Finance-Financial Quantitative Analyst

Credit Suisse   Morrisville, NC   Full-time     Finance
Posted on September 19, 2021

Finance-Financial Quantitative Analyst (Morrisville, NC): Review the valuations of the firm’s Equity & Fixed Income Valuation product inventory by repricing the firm’s inventory using parameters derived from externally sourced prices. Calibrate pricing parameters from externally sourced exotic derivative prices. Build, maintain, & update quantitative pricing tools as necessary for the process. Identify control & process improvements. Use quantitative models to compute valuation adjustments such as Open Position Adjustments & adjustments from the Independent Price Verification process. Perform valuation reviews for new products & models. Apply knowledge of Equity & Fixed Income market & instruments (trading strategies & structured derivative pricing). Utilize financial pricing models (Black Scholes & Local/Stochastic Volatility models). Perform coding with VBA & Python. Req’s Master’s degr plus 1 yr exp. Please forward your resume to Credit Suisse, P.O. Box D80CSNC, 10 Rockefeller Plaza, Suite 1016, New York, NY 10020. No phone calls.

Credit Suisse

Morrisville , NC