Quantitative Analyst triCalculate
Quantitative Analyst triCalculate
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Job Description
About the Role:
The Role: Quantitative Analyst triCalculate
The Team: triCalculate part of Osttra offers webbased centralized services for high performance XVA risk calculations independent trade valuations margin and capital requirement calculations for OTC derivatives. The quant team is responsible for all models risk calculations and model implementation and documentation covered by encourage a culture of always taking time to help others both within the team but also people from other teams. We grow when we grow together!
The Impact: triCalculates provides a wide range of calculations to help financial institutions. As a quant you will be very important in developing the core components where the computations are done which directly affects all our client base. The XVA space provides excellent challenges within the financial mathematics field
Whats in it for you:
You will work in a small quant team with experts in both financial mathematics and software engineering and you will have tremendous opportunities to grow in both areas
triCalculate is becoming a central risk analytics service and you will join in a time when we are expanding into new areas. Depending on your progress in time you will be able to take on key roles in new projects
You will join a very driven work environment and we rely on the responsibility and expertise on the individuals to continuously evolve our serivce and our ways of working. This means that you will be able to influence which tools were using how we develop software and how we work as a team but it also means that we have high expectations on all employees to take responsibility speak up when something isnt working and to have a genuine interest in your craft and wanting to learn new skills
Responsibilities:
Implement new and improve existing financial models for derivative pricing in order to expand product coverage
Interact with clients regarding model validation questions as part of the sales process to answer enquiries and internal support questions
Maintain and develop the existing C CUDA and Go backend for SIMM and XVA calculations
Work closely with the product and business manager to improve the triCalculate service offering
What Were Looking For:
Masters degree in financial mathematics mathematics physics or similar
Genuine interest in software engineering a degree is considered a benefit but not a requirement
Fluent in English
Be comfortable working closely with your colleagues and respect everyones opinions regardless of seniority or background
Embrace diversity and be respectful to all colleagues and clients
About OSTTRA
Candidates should note that OSTTRAis an independentfirm jointly owned by S&P Global and CME Group. As part of the joint venture S&P Global providesrecruitmentservices to OSTTRA however successful candidates will be interviewed and directly employed by OSTTRA joiningour global team of more than 1200 posttrade experts.
OSTTRA was formed in 2021 through the combination of four businesses that have been at the heart of post trade evolution and innovation for the last 20 years: MarkitServ Traiana TriOptima and Reset. OSTTRA is a joint venture owned 50/50 by S&P Global and CME Group.
With an outstanding track record of developing and supporting critical market infrastructure our combined network connects thousands of market participants to streamline end to end workflows from trade capture at the point of execution through portfolio optimization to clearing and settlement.
Joining the OSTTRA team is a unique opportunity to help build a bold new business with an outstanding heritage in financial technology playing a central role in supporting global financial markets.
Learn more at.
Whats In It For You
Benefits:
We take care of you so you cantake care of business. We care about our people. Thats why we provide everything youand your careerneed to thrive at S&P Global.
Our benefits include:
Health & Wellness: Health care coverage designed for the mind and body.
Flexible Downtime: Generous time off helps keep you energized for your time on.
Continuous Learning: Access a wealth of resources to grow your career and learn valuable new skills.
Invest in Your Future: Secure your financial future through competitive pay retirement planning a continuing education program with a companymatched student loan contribution and financial wellness programs.
Family Friendly Perks: Its not just about you. S&P Global has perks for your partners and little ones too with some bestin class benefits for families.
Beyond the Basics: From retail discounts to referral incentive awardssmall perks can make a big difference.
For more information on benefits by country visit: Opportunity Employer
S&P Global is an equal opportunity employer and all qualified candidates will receive consideration for employment without regard to race/ethnicity color religion sex sexual orientation gender identity national origin age disability marital status military veteran status unemployment status or any other status protected by law. Only electronic job submissions will be considered for employment.
If you need an accommodation during the application process due to a disability please send an email to:and your request will be forwarded to the appropriate person.
US Candidates Only:The EEO is the Law Poster discrimination protections under federal law. Pay Transparency Nondiscrimination Provision Professional (EEO2 Job CategoriesUnited States of America) BSMGMT203 Entry Professional (EEO Job Group)
Required Experience:
IC
Employment Type
Full-Time
