Global Modelling & Analytics

The Global Modelling & Analytics Group (GMAG) is responsible for the development & implementation of valuation models for the businesses of Fixed Income and Equities.

GMAG covers both vanilla products as well as structured products including derivatives and relative value models across all asset classes globally. The businesses the group covers include Credit Products, Emerging Markets, Equity, Foreign Exchange, Fund Linked Products and Interest Rate Products.

The group was initially formed in 1990 and over the years it has built an extensive suite of pricing models and analytic libraries which are now used across Credit Suisse.