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Gmane
From: Sittampalam, Ganesh <ganesh.sittampalam <at> credit-suisse.com>
Subject: Credit Suisse is hiring
Newsgroups: gmane.comp.lang.haskell.cafe
Date: Monday 17th August 2009 16:39:19 UTC (over 8 years ago)
Hi,

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 

Contact: 
Howard Mansell  

Myself (Ganesh Sittampalam <[email protected]>) and
Tobias Gedell  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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