We Offer We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm's D&I ambition which is an integral part of our cultural values
Credit Suisse has a leading reputation as one of the largest, most accomplished credit franchises in the industry, providing expert coverage in credit and securitized products trading, sales, structuring as well as capital markets. Our strong history of credentials and long-standing record in Global Leveraged Finance reflects our outstanding ability to provide improved products and solutions to both issuer and investor clients. In sales and trading, we are a leading market maker in private and public debt across the credit spectrum, including leveraged loans as well as high yield and investment great bonds. We are also a market maker in the credit derivatives market, including the CDX suite, liquid single-name CDS, sovereign credit default swaps, and credit default swaptions. We offer clients a comprehensive range of financing options for credit products, including but not limited to, repo, short covering, TRS, and portfolio lending.
Summary: Vice President or Director level applicant with experience in algorithmic trading of corporate bonds, ETFs and portfolios. The applicant will play an important role on our Systematic Trading Desk, which covers algorithmic trading of corporate bonds, ETFs and portfolio trading. It belongs to the US Credit Trading Group, which is responsible for the pricing, execution and risk management of cash bonds and credit derivatives. The role involves:
Development, deployment and support of algorithms for automated quoting and trading of USD corporate bonds
Research, back-testing and reporting on quoting strategy performance and ongoing improvements to related infrastructure
Working alongside the trading desk to ensure efficient usage of automated strategies and analytical tools
Applying machine learning and statistical analysis to market movements and trade data
Leading multiple projects at once alongside quants, developers, traders, and multiple IT teams with the aim to support the buildout of the Algo and desk capabilities.
Work closely with Traders and Quants to understand the market, develop pricing solutions, and help build out capabilities in ETFs and Portfolio trading
Provide regular status updates to our senior business partners (Managing Director level), and ensure the direction of the business is understood by all members of the team
Promotes and ensures compliance to the enterprise risk controls of the organization and external regulations
You Offer List of skills and qualifications encouraged in an applicant:
Equivalent experience of at least 7 years' in an algorithmic trading environment within capital markets industry. Detailed knowledge of the credit markets is advantageous!
Proven track record in creating, maintaining, improving algorithmic trading engines, order management systems and smart order routing solutions.
Detailed knowledge of algorithmic trading and experience running Greenfield projects.
Outstanding knowledge of pre- and post-trade analytics, machine learning and pattern recognition is advantageous.
Extensive project management skills with the ability to lead multiple projects and direct various IT teams at one time.
Equivalent experience with Java and Object Oriented programming required
Statistical programming in Python, application of time series analysis and the applications to signal generation is essential
Detailed understanding of high capacity/low latency infrastructure
Experience with database applications and working knowledge of SQL
Strong communication skills!
Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work
