Quantitative Analyst

Country
Switzerland
Location
Switzerland
Workplace location
GENEVE-WTC1(CHE)
Employer company
TOTSA TotalEnergies Trading SA
Domain
Research Innovation&Developpt
Type of contract
Regular position
Experience
Minimum 3 years
Candidate ProfileYour Profile • You are graduated from of a quantitative Master or an engineering school with majors in Mathematics, Physics, Data Engineering or Quantitative Finance. • Experience in large IT projects using continuous integration tools such as TFS or AWS is a plus. You have worked in python or C++ and enjoy programming. • Good knowledge in time series analysis, machine learning, statistical models and data science would be a plus. • Previous experience on a trading floor or in the commodities market would be a plus but for sure curiosity and interest for our industry is essential. • You have good communication skills, a can-do attitude and proactively take initiatives • You know how to work in an evolving environment where pressure and urgency are daily occurrences. At TotalEnergies, we believe that our employees’ fulfilment has its roots in the wealth of the experiences they are offered. We are an equal opportunity employer committed to respecting diversity and inclusion in the workplace. Applicants will receive consideration for employment without regard for race, color, gender, religion, national origin, disability, military status, age, marital status, sexual orientation. Candidates with disabilities are encouraged to apply. We will provide necessary accommodations upon request.ActivitiesWhat you will do Location: Geneva Desired start date: Q2 2024 You will be part of the FIT team, a team of 8 members with a front status, sitting on the trading floor. The FIT team is responsible for the development and delivery of models and digital tools for the trading desks. It is the entry point for all trading desks, whether they are physical or paper and works closely with the market analysis and risk departments. We cover a wide range of topics and among those: option pricing models. What is the value a physical pipe or a Time Charter vessel that enable us to arbitrage different indexes? Is there any relationship between flat price options and options on crack?blend optimizations. How can I link my existing tanks, upcoming purchases and sells, available molecules in the market in a single tool that can show me the best potential blends that meet the regulatory requirements?arbitrage calculations. How can I view simply and quickly the potential arbitrages ranging from 5-6 origin points to 5-6 destination points, while correctly considering freight costs, travel time and forwardness of the deal?credit risk monitoring. What is the potential risk I am taking when trading derivatives instruments with counterparts with which there is no CSA agreement? How can I measure the return on risk I am taking with these counterparts?stat arb tools. Are there any interesting links between pipe pressure in the US and Heating Oil market? Is there a tool where I can automatically execute some lots in the market instead of passing them manually?data manipulation. Is there a one place stop shop or a tool where I can do some correlation or market analysis studies? How can I hedge specific illiquid indexes?The tools provided by the team are used on a daily basis by the traders and are maintained by FIT. The mastery of our architecture, general interest in IT issues and dedication to client’s needs is necessary for a successful experience in the team. The FIT team works therefore regularly with the IDS department and has a dedicated IDS-FO team working in close partnership with them. The main infrastructure challenges in the coming year are the switch of our current applications to the group cloud and the construction of a robust Cloud Data Warehouse. The programming languages you will be working on are Python, C++ or VBA and the tools delivered to traders range from Excel spreadsheets to heavy web applications depending on the user’s needs. FIT members are usually young, enthusiasts and eager to learn. After a successful passage in the team, depending on your appetite and opportunities, you may move to a “quant on desk” position (working even more closely with the traders) or take a more central position in the team (working on more long term projects with higher impact on our infrastructure). The trading floor is a high pace, challenging environment, requiring agility, sharpness and rigour. Good communication, teamwork, multi-tasking are also essential skills. Context & EnvironmentTake your first steps into a fulfilling career and join our Front Innovation Team as a quantitative analyst. Are you looking to grow your career in the vibrant world of energy trading? Do you have an engineering or quantitative finance background with good programming skills? If yes, we would love to see your profile To support TotalEnergies’s ambitions, the Front Innovation Tools team (FIT) is looking to hire their next quantitative analyst. Our Culture We are committed to meet the energy needs of a growing population and we are committed to the energy transition. The volatility of the energy trading markets requires excellence in risk management and a culture of innovation. We are fully embracing the digital revolution. Our people flourish in an environment that promotes expertise, entrepreneurship spirit, agility and a purpose-driven culture, generating boundless opportunities to learn, grow and achieve collaborative success. Reinforcing the competencies of our people is a key pillar of our culture: we train our people to ensure their development and we pledge to encourage safety in all our actions. We look for passion, ambition and open-mindedness. While we evolve in a demanding industry that requests to be always on the edge, we cultivate a friendly workplace where our people feel good, where team spirit and respect guide our daily routine, where the diversity of our people and their skills create a nourishing experience for all of us.

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