Career Center

Credit Suisse is looking for the best and the brightest quantitative professionals for its Fixed Income and Equity divisions! Our career opportunities include internships within the Quantitative Summer Institute as well as limited full time positions as Quantitative Analyst, Developer or Technologist within the Quantitative Strategies group in New York City.


Interested candidates will have earned or be studying to obtain a Ph.D. or Master’s in quantitative fields such as Mathematics, Physics, Engineering, Computer Science, Operations Research, Economics or Finance.


In the US, Credit Suisse will be hosting recruiting events during the month of October 2013 in several locations including: Stanford, Berkeley, Chicago, New York, and Boston. Quantitative professionals from different business areas will offer advice on various technical and business aspects of our jobs and discuss how your skills can be applied to problems in finance. You will also have the opportunity to take the admission test for our recruiting program.  PLEASE NOTE: These events are by invitation only & the deadline to apply is Sunday, September 22, 2013.


Two step application process:

Instructions: Select USA as region / Click on Campus Recruiting / Apply Now / Select 2014 Full-time or 2014 Summer Internship / Select Securities Quantitative Program


  • Sign up for an exam at your local university/city from those listed below.  If you qualify, we will be in touch with you regarding the details of the event.  All candidates must be fluent in English in both oral and written skills. You will be required to submit a cover letter & resume at the time of application.  Visit to register for the exam (Select Americas, Quantitative to review all exam locations)


Boston Exam: Monday, October 7th Time TBD

Chicago Exam: Tuesday, October 8th  Time TBD

Berkeley Exam: Wednesday, October 9th  4:30 – 8:30 pm

Stanford Exam: Thursday, October 10th 8:30 am – 12:30 pm

New York Exam: Tuesday, October 15th  3:00 – 7:00 pm


If you have any questions, please feel free to contact

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