Quant Risk Analyst

vor 4 Wochen


Genf, Genf, Schweiz Trafigura Vollzeit
Main Purpose: Trafigura Group's gas/LNG, power and carbon trading division is looking for an experienced quantitative analyst to oversee and provide independent validation of complex valuation models as well as build tools to help support the deals desk reporting teams.
As a Quantitative Deals Desk Analyst, you will play a critical role in providing risk oversight to trading desk activities in Copenhagen and Geneva and will collaborate closely with cross-functional teams to ensure complex valuation model exposures and pnl are independently verified, captured and reported.

Knowledge, Skills and Abilities, Key Responsibilities:

Knowledge, Skills and Abilities

  • Strong quantitative skills
  • Ability to work with ETRM models and coding python or sql to extract key data.
  • Experience in power and gas/LNG markets.
  • Knowledge of physical and financial power trade life cycles.
  • Familiar with working on third party ETRM systems.
  • Technical knowledge of physical and financial Gas/LNG, power and carbon markets.

Key Responsibilities

  • Calibration and validation of option models used for deals desk pnl reporting
  • Assessment of front office 'new deal' valuation models;
  • Validation and update of volatility and correlations used in ETRM systems
  • Periodic review of price shaping methodologies
  • Providing an independent assessment of reserve methodologies for complex and illiquid deals
  • Working closely with deals desk reporting teams to facilitate onboarding of new complex products/deals in the ETRM system
  • Building tools to extract and present key data from ETRM databases
  • Ensuring management are kept informed of key risks and activities of the trading desk.
  • Collaboration with other deals desk colleagues across locations.
  • Communicate with relevant Trafigura departments to help set up and maintain control processes and produce necessary reports: traders, operations, compliance, risk, accounting

Competencies

  • Strong quantitative skills working with pricing and valuation models
  • Excel, Sql, Python knowledge
  • Good knowledge of power and gas markets
  • Experience working with ETRM trading systems
  • Ability to be flexible and work to deadlines and under pressure
  • Open Personality with energy and drive
  • Organized and Diligent
  • Strong written and verbal communication. Professional, concise and accurate communication skills

Key Relationships and Department Overview:

The Deals Desk is a middle office team providing market and risk analysis globally. The team's primary responsibilities revolve around monitoring all elements of the risk and exposures related to commercial activity and report it directly to the Management Board on a daily basis.

Key Relationships

  • Traders
  • Operators
  • Finance Departments
  • External counterparties
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