Quantitative Analyst

vor 5 Stunden


Genf, Schweiz Trafigura Vollzeit

Main Purpose: We are looking for a Quantitative Analyst to join our Market Liquidity team. This is an exciting new opportunity to work on XVA pricing models as well as contributing to a Quant Library in a dynamic and leading commodity house.

Knowledge Skills and Abilities, Key Responsibilities:
  • Very strong analytical and mathematical skills
  • Comfortable with derivatives modelling concepts
  • Strong Python programming skills & experience; C++ and others a plus
  • Attention to detail
  • Demonstrable team skills both within and across teams
  • Ability to pick up new concepts and think outside the box quickly
  • Ability to deliver fast and efficient programming solutions
Key Responsibilities
  • Developing and maintaining methodologies and quantitative tools
  • Liaising with stakeholders across the business (Traders, MO, Risk, Credit, IT)
  • Assess the risk (xVA) associated with every new transaction.
Competencies
  • Masters or higher numerate degree in one of the following: Maths, Engineering, Physics, Science, or Finance
  • Must have 5+ years working experience, preferably in an XVA quantitative business in commodities, including CVA/FVA; experience with rates and currencies products is also considered
  • Candidates with experience in exotic/non-linear products might also be considered
  • Experience in delivering production quality code, including use of source control, continuous integration, unit and regression testing
Key Relationships and Department Overview:Key Relationships
  • Traders
  • MO
  • Risk
  • Credit
  • IT
Reporting Structure

- Reporting to XVA Manager, Oil, LNG & Gas trading

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.

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