Risk Quant Analyst

Global Energy Transition

Geneva, Switzerland
Xva and working capital models
Quantitative library development
Python and/or c++ programming
Develop and maintain methodologies and quantitative tools for XVA and working capital models, contributing to a Quant Library in a leading commodity house

Job Summary

  • Develop and maintain methodologies and quantitative tools for XVA and working capital models, contributing to a Quant Library in a leading commodity house.
  • Liaise with stakeholders across Traders, MO, Risk, Finance, Credit, and IT, assessing the risk (CVA and FVA) associated with every new transaction.
  • The Market Liquidity Risk team plays a critical role in assessing and managing liquidity, funding, and valuation risks, supporting day-to-day trading decisions and profitability.

Matching Summary

Develop and maintain methodologies and quantitative tools for XVA and working capital models, contributing to a Quant Library in a leading commodity house.

Skills & Requirements

Must-have

  • XVA and working capital models
  • Quantitative Library development
  • Python and/or C++ programming
  • Production quality code delivery
  • Derivatives modelling concepts

Nice-to-have

  • Ownership and accountability
  • Attention to detail
  • Clear communication to non-technical stakeholders
  • Resilience in fast-paced environment
  • Analytical thinking for commercial insight

Key Requirements

  • 3+ years working experience
  • Master’s or higher numerate degree

Work Rights

Not specified

Tailored Resume

Cover Letter