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Gmane
From: Sittampalam, Ganesh <ganesh.sittampalam <at> credit-suisse.com>
Subject: job advert: senior role at Credit Suisse
Newsgroups: gmane.comp.lang.haskell.general
Date: Friday 12th September 2008 20:22:23 UTC (over 9 years ago)
Credit Suisse is seeking to recruit an expert in functional programming for
a senior role in the Global Modelling and Analytics Group (GMAG) in the
Securities Division.

The group consists of about 140 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. The successful candidate will be based in the R&D section of
AD (7 people), which focuses on projects designed to improve the
productivity of the modellers.

We are already making heavy use of functional programming within the group,
primarily Haskell and F#, and we expect to increase this in the future.
Some information about our Haskell projects can be found here: http://www.haskell.org/communities/05-2008/html/report.html#sect7.4;
we have recently adopted F# for implementing and deploying models on the
.NET platform. Our team will be working closely with the modellers to help
them leverage functional programming to improve the design of their code.

Key requirements:

An exceptional academic track record in functional programming including a
significant publication history.
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 

Howard and I will be attending ICFP 2008 and associated workshops - if
you'd like to discuss this in person, get in touch with us by email (please
email us both), or just grab one of us there. We'll also be talking about
some of our Haskell work at ICFP and our F# work at CUFP.

Background information:

Credit Suisse provides investment banking, private banking and asset
management services to clients across the world. Active in over fifty
countries and employing more than 45,000 people, Credit Suisse is one of
the world's premier banks. There are exceptional opportunities for further
growth in new product areas and emerging markets; there are equally
exceptional opportunities for the people who can deliver that growth.
Credit Suisse offers intellectual challenges, high rewards and global
development potential for individuals who share an enthusiasm for
business-critical innovation. Credit Suisse provides investment banking,
private banking and asset management services to clients across the world.
Active in over fifty countries and employing more than 45,000 people,
Credit Suisse is one of the world's premier banks. There are exceptional
opportunities for further growth in new product areas and emerging markets;
there are equally exceptional opportunities for the people who can deliver
that growth. Credit Suisse offers intellectual challenges, high rewards and
global development potential for individuals who share an enthusiasm for
business-critical innovation. 

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 over
140 members located in London, New York, Hong Kong, Tokyo, Wroclaw 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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