Senior Financial Quantitative Engineer

<h1><b>About the Role:</b></h1><p><b>The Role:</b> <span>Senior Financial Quantitative Engineer</span> triCalculate</p><p></p><p><b>The Team:</b> 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!</p><p></p><p><b>The Impact:</b> triCalculate's provides a wide range of calculations to help financial institutions. As a quant, you will be very important in developing the core calculation components, which directly affects all our client base. The XVA space provides excellent challenges within the financial mathematics field.</p><p></p><p><b>What’s in it for you: </b></p><ul><li><p>You will work in a small quant team with experts in both financial mathematics and software engineering</p></li><li><p>triCalculate is becoming a central risk analytics service and you will join in a time when we are expanding into new areas</p></li><li><p>You will join a very driven work environment and we rely on the responsibility and expertise on the individuals to continuously evolve our service, 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</p></li></ul><p></p><p><b>Responsibilities: </b></p><ul><li><p>Implement new and improve existing financial models for derivative pricing in order to expand product coverage</p></li><li><p>Interact with clients regarding model validation questions, as part of the sales process to answer enquiries, and internal support questions</p></li><li><p>Maintain and develop the existing C++ and Golang backend for SIMM, XVA, central valuation and market data validation</p></li><li><p>Work closely with the product and business managers to improve the valuation and risk service offering provided by OSTTRA</p></li></ul><p></p><p><b>What We’re Looking For: </b></p><ul><li><p>At least 5 years of experience working as a quant at a bank, or developing pricing and risk software</p></li><li><p>Deep knowledge in both financial mathematics as well as software engineering</p></li><li><p>Fluent in English</p></li><li><p>Be comfortable working closely with your colleagues and respect everyone's opinions regardless of seniority or background</p></li><li><p>Embrace diversity and be respectful to all colleagues and clients</p></li></ul><p></p><p></p><p><b>About OSTTRA</b><br/><br/><i>Candidates should note that OSTTRA is an <span><span><span><span><span>independent firm,</span></span></span></span></span> jointly owned by S&amp;P Global and CME Group.  As part of the joint venture, S&amp;P Global <span><span><span><span><span>provides recruitment services</span></span></span></span></span> 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.</i></p><p></p><p>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&amp;P Global and CME Group.</p><p> 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.</p><p>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. <br/><br/>Learn more at <a href="https://nam11.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.osttra.com%2F&amp;data=05%7C01%7Cemma.hoffman%40spglobal.com%7C50e45ebfd0154f9142c508db66c8a078%7C8f3e36ea80394b4081a77dc0599e8645%7C1%7C0%7C638216784122510518%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&amp;sdata=D4UDfVa%2FKa8qhcMFOpnQW7Cwbm4A9JQETiAiuzkquKo%3D&amp;reserved=0" rel="noopener noreferrer" target="_blank">www.osttra.com</a>.</p><p></p><p><b><u>What’s In It For </u></b><b><u>You?</u></b></p><p></p><p><b><u>Benefits:</u> </b></p><p>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&amp;P