Quantitative Analyst

Job title:

Quantitative Analyst

Company

Trafigura

Job description

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 skillComfortable with derivatives modelling conceptsStrong Python programming skills & experience, C++ and others a plusAttention to detailsDemonstrable team skills both within and across teamsAbility to pick up new concepts and think outside the box quicklyAbility to deliver fast and efficient programming solutionsKey ResponsibilitiesDeveloping and maintaining methodologies and quantitative toolsLiaising with stakeholders across the business (Traders, MO, Risk, Credit, IT)Assess the risk (xVA) associated to every new transaction.CompetenciesMasters or higher numerate degree in one of the following Maths/Engineering/Physics/Science/FinanceMust have 5+ years working, preferably in an XVA quantitative business in commodity, including CVA/FVA, but could be rates and currencies products as wellCandidates with experience in exotic/non-linear products might also be consideredExperience in delivering production quality code, including use of source control, continuous integration, unit and regression testingKey Relationships and Department Overview:Key RelationshipsTradersMORiskCreditITReporting Structure– Reporting XVA Manager, Oil, LNG & Gas tradingEqual 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

Sat, 11 Jan 2025 23:12:19 GMT

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