[Haskell-cafe] Credit Suisse is hiring

Sittampalam, Ganesh ganesh.sittampalam at credit-suisse.com
Mon Aug 17 12:39:19 EDT 2009


Just to chime in with the spate of job advertisements, the Global Modelling and Analytics Group (GMAG) at Credit Suisse is once again looking to hire functional programmers.

The group consists of about 130 people worldwide. The majority of the group are mathematicians engaged in developing mathematical models for financial products traded by the division. Approximately 20 people are primarily computing experts, based in the Architecture and Delivery (AD) subgroup within GMAG, and successful candidates will also be based in this group.

We are already making heavy use of functional programming within the group, and we expect to increase this in the future. Some information about our Haskell projects can be found here: http://www.haskell.org/communities/05-2009/html/report.html#creditsuisse ; more recently we have adopted F# for implementing and deploying models on the .NET platform and we are currently ramping up our F# usage. 

Our team works closely with the modellers to help them leverage functional programming to improve the design of their code.

Key requirements:

At least one of:
 - An academic track record in functional programming.
 - Significant experience of "real-world" computing environments, preferably using functional programming. 
Excellent communication skills in order to convey new ideas to our modelling team. 

Location: London or New York 

Howard Mansell <howard.mansell at credit-suisse.com> 

Myself (Ganesh Sittampalam <ganesh.sittampalam at credit-suisse.com>) and Tobias Gedell <tobias.gedell at credit-suisse.com> will be attending ICFP 2009 and associated workshops in Edinburgh - if you'd like to discuss this in person, get in touch with us by email, or just grab one of us there.

Background information: 

As one of the world's leading banks, Credit Suisse provides its clients with investment banking, private banking and asset management services worldwide. Founded in 1856, Credit Suisse has a long tradition of meeting the complex financial needs of a wide range of clients, offering advisory services, comprehensive solutions and innovative products to companies, institutional clients and high-net-worth private clients globally. Credit Suisse is active in over 50 countries and employs approximately 46,000 people. Further information can be found at www.credit-suisse.com. 
Cultural diversity is essential to our success. As such, we employ people from more than 100 countries. Credit Suisse empowers employees to work openly and respectfully with each other and with clients, ultimately striving to deliver superior results while offering initiatives and programs to assist employees achieve a healthy work-life balance.

The Global Modelling and Analytics Group (GMAG) is responsible for producing state-of-the-art pricing, trading and risk management models for Credit Suisse. These models are used across a range of businesses in the Fixed Income and Equity departments. The group performs the full spectrum of quantitative work, from mathematical modelling through software implementation and delivery, to risk analysis of trades and existing portfolios. The group's mandate covers all major asset classes, including Credit Derivatives, Commodities, Emerging Markets, Equity Derivatives and Convertibles, Exotics, Foreign Exchange, Fund Linked Products, Interest Rate Products and Mortgage Derivatives. GMAG operates globally with members located in London, New York, Hong Kong, Tokyo, Zurich and São Paolo.

Established in 1990, GMAG stands out as a unified quant group that has been covering all major product areas since its inception. The group has always enjoyed a strong relationship with Trading, Structuring and Sales, assisting them with trade pricing and risk management. As the group is based on the trading floor, it is ideally placed to respond to the financial modelling needs of the businesses it supports. The breadth of GMAG's mandate makes it uniquely positioned to leverage the skills and experience of its members, and to provide a consistent modelling approach across all areas. Over time, the group has developed an extensive suite of pricing models on a common platform with complete integration across all asset classes.

Quantitative Analysts in GMAG carry out a range of activities which include the creation of sophisticated mathematical models for the valuation of complex derivatives, development of the technology platform used to deliver models and driving the use of these models throughout the bank. Our Quantitative Analysts typically hold an advanced quantitative degree, have excellent analytical and problem-solving skills, demonstrate creative thinking, have strong programming skills, and are confident communicators.

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