Market Risk Financial Engineer

Job title:

Market Risk Financial Engineer

Company

Trafigura

Job description

Main Purpose: We are seeking an experienced Market Risk Financial Engineer to join our dynamic team. In this role, you will be responsible for developing, maintaining, and enhancing quantitative models and risk metrics used in our market risk management processes. You will also play a crucial role in automating data ingestion and analysis pipelines, ensuring data quality, and monitoring daily operations.
This role offers an exciting opportunity to work with cutting-edge technologies and contribute to the development of robust market risk management solutions within a dynamic and challenging environment.Knowledge Skills and Abilities, Key Responsibilities:Key Responsibilities:Develop, rewrite, and expand code for quantitative models and risk metrics (VaR, Greeks, PnL) using programming languages such as F#, C++, and Python.Automate processes for daily ingestion and analysis of market data, ensuring efficient and reliable data processing.Validate data quality and ensure the accuracy of market data ingestion pipelines, implementing robust data quality checks and monitoring mechanisms.Monitor daily operations, ensuring timely ingestion, analysis, and reporting of market risk metrics and indicators.Escalate and resolve production issues related to data quality, risk metric breaches, or pipeline failures, collaborating with cross-functional teams as necessary.Support the setup and maintenance of the production environment, ensuring:Pipelines and containerized environments meet operational requirements for scalability, reliability, and performance.Code base structure adheres to best practices for maintainability, testability, and documentation.Skills and Qualifications:Strong programming skills in languages such as C++, Python and F#, with a proven ability to write clean, efficient, and maintainable code.Hands-on experience with containerization technologies like Docker and Kubernetes.Expertise in Continuous Integration/Continuous Deployment (CI/CD) pipelines and software architecture best practices.Solid understanding of market risk models and metrics, including Value-at-Risk (VaR), Greeks, and P&L calculations.Deep knowledge of market risk concepts and metrics, with a strong quantitative background.Proven experience managing production environments in a financial or quantitative setting, ensuring operational excellence and adherence to industry standards.Strong analytical, organizational, and leadership skills, with the ability to work independently and as part of a team.Excellent communication skills for stakeholder interaction, presenting complex technical information, and reporting.Key Relationships and Department Overview:

• Front office teams
• Risk teams
• Risk IT
• Senior Management

Equal Opportunity EmployerWe 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.

Expected salary

Location

Genève

Job date

Tue, 21 Jan 2025 23:30:09 GMT

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