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 

Location: London or New York 

Howard Mansell <howard.mans...@credit-suisse.com> 

Myself (Ganesh Sittampalam <ganesh.sittampa...@credit-suisse.com>) and Tobias 
Gedell <tobias.ged...@credit-suisse.com> 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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