Skip to content
New Job?Nejo!

The AI Job Search Engine

TRTrafigura

Risk Quant Analyst(m/w/x)

Genf
Full-timeOn-siteExperienced
Data Science

Developing and refining XVA and working capital models for a Quant Library, liaising with traders and middle office. 3+ years in XVA quantitative business with production-quality Python/C++ coding required. Work in a foundation setting focused on impact enhancement.

Requirements

  • 3+ years experience in XVA quantitative business
  • Strong analytical and mathematical skills
  • Proficiency in derivatives modelling concepts
  • Strong Python and/or C++ programming skills
  • Experience delivering production quality code
  • Knowledge of working capital models
  • Master’s or higher numerate degree
  • Ownership and responsibility for models
  • Precision and rigor in model maintenance
  • Clear communication of complex concepts
  • Effective organizational and management skills
  • Resilience in fast-paced environments
  • Strong problem-solving and analytical thinking

Tasks

  • Develop and maintain quantitative tools
  • Refine XVA and working capital models
  • Contribute to the company's Quant Library
  • Liaise with traders and middle office
  • Coordinate with risk, finance, and IT
  • Assess CVA and FVA for new transactions
  • Support day-to-day trading decisions
  • Maintain liquidity and risk methodologies

Work Experience

  • 3 years

Education

  • Master's degree

Languages

  • EnglishBusiness Fluent

Tools & Technologies

  • Python
  • C++
  • source control
  • continuous integration
  • unit testing
  • regression testing
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of Trafigura and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.

  • Gunvor International B.V., Amsterdam, Geneva Branch

    Risk Officer - Natural Gas(m/w/x)

    Full-timeOn-siteExperienced
    Genf
  • Gunvor International B.V., Amsterdam, Geneva Branch

    Risk Officer - Power(m/w/x)

    Full-timeOn-siteExperienced
    Genf
  • Squarepoint Capital

    Junior Commodities Fundamental Analyst(m/w/x)

    Full-timeOn-siteJunior
    Genf
  • TotalEnergies Gas & Power Ltd

    Quantitative Operational Compliance Analyst Intern(m/w/x)

    Full-timeInternshipOn-site
    Genf
  • WorldQuant

    Experienced Quantitative Strategist(m/w/x)

    Full-timeOn-siteExperienced
    Genf, Zug
View all 100+ similar jobs

Nejo is an AI – results may be incomplete or contain mistakes