Risk and Quantitative Analysis Group
A uniquely placed group, Risk and Quantitative Analysis (RQA) develops and applies quantitative tools and techniques to optimize trading business decision making across Fixed Income and Equities.
RQA is a core part of the bank's Securities Trading and Structuring business and provides desk-level quantitative solutions and risk management analysis in the Fixed Income and Equities Departments. RQA works in close day to day collaboration with Trading and Structuring, assessing the trading risk across our businesses and devising hedging and trading strategies. This is achieved through the development of quantitative trading, hedging, and relative value tools as well the creation of new and innovative quantitative techniques. Currently, the group employs 40 people globally who are based in London, NY, Hong Kong and Tokyo.
The group is primarily organized along product lines spanning Interest Rate Products, Credit Derivatives, Foreign Exchange Derivatives, Equities Derivatives and Proprietary Trading. RQA has two further groups; a research and development group concentrating on the design and deployment of mathematical risk methodology, architecture, & analytics; and a quantitative trading group that focuses on the development of trading algorithms and quantitative trading strategies.
RQA offers a unique rotation based program with the objective of hiring the most quantitatively gifted graduates and training them to be the next generation of successful and visionary trading managers at Credit Suisse. In 3 one year rotations, accompanied by intensive training, support and guidance from senior members in RQA, the group's new recruits obtain a wide breadth of exposure and gain product expertise across various asset classes. Rotations are offered across all global locations, preparing our junior staff for the international responsibilities which they will assume later in their careers. After 3 successful rotations, RQA Associates move into one of the trading or structuring teams they have previously supported.