Quantitative Analyst: XVA, Risk & Derivatives Modeling

TRAFIGURA PTE LTD, Singapour,succursale de Genève; Genf; Vor Ort; CHF 110.000 - 180.000; Vollzeit

Zusammenfassung

Trafigura PTE Ltd, Singapour, succursale de Genève, Geneva is seeking a Quantitative Analyst to join our team. This role focuses on XVA and working capital models, and contributing to a Quant Library in a leading commodity house.

You will develop methodologies and quantitative tools, liaise with traders, MO, Risk, Credit, and IT, and assess risk for each new transaction. The ideal candidate has 3+ years in XVA, strong analytical skills, and mastery of derivatives modelling with Python and/or

Qualifikationen

• 3+ years working experience, preferably in an XVA quantitative business in commodity.
• Very strong analytical and mathematical skill.
• Comfortable with derivatives modelling concepts.
• Strong Python and/or C++ programming skills & experience
• Experience in delivering production quality code, including use of source control, continuous integration, unit and regression testing.

Aufgaben

• Developing and maintaining methodologies and quantitative tools
• Liaising with stakeholders across the business (Traders, MO, Risk, Credit, IT)
• Assess the risk (CVA and FVA) associated to every new transaction

Kenntnisse

XVA knowledge

Quantitative analysis

Derivatives modelling

Production quality code

Risk assessment

Ausbildung

Master’s degree

Tools

Python

C++

Source control

CI / Unit testing

Jobbeschreibung

Trafigura PTE Ltd, Singapour, succursale de Genève, Geneva is seeking a Quantitative Analyst to join our team. This role focuses on XVA and working capital models, and contributing to a Quant Library in a leading commodity house.

You will develop methodologies and quantitative tools, liaise with traders, MO, Risk, Credit, and IT, and assess risk for each new transaction. The ideal candidate has 3+ years in XVA, strong analytical skills, and mastery of derivatives modelling with Python and/or