of-the-art pricing, trading and risk management models across a range of business for Credit Suisse.

    The group's mandate covers all major asset classes. Quant Strats operates globally with 180 members located in business centres in New York, London, Zurich, Sao Paulo, Hong Kong, and Singapore.

    There are now 60 employees in the Quant Strats group in Poland representing a large and growing part of the global franchise.

    Our group carries out a range of activities that include the creation of sophisticated mathematical models for the valuation and risk-

    management of complex derivatives, development of the analytics platform used to deliver models and driving the use of these models throughout the bank.

    The work varies from tactical responses to movements in global markets to longer term strategic projects to improve our pricing and risk management offerings.

    Open to discussing flexible / agile working.

    You Offer

    Key requirements for the role are :

  • You have very good programming skills and applied development experience in at least one major programming language, preferably C# and / or F#.
  • You have an undergraduate degree with honours and possibly a masters / PhD degree in a quantitative field such as Computer Science, Engineering, Applied Mathematics, or Physics or have commercial experience at an equivalent level.
  • You are able to communicate effectively in English.
  • You are interested in finance.
  • You are committed to ongoing learning and you love to share knowledge with others.
  • The following will be advantageous :

  • Experience in Python.
  • Comfort with mathematical concepts, particularly statistics, calculus and probability theory.
  • Experience in the financial sector.
  • Our benefit

  • Private medical care
  • 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)
  • If you apply for this role this means you agree with the following statement :

    Through my application for a role with Credit Suisse (Poland) sp. z.o.o. (the Company) I hereby authorize the Company to process my personal data for the purposes of job recruitment.

    Furthermore I declare that I am aware of the voluntary submission of data and I am informed about the right to access the data and the right to correct it, pursuant to the Personal Data Protection Act of 29 August 1997 (Journal of Laws Dz.

    U No. 133, item 883) . I authorize Company to process my personal data for future recruitment processes.

    Furthermore, I authorize Credit Suisse Group AG and its’ affiliates, Taleo (UK) Limited, cut-e AG Kleiner Burstah 12 and milch & zucker The Marketing & Software Company AG to process my personal data.

    Credit Suisse and affiliates registration details.-

    Credit Suisse (Poland) sp. z.o.o Registered office - 1 Icchoka Lejba Pereca street, 00 - 849 Warsaw

    Credit Suisse Group AG Registered office - Paradeplatz 8, 8001 Zurich, Switzerland and its’ affiliates

    Taleo (UK) Limited Registered office - 78-586 Chiswick High Road, London W4 5RP, United Kingdom,

    Cut-e AG Kleiner Burstah 12 Registered office - 20457 Hamburg, Germany and

    Milch & Zucker The Marketing & Software Company AG Registered office - Küchlerstraße 1, 61231 Bad Nauheim

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