triCalculate Quantitative Developer
Description Quantitative Developer triCalculate Working at TriOptima
We have a flat management structure and everyone has a stake in the success of our products. We value innovation and empower our development teams to be a driving force in the evolution of our products. Teams are highly self-driven doing continuous deployment. We are continuously adjusting our way of working as we find what works for us. We believe that diversity is what makes a good team great, and that diversity of experience and thought create inclusive and successful products. As a global company with colleagues around the world we work in English, even in the Stockholm office where the TriOptima technology department is located.
The office space is modern, spacious and designed for social interactions and our rooftop terrace makes for scenic lunches in the summertime, right in the middle of Stockholm. We will provide you with equipment for remote work and always encourage a healthy work-life balance. We believe our colleagues are fantastic and the most important part of us and our culture. We strive to make this a place where everyone feels like they have a place, can grow and have fun while doing something valuable. The Role
triCalculate, part of TriOptima, offers web-based centralized services for high performance XVA risk calculations, independent trade valuations, margin and capital requirement calculations for OTC derivatives.
As a quantitative developer in triCalculate you will have the opportunity to work in a wide variety of areas. You will be a part of a team with responsibilities ranging from researching mathematical models for Valuation Adjustment calculations to writing C++ and high performant GPU code, as well as model validation, documentation and educating clients in our models. We choose the best tool for the task at hand, and some of the technologies we're currently using are C++, CUDA, Python, Golang and Docker.
We're a small and driven team with a lot of experience with quantitative engineering and full stack development. We own our development process and we continually try to improve, find new ways of working and tools that can improve our situation, and provide a better service to our clients. You will be encouraged to express your own ideas and opinions, that is how we grow stronger together. Key Skills
In this position the following key skills are of particular importance.
Overview of TriOptima
- Excellent problem-solving skills
- A few years of experience working with quantitative finance and software development
- Good communication skills
- Fluent in English
- Masterâ€™s degree in financial mathematics, mathematics, physics, computer science or similar
TriOptima has always been a team of innovators from the first few dedicated members launching the company to the global presence of today. Decades of industry experience concentrated in one place for one purpose, designing effective and easy-to-implement solutions for the OTC derivatives market. We believe in listening â€" to our inspirations, to our colleagues, to our clients, and to the markets â€" in order to deliver simple but never static solutions to market challenges. We are always evolving with our clients and anticipating what the next important goal will be. Our work is exciting, fun and very demanding which means TriOptima is always striving to lead the market. We design services that offer critical operational and credit risk management tools to the industry: triReduce for portfolio compression; triResolve for portfolio reconciliation, collateral management and reporting validation; and triCalculate for XVA analytics and trade valuations. Often ahead of the market, TriOptima believes it can educate the market in the value of its offerings.
CME Group: Where Futures Are Made
CME Group (www.cmegroup.com) is the world's leading and most diverse derivatives marketplace. But who we are goes deeper than that. Here, you can impact markets worldwide. Transform industries. And build a career shaping tomorrow. We invest in your success and you own it, all while working alongside a team of leading experts who inspire you in ways big and small. Joining our company gives you the opportunity to make a difference in global financial markets every day, whether you work on our industry-leading technology and risk management services, our benchmark products or in a corporate services area that helps us serve our customers better. With 2,500 employees located around the world, we're small enough for you and your contributions to be known. But big enough for your ideas to make an impact. The pace is dynamic, the work is unlike any other firm in the business, and the possibilities are endless. Problem solvers, difference makers, trailblazers. Those are our people. And we're looking for more.