Valuation and Risk Analytics Associate, triCalculate Valuation and Risk Analytics Associate,  …

in New York, NY
Permanent, Full time
Last application, 20 Jan 22
in New York, NY
Permanent, Full time
Last application, 20 Jan 22
Valuation and Risk Analytics Associate, triCalculate
For the Valuation Analytics team the candidate will be technical with, for example, a Math, Physics or Engineering background, have a meticulous attention to detail, a substantial understanding of OTC derivatives (Interest rate swaps, CDS, FX and commodities, equities) and knowledge of associated risk and valuation calculations.
The Valuation Analytics team is the first line of contact for delivery of the triCalculate Valuation and Counterparty Credit Risk Analytics service to our clients. The successful candidate will analyze OTC derivative portfolios, run calculations and provide technical and operational support to our clients.
The role of every member of the triCalculate Valuation and Risk Analytics team is multi-faceted and includes communicating regularly with our clients, business partners and relaying external information to other stakeholders within TriOptima; delivering TriOptima’s triCalculate service to its subscribers in a timely, dependable and reliable manner; providing support to the Sales team; working closely with the global Valuation and Risk Analytics team and the wider triCalculate team to ensure that the service we deliver is as good as it can be.
Key Responsibilities: Operations and Service Management
  • Mapping and reconciling cashflow structures and trade valuations effectively.
  • Accommodating client specific requests e.g. aid in setting up client specific data interpretation.
  • Providing support to clients e.g. investigating unexpected results or failed calculations, identifying data issues, discussing and supporting changes to trade portfolios, explanation/interpretation of results
  • Identifying service and functionality improvements for development based on client needs.
  • Liaising directly with clients and prospects to ensure that they are able to use the triCalculate service effectively and efficiently
  • Explaining to clients and prospects the basic model assumptions and the ideas underpinning calculations
  • Provide training of subscribers and colleagues
  • Proactively monitoring subscribers’ activity on our website and contact clients with ideas and suggestions for more efficient usage as appropriate.
  • Producing online help and maintaining other relevant training documentation.
  • Ensuring system enhancements meet goals and expectations through testing and discussion with stakeholders.
  • Relaying feedback and requests from users to internal stakeholders within TriOptima.
  • Regularly update client status overview internally

  • Assisting in sales activities where requested by Sales (i.e. providing technical expertise).
  • Supporting prospects throughout the evaluation phase and beyond.
  • Carrying out operation aspects of client on-boarding and conversion of testing clients to paying customers.
  • Preparation and maintenance of the triCalculate demo environment in collaboration with Sales and Business Development.
  • Assist/manage pilot projects.

Candidate Specification:
  • A good understanding of OTC Derivative products and the specific properties that describe different types of trades.
  • Knowledge and understanding of the calculation of valuation and various risk measures associated with OTCs
  • Technically minded, analytical and structured approach.
  • Solid IT skills; proficiency in standard applications (eg. Excel) and experience in others. Knowledge and experience of one or more coding language (eg. Python) is a plus, but not a requirement.
  • Business perspective; being able to keep functional and technical development firmly in the context of a business value
  • Very good communication skills: verbal and written. The ability to represent the business and convey our message in a manner that is accessible, accurate, meaningful and helpful to clients and prospects is enormously important. This is also true of internal communication.

  • 2-6 years working in one or more roles relating to OTC market/credit risk management either at a vendor or a financial institution

CME Group: Where Futures Are Made

CME Group ( 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.

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