We Offer Function Overview The Fund's investment objective is to deliver a consistent, low volatility, positive return stream with limited drawdowns. The Investment Manager seeks to achieve this objective by developing and running a variety of quantitative, systematic trading and investment strategies. Specifically, the Investment Manager's personnel formulate hypotheses about the drivers of asset returns and apply a rigorous scientific approach to design, develop, implement and manage strategies around these hypotheses.
At a high level, the trading strategies can be classified as: · Systematic Strategies - These capitalize on opportunities that are identified through quantitative analysis of a wide array of historical data. Portfolios are optimized to balance Sharpe Ratio, return, and trading costs. · Market Liquidity Strategies - These react to real-time demand for securities by providing liquidity to offset such short-term demand. They use appropriate hedging instruments to offset risk and liquidate the combined risk exposures over a medium-term timeframe.
The QT Fund leverages the SMG teams' core expertise by focusing on strategies with typical holding periods ranging from <1> We offer
· A researcher role with the QT fund to develop strategies using Alpha Capture programs (TIM, Bloomberg TMSG). · Collect, clean, validate, and analyze large amounts Alpha Capture program data. Assist in making tools and processes that will help QT fund use Alpha Capture data in a systematic manner. · Utilize complex statistical and mathematical tools, probability theory, and optimization methods to balance risk/return tradeoff while incorporating risk control tools.
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.
You Offer You offer · 1-5 Years' Experience using at least 1 Alpha Capture program as well as prior experience of developing quantitative strategies and managing the risks of the portfolio · You show a strong work ethic, are highly organized, detail - oriented, and motivated to drive projects · You possess strong communication skills · Strong quantitative skills are essential, with a preference for candidates with an advanced degree from a leading academic institution · Fluency in at least one statistical language, e.g. Matlab, R, SPlus · Desired skills are that you are capable of working and performing under pressure in a fast - paced environment and demonstrate intellectual curiosity