Quantitative Developer # 091712

Job description

Duties and Responsibilities:

· Design and develop a risk calculations framework including calculation modules, connectivity to data sources.
· Reviews alternative implementations and suggests/implements improvements.
· Work with project managers and Risk IT to ensure quant code is seamlessly integrated within the banks's IT systems.
· Support model release processes including integration, regression testing, user acceptance testing.
· Code C# quantitative libraries.

Desired profile

Essential:

·  At least 2-3 years C# .Net quant development experience, preferably in a quantitative risk role.
·  Expert C# .Net skills, Java development skills, Microsoft Excel/VBA, LINQ, XML, Visual Studio, .NET Framework.
·  Extensive knowledge and prior experience with development tools like SVN, JIRA, TeamCity, Confluence etc.
·  Solid knowledge of object oriented design and design patterns.
·  Solid mathematical skills, excellent analytic, problem solving, and troubleshooting skills.
·  Basic Quantitative Risk knowledge.
·  Written and verbal communication, team working skills.
·  Effective communication skills and ability to work well in a team and a relationship builder.
·  Highly organised, good planner, tracker and chaser with ability to engage experts to deliver.
·  Ability to produce high quality, accurate work, under pressure and to tight deadlines.
·  Willingness to question and challenge the way things are done and to come up with alternative approaches.

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 - Rondo ONZ street, 00-124 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 “