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Global Modelling and Analytics Group Associate/VP. Credit
Suisse, New York. www.credit-suisse.com
GMAG (Global Modeling and Analytics Group) is
responsible for producing pricing and risk-management models for the
businesses of Fixed Income and Equity Divisions - including Credit
Derivatives, Commodities, Emerging Markets, Equities, Exotics, Foreign
Exchange, Fund Linked Products, Interest Rate Products, and Mortgage
Derivatives. The group is based on the trading floor and works closely
with the trading, structuring, and sales departments for the above
businesses.
GMAG is organized into product teams, each focusing on the financial
modeling needs of one or more businesses. Modelers in GMAG typically
have a PhD or MSc degree in Mathematics, Physics, Engineering, or
Quantitative Finance. In addition to the product groups, GMAG has a
team of highly accomplished Computer Science specialists called the
Architecture & Delivery team (GMAG AD) who focus on designing a
state-of-the-art pricing & risk infrastructure and on building
tools for the modelers.
Responsibilities: Researching and constructing the mathematical models
used for derivative pricing in the Commodities, Credit and/or Emerging
Market businesses. Designing and implementing the models in code.
Overseeing the deployment of models to users throughout the bank.
Working closely with Trading, Sales and Structuring to
provide
technical support and advice on model usage. Liaising with IT
and
back-office to integrate pricing models into the bank's infrastructure.
QUALIFICATIONS: PhD or MSc degree in Mathematics, Physics, Engineering,
or Quantitative Finance. Programming skills. Innovation. Team Player.
Strong communication skills. JOB FIELD: Fixed Income.
TRAVEL: Yes, 10 % of the Time
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