Risk Quant Analyst — Trafigura
CHF 60'500 - 91'500
Trafigura · Geneva (GE)
- Ort
- Geneva
- Vertrag
- full-time
- Veröffentlicht
- vor 31 Tagen
LohnCHF 60'500 - 91'500
Rollenüberblick
Main purpose
We are looking for a Quantitative Analyst to join our team.
This is an exciting new opportunity to work on XVA and working capital models as well as contributing to a Quant Library in a dynamic and leading commodity house.
- Main purpose
- We are looking for a Quantitative Analyst to join our team.
- Key responsibilities
- Developing and maintaining methodologies and quantitative tools
Hauptaufgaben
- Key responsibilities
- Developing and maintaining methodologies and quantitative tools
- Liaising with stakeholders across the business (Traders, MO, Risk, Credit, IT) Assess the risk (CVA and FVA) associated to every new transaction Required qualifications
- 3+ years working experience, preferably in an XVA quantitative business in commodity
- Very strong analytical and mathematical skill
- Comfortable with derivatives modelling concepts
- Strong Python and/or C++ programming skills & experience
- Experience in delivering production quality code, including use of source control, continuous integration, unit and regression testing Preferred qualifications
- Knowledge of working capital / cash at risk models within physical commodity space would be a plus
- Master’s or higher numerate degree in Maths, Engineering, Physics, Science, Finance, or related field Attributes for success
Unternehmen und Kontext
- Organizational Skills : Effectively manages multiple priorities, deadlines, and stakeholders while maintaining high standards of documentation and governance
- Resilience : Performs well under pressure in a fast-paced trading environment, adapting quickly to changing priorities and market conditions
- Analytical Thinking : Applies strong problem-solving skills to assess risk, interpret model outputs, and translate analysis into commercial insight Department overview
- The Market Liquidity Risk team plays a critical role in assessing and managing the liquidity, funding, and valuation risks arising from Trafigura’s global trading activities.
- The team develops and maintains XVA, working capital, and liquidity models that support day-to-day trading decisions.
- Working closely with traders, middle office, risk, finance, credit, and IT, the team ensures robust risk assessment for every new transaction.
- The team sits at the heart of the trading floor, combining quantitative rigour with commercial awareness.
- Through its analysis, the team directly supports profitability, capital efficiency, and disciplined risk-taking across the Group. Equal opportunity employer
- We are an Equal Opportunity Employer and take pride in a diverse workforce!
- We do not discriminate in recruitment, hiring, training, promotion or other employment practices for reasons of race, colour, religion, gender, sexual orientation, national origin, age, marital or veteran status, medical condition or handicap, disability, or any other legally protected status.
Weitere Details
- Liaising with stakeholders across the business (Traders, MO, Risk, Credit, IT) Assess the risk (CVA and FVA) associated to every new transaction
- Experience in delivering production quality code, including use of source control, continuous integration, unit and regression testing
- Master’s or higher numerate degree in Maths, Engineering, Physics, Science, Finance, or related field Attributes for success
- Analytical Thinking : Applies strong problem-solving skills to assess risk, interpret model outputs, and translate analysis into commercial insight Department overview
- Through its analysis, the team directly supports profitability, capital efficiency, and disciplined risk-taking across the Group. Equal opportunity employer
Notizen und Originalinhalt
- Master’s or higher numerate degree in Maths, Engineering, Physics, Science, Finance, or related field
- Attributes for success
- Analytical Thinking : Applies strong problem-solving skills to assess risk, interpret model outputs, and translate analysis into commercial insight
- Department overview
- Through its analysis, the team directly supports profitability, capital efficiency, and disciplined risk-taking across the Group.
- Equal opportunity employer
