Quantitative Strategies – CCAR Dev Ops

Job description

Quantitative Strategies – CCAR Dev Ops

We Offer...

Banking regulators now require banks such as Credit Suisse to demonstrate they can endure adverse economic environments; the so called ‘Stress Tests’. One such test is the “Comprehensive Capital Analysis and Review” (CCAR), administered by the Federal Reserve in the United States. From July 2016, Credit Suisse will be required to make a CCAR submission and so we are growing our team to work on this new requirement.

 

This role is to work closely with our CCAR modellers, providing technical expertise on how to develop, test and deploy statistical models implemented in R, Excel, and other languages. This will involve a wide range of activities, from helping define our implementation strategy, through performance and resource optimisation of the models, to developing and configuring the tools and process used to test and deploy these models into our production systems. This role will also involve working with the wider group, where similar activities are performed for different types of models.

 

This role is one of four CCAR related roles being created in the now well established Quant Strats group in Wroclaw. This demanding role involves working with exceptional world class individuals in a dynamic environment. It involves regular and frequent interaction across the wider modelling group, in addition to interfacing with multiple IT groups across the bank. It necessitates excellent communication skills and the ability to work under pressure. No previous experience of working in finance or stress testing is required.

 

Roles and Responsibilities:

· Software engineering process design & implementation.
· Software development in R, C++, C#, and other languages.
· Integrating model implementations into IT systems.
· Deploying, configuring, and supporting model development tools

You Offer...

Key requirements for the role are:

· Ability to develop software in R, C#, and C++.
· An understanding of commercial software development processes.
· Master’s degree in a numerate discipline (Computer Science, Engineering, Maths, etc.).
· Excellent verbal communication and presentation skills, ability to engage in concise, effective discussions.

The following will be advantageous:

· Familiarity with software engineering tools (Perforce, Team City), scripting, packaging and deployment on Windows.
· Knowledge of time-series analysis, regression modelling, and Monte Carlo simulation.

 

 

 

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 "

EEO Statement

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

Desired profile

You Offer...

Key requirements for the role are: