About the Role:

The Role: Quantitative Analyst triCalculate

The Team: triCalculate, part of Osttra, offers web-based 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 triCalculate.We 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: triCalculate's 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

What’s 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 we're 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 isn't 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 We’re Looking For:

• Master’s 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 everyone's opinions regardless of seniority or background

• Embrace diversity and be respectful to all colleagues and clients

About OSTTRA

Candidates should note that OSTTRA is an independent firm, jointly owned by S&P Global and CME Group. As part of the joint venture, S&P Global provides recruitment services to OSTTRA - however, successful candidates will be interviewed and directly employed by OSTTRA, joining our global team of more than 1,200 post trade 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 www.osttra.com .

What’s In It For You?

Benefits:

We take care of you, so you can take care of business. We care about our people. That’s why we provide everything you—and your career—need 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 company-matched student loan contribution, and financial wellness programs.

• Family Friendly Perks: It’s not just about you. S&P Global has perks for your partners and little ones, too, with some best-in class benefits for families.

• Beyond the Basics: From retail discounts to referral incentive awards—small perks can make a big difference.

For more information on benefits by country visit: https://www.spglobal.com/en/careers/our-culture/

Equal 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:  EEO.Compliance@spglobal.com  and your request will be forwarded to the appropriate person. 

US Candidates Only: The EEO is the Law Poster http://www.dol.gov/ofccp/regs/compliance/posters/pdf/eeopost.pdf   describes discrimination protections under federal law.

20 - Professional (EEO-2 Job Categories-United States of America), BSMGMT203 - Entry Professional (EEO Job Group)

Job ID: 296572

Posted On: 2024-03-28

Location: Stockholm, Sweden