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Quant Developer Master Thesis

Quant Developer Master Thesis


TriOptima is part of CME Group, 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. 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.

To learn more about what a career at CME Group can offer you, visit us at www.wherefuturesaremade.com



TriOptima helps clients simplify complexity and optimise resources.

For OTC derivatives, our services focus on lowering costs, eliminating operational and credit risk, improving counterparty exposure management and reducing systemic risk. triReduce reduces swap inventory and counterparty risk; triResolve reconciles OTC derivative portfolios, manages disputes, validates repository data, and automates margin management; triBalance manages cleared and bilateral counterparty risk while triCalculate measures and analyses counterparty risk.


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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