Job Information
Credit Suisse Equity Derivatives Trader in New York, New York
Design, price, trade, and manage risk for complex equity derivative structures. Work with the Sales team to ensure quality executions for clients across vanilla and exotic options. Work with the Structuring team to price and market new payoffs, back test rebalancing strategies, and screen optimal entries for new trades. Work with Quantitative Analysts to enhance modeling capabilities and determine pertinent parameters calibrated based on observable market instruments. Utilize statistics, stochastic calculus, and programming (Python and Excel) to build risk management tools. Monitor, anticipate, and hedge various option Greeks. Study the attribution of risk into profit and loss of portfolios to maximize expected profits. Liaise with other traders and IT to improve operational efficiency and automate the trading business. Collaborate with Control teams (Market Risk, Legal, and Valuation Control) to ensure appropriate parameter marking and portfolio hedging. Work with financial modeling, complex derivatives pricing and risk management, and option market structure (listed and OTC).Job Requirements: Master’s degree in Computational Finance, Mathematics, Computer Science, Physics, Engineering, or a related field of study, plus two (2) years of experience with financial modeling; Python programming; complex derivatives pricing and risk management; and/or, option market structure (listed and OTC).The salary range is $125,000 - $180,000 annually, based on various factors such as experience, education, skills, internal and external market data, etc.
Minimum Salary: 125,000 Maximum Salary: 180,000 Salary Unit: Yearly