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.mansell at credit-suisse.com>

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.