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DATE ADDED: Sun 19/01/2020

Global Markets (ITS - Fixed Income) Quant Developer Emacro Platform, ASO To VP, London,

London, UK
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COMPANY: CREDIT SUISSE

JOB TYPE: Permanent, FullTime

SALARY: Competitive

We Offer
Credit Suisse is investing in its Macro electronic trading business, continuing to develop state-of-the-art models for price formation, trade execution and risk management as well as building a comprehensive suite of client-focussed analysis tools and execution-related services. eMacro is a rapidly changing environment and we are building expert teams dedicated to continually delivering new and exciting leading-edge solutions.

ROLE OVERVIEW
This candidate will work within the Global eMacro Platform team, building and improving the current suite of pricing and hedging tools, and continuing the drive to full automation. The role requires a core development capability coupled with a strong quantitative background in engineering, maths, statistics or physics. Above all, we value attitude, aptitude, and a demonstrated passion for technology.

Key Responsibilities:

• Building the next generation pricing and hedging tools for the eFX business.

• Core development in C++/Java/C#. Emphasis on C++.

• Quantitative analysis of trade, price and system performance metrics, particularly with regards application of machine learning models

You Offer
Essential

• Strong academic quantitative background in engineering, maths, statistics or physics

• Excellent development experience in C++ and Java/C#. Emphasis on C++.

• Excellent experience of application development

• Excellent verbal and written communication skills

Preferred

• Domain knowledge in FX G10, Emerging Markets or other Fixed Income products.

• Experience in application of machine learning models

• Experience in understanding and analysing market and trade data to identify themes and opportunities
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