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Quant Developer Master Thesis

Quant Developer Master Thesis

TriOptima is a leader in developing services that monitor and reduce risk in the financial services industry. Our ever-changing scope of services places high demands on our technology and quant teams who are known for delivering award-winning tools.

As we expand our services and our client base, we are looking for a master thesis student for our triCalculate Development group to work closely with us in our office. Suggested topics for the thesis is

  • Compare GPU and CPU Monte Carlo simulations for pricing of derivatives and determine when it is beneficial to use each architecture
  • Compare the Libor Market Model to Stochastic Drift using the Probability Matrix Method for pricing of exotic interest rate derivatives

but we can also work together with the student to formulate another suitable topic in mutual interest. We prefer domains encompassing computer science or mathematical finance in some form.

We are looking for someone who is passionate about applied mathematics and computer science, and can show records of being ambitious and focused during the university years. Furthermore, the person needs to be fluent in Swedish and English, and any experience with C++ or GPU programming is a merit.


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