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Senior Quant Engineer .NET

CREDIT SUISSE Poland

  • Wrocław, dolnośląskie

  • ogłoszenie wygasło rok temu
  • Pełny etat
  • Starszy specjalista (Senior)

 

Senior Quant Engineer .NET #187316Numer ref.: 187316

Your field of responsibility

An outstanding opportunity to join a new team to develop the next generation of Risk library using .NET – F# and C#.
  • Deliver high-quality code using automated tests, Continuous Integration and coding standards.
  • Design solutions based on business requirements.
  • Prepare Proof of Concept applications.
  • Manage and perform code reviews.
  • Learn from experienced developers (some with 10+ years of proven experience) while closely working with business partners in London, New York and Zurich.
  • Work in a dynamic and agile environment incorporating a variety of programming languages, with opportunities to influence the future technology direction of the team.

Your future colleagues

Quantitative Analysis and Technology (“QAT”) is a global team responsible for modelling complex financial instruments within Credit Suisse. Those models are used daily by traders for pricing potential transactions, risk teams to evaluate existing positions and IT systems to fulfil various back-office responsibilities.

We encourage and reward a positive and proactive/self-starter attitude. You will take part in the software process from beginning to end with opportunities to work on significant projects and influence overall architecture.

No prior finance experience is required. For all new joiners we provide training ranging from software engineering to financial products, assign mentors, pair-programming sessions and code reviews. You will collaborate with exceptional world-class individuals, interacting with the wider modelling group and multiple IT groups across the bank. We are open to discussing flexible/agile working. 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.  

 

We are looking for:

  • Detailed hands-on knowledge of the .NET platform, and C# or F# programming.
  • Proven ability to design and write maintainable code.
  • Willing to learn F#.
  • Outstanding communication skills and able to communicate effectively in English. Ability to manage work effectively under pressure.
  • Understand good software practices including automated tests and continuous delivery.

 

Optionally you offer:

  • An excellent level of numeracy and an ability to understand and implement mathematical concepts.
  • A degree with honours in a quantitative field such as Mathematics, Computer Science, Engineering or Physics, or equivalent level commercial experience.
  • Knowledge of the functional programming paradigm or functional languages such as F#, Haskell or Scala.
  • Proven experience in the finance sector.
  • Knowledge of Protobuf and gRPC.
  • Knowledge of Typescript and React / Redux.
  • Dedication to fostering an inclusive culture and value diverse perspectives.

Your new employer

Find a new home for your skills, ideas, and ambitions. Credit Suisse offers you the ideal environment to progress your career, attractive benefits and excellent training.

We are a leading wealth manager with strong global investment banking capabilities founded in 1856. Headquartered in Zurich, Switzerland, and with more than 45,000 employees from over 150 nations, we are always looking for motivated individuals to help us shape the future for our clients.

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