22 days old

Rates Quant Strat ()

Credit Suisse
New York, NY 10007
  • Job Code
    188079
We Offer
Join us in Quantitative Strategies. You will play a critical role in developing analytics, models and tools for trading. You will focus on the structured rates business, which covers a wide range of interest rate derivatives from vanilla options to cms, callable, auto-callable and path-dependent rates exotics. You will be responsible for developing, analyzing, maintaining and enhancing pricing models, analytics, tools and risk management methodologies used by the Structured Rates trading desk. As a member of this team, you will leverage the firm's infrastructure, franchise, expertise to work closely with the firm's traders and structurers.

Your future colleagues

The Macro team within Quantitative Strategies are responsible for all Interest Rates, FX and Emerging Markets analytics, models, etrading signals, risk management tools used firm-wide. We work in close collaboration with our traders on pricing model developments and risk management strategies, our risk managers on capital models as well as our engineering colleagues on infrastructure. We are the part of a unique quant group with 25 years of history and unparalleled focus on training recruits, sharing knowledge across the team, providing opportunities to grow and have an impact on the firm. 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

You Offer
N/A - pending TWWW agreement





Posted: 2021-11-12 Expires: 2021-12-11
Sponsored by:
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Sponsored by:
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Rates Quant Strat ()

Credit Suisse
New York, NY 10007

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