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Senior Traded Credit Methodology Quantitative Developer

  • Warszawa, mazowieckie pokaż mapę
  • Specjalista
  • 20.07.2017

    Pracodawca ma prawo zakończyć rekrutację we wcześniejszym terminie.

    Credit Suisse is a leading global wealth manager with strong investment banking and asset management capabilities. Founded in 1856, Credit Suisse has expanded to be a global force employing over 45,000 people in 50 countries. With new leadership, a new strategy and a streamlined global organization, we are set for growth. We partner across businesses, divisions and regions to create innovative solutions to meet the needs of our clients—and to help our employees grow.

    With a presence in Poland since 2007, Credit Suisse is committed to growing the businesses here. The Poland offices are of central importance to Credit Suisse’s approach to leveraging global talent base.

    We offer the chance to work for a renowned, international organization in a collaborative agile environment. We will invest in your development with ongoing opportunities for training, networking and international mobility. Join us and let's shape the future of Credit Suisse together.
    Senior Traded Credit Methodology Quantitative Developer # 096947
    Workplace: Warszawa


    What you will do:

    • As part of a team of quantitative developers, design and develop a risk calculations framework including calculation modules, data base interfaces and aggregation procedures
    • Understand current Credit Portfolio Models and their prototype
    • Expand the existing C++ quantitative library to accommodate additional model features
    • Use and expand C# and Java-based interfaces to other parts of Risk IT system
    • Review and challenge implementations and suggest improvements, manage and support model release processes including integration, unit/regression testing and user acceptance testing
    • Work with project managers, Pricing and Risk Quants and IT and to ensure code is seamlessly integrated within the banks’ IT systems

    Open to discussing flexible/agile working.


    Your Profile:

    • You have an excellent C++ development skills with consistent track record in delivering high-quality code, ideally in a quantitative finance role, comfortable working also in C#, Java, Visual Studio, R and Xml
    • You have strong knowledge of object oriented design and design patterns
    • You are familiar with the controlled development process including experience with development tools such as SVN, JIRA, TeamCity, Confluence etc
    • You display strong mathematical skills and shown ability to work independently on challenging technical projects such as completing and publishing research in a quantitative subject
    • You have an excellent analytic, problem solving, and troubleshooting skills
    • You are willing to question and challenge the way things are done and to propose alternatives, enthusiastic in handling risks
    • You understand the basics of Quantitative Risk Management
    • You have an excellent written and verbal communication skills in English

    We offer

    • Private medical care
    • Life insurance
    • Pension plan
    • 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”