Derivative & Market Risk Analyst

TotalEnergies; Genf; Vor Ort; CHF 120.000 - 180.000; Vollzeit

Zusammenfassung

TotalEnergies Trading & Shipping (TOTSA) à Genève recherche un Analyste Dérivés et Risque de Marché pour intégrer l’équipe Market Risk Control. Le poste est à l’interface du Front Office, de la Finance et de la direction, avec une interaction quotidienne sur les dérivés et les risques.

Le candidat idéal maîtrise Python, Excel, SQL et a une solide connaissance des instruments dérivés; une expérience dans les marchés des matières premières est souhaitable. Poste en présentiel à Genève.

Qualifikationen

• Master’s degree en Quantitative Finance / Financial Engineering avec bases quantitatives solides et connaissance des dérivés.
• Maîtrise Python et solides bases mathématiques; Excel, SQL et VBA requis.
• Connaissance des marchés de matières premières et des instruments dérivés.
• Capacité à travailler en mode projet et à gérer la pression.

Aufgaben

• Suivre et analyser les expositions et les risques de marché des portefeuilles de trading.
• Calcul et publication quotidienne des résultats et supports pour les traders.
• Contribuer au développement d’outils et de systèmes d’évaluation du risque avec IT et ingénierie financière.
• Collaborer avec les équipes Front Office et Finance pour la gestion du risque.

Kenntnisse

Python

Excel

SQL

VBA

Derivatives knowledge

Ausbildung

Master’s degree in Quantitative Finance/Financial Engineering

Tools

Python

Excel

SQL

VBA

Jobbeschreibung

Contexte et environnement

TotalEnergies has developed a strong expertise in oil and biofuels, natural gas and electricity trading. Trading entities are based in Geneva, Paris, Houston and Singapore.

Today, thanks to an international openness, a political and economic stability and strong competences in the financing of commodity trading and shipping, Switzerland has a leading position in international commodity trade.

This is why TotalEnergies installed naturally its European trading hub across oil and biofuels, natural gas and electricity in Geneva, which now bring together very large teams around trading activities: Trading & Shipping (T&S) and TotalEnergies Gas and Power (TGP).

T&S is a trading company in charge of all physical trading and shipping of crude oil and refined products on behalf of the TotalEnergies Company. It has been an active participant all over the supply chain as well as on the derivatives paper market in order to manage the market risk for a long time). As such, it operates in fast‑evolving market dynamics influenced by internal and external factors that require constant adaptation and evolution.

Activités

Within TotalEnergies Trading & Shipping (TOTSA) in Geneva, we are looking for a Derivative & Market Risk Analyst to join the Market Risk Control team.

The position is at the interface between the Front Office, the Finance department and the company's management. The Middle Office works in a demanding and particularly reactive environment, which requires an excellent vision of the Derivatives Trading activities. Through recurring tasks, one‑off studies and developments, this position offers a varied and dynamic work environment linked to the diversity of financial operations and market fluctuations.

Key responsibilities

Derivatives Middle Office provides daily comprehensive monitoring of market activities which revolves around three themes:

• Monitoring exposure and market risks incurred by trading portfolios.
• Calculation and publication of daily results.
• Support and assistance for derivatives traders.

Monitoring exposure and market risks: The Middle Office analyses all transactions processed the previous trading day (transactions in over‑the‑counter or concluded on organized markets). It monitors daily variations in the books and measures the impact on various risk factors. It studies the overall exposure of profit centers and their sensitivity to market fluctuations especially through a VAR /STRESS TEST analysis. It ensures compliance with the limits delegated to “Trading” and provides the management with indicators.

Calculation and publication of daily results: The Middle Office measures the daily unit performance and exercises control over the consistency of information available: characteristics of individual operations and valuation parameters. He is in charge of validating valuation curves or "MTM" retained by traders (consistency check on price structures and comparison with external sources for the most liquid indices). It sets each day the overall outcome of each profit center and reports to management.

Support and trading support: The middle office financial analyst also participates in the development and validation of information systems in collaboration with IT teams and financial engineering (testing and validation of the transaction pricing models, exposure tracking tools). It supports the traders through statistical analysis, quantitative performance of different trading strategies undertaken and develops management support tools. The Derivatives Middle Office Analyst will participate in the daily tasks described above and will analyze and implement new risk tools for management and traders.

Profil du candidat

• Master’s degree in one of the following areas: Quantitative Finance / Financial Engineering with a solid quantitative basis and knowledge of derivatives and modelling of stochastic processes.
• High level Python programming skills combined with excellent mathematical background. Excel proficiency, SQL database & VBA required.
• Knowledge in commodities market and derivatives instruments (option pricing models / swap / future).
• Operationally responsive and able to work in project mode.
• Able to work in an evolving environment where pressure and urgency are daily occurrences.
• Analytical mind that allows you to have a thorough comprehension of trading and marketing activities and to present complex problems in a precise and concise way.
• Fluently speak English. Ability to speak French will be an advantage.
• Working as a team player, you have excellent attitude towards work, being resilient, and goal oriented with a keen willingness to learn.
• Communicator with the ability to establish strong relationships with key stakeholders.
• Ability to work under pressure, in emergency and doing multi‑task altogether.

Informations supplémentaires

TotalEnergies valorise la diversité, promeut le développement individuel et offre des opportunités d'emploi égales à tous les candidats.