Quantitative Analyst - Valuation Risk (VRC Equities) - London, United Kingdom,


United Kingdom-London-London | Full-time (FT) | Corporate Functions | Job ID 137887

Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.

We Offer

The Finance division at Credit Suisseaspires to be the best Finance division in the industry and a core driver ofthe Bank's vision. Our focus is to manage the Bank's capital, funding,liquidity and expenses to ensure we are well capitalized and have a strongenough balance sheet to withstand adversity and uncertainty. We are committedto drive cost efficiencies, improve control, quality and efficiency of ourinformation and to engage with the businesses to actively prepare the bank forregulatory changes. To fulfill our mandate we need the skills, experience andengagement of our employees. We need to attract the best people and engage,grow and retain talents through a rewarding and inclusive partnership culture.

Valuations Risk & Control Group(VRC), a centralized analytical group within Product Control Department,addresses valuation issues across the Bank. VRC is responsible for conductingindependent price-testing of Bank's trading inventories, reviewing recommendedvaluation models, performing alternative valuation procedures for illiquidinventories as well as large and complex trades. VRC is also responsible forthe Bank's valuation governance policies and valuation reporting. This globalteam has 150 highly skilled professionals across US, Europe, and Asia.

Keyduties & responsibilities:

  • You will be part of Valuation Risk and Control (VRC) Equities Technical Team
  • Your role requires you to review the valuation models as well as methodologies designed to determine the fair value of asset and liabilities on Firm's book in the Equities business.
  • You will review the appropriateness of valuation methodology, model calibration, model inputs, model adjustments and usage of models for equity derivatives and equity hybrid products.
  • You will work closely with traders, model developers (front office quants), risk managers and product controllers to accomplish our tasks.
  • This is an AVP position located in London, reporting directly to the Technical Lead of VRC Equities Team who sits in London.
  • 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 Conduct and Ethics Standards.
You Offer
  • You hold an advanced academic degree (PhD preferred) in a quantitative field (Mathematics, Physics, Engineering, Quantitative Finance, Statistics).
  • You should have good understanding of derivative products and preferably prior relevant experience in quantitative analysis / modelling / research / risk management of derivative products, though industry experience not necessarily a pre-requisite for the applicant.
  • You possess excellent written and verbal communication skills.
  • You are a highly organised and ambitious individual, able to work both independently and as part of a team.
  • Financial Market knowledge is a plus.
  • You understand the value of diversity in the workplace and are dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application.

Credit Suisse is an equal opportunityemployer. Welcoming diversity gives us a competitive advantage in the globalmarketplace and drives our success. Credit Suisse is committed to providingequal employment opportunities, regardless of ethnicity, nationality, gender,sexual orientation, gender identity, religion, age, civil partnership, maritalor family status, pregnancy, disability or any other status that is protectedas a matter of local law.

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.