Market Risk Financial Engineer

Mid-level Market Risk Financial Engineer role at Trafigura in Geneva, focusing on agentic AI and automation for commodity trading risk analysis. Requires Python, AI agent frameworks, and market risk expertise.

This role sits at the crossroads of commodity trading and advanced AI, creating automated workflows and analytical tools to support trading decisions. It spans from developing production-grade systems to conducting rapid, ad hoc analyses in a fast-paced trading environment.

Responsibilities

• Create and implement AI-driven workflows to automate risk reporting, data analysis, and P&L tracking.
• Build and maintain data pipelines for daily market data ingestion, ensuring scalability and reliability.
• Develop and refine quantitative risk models, including VaR, Greeks, and P&L attribution, across commodity asset classes.
• Ensure data quality and resolve production issues in market data pipelines.
• Lead adoption of agentic AI by creating reusable AI agents and engineering frameworks for the market risk team.
• Stay updated on advancements in agentic AI, such as LLM orchestration and multi-agent systems, and assess their use in risk workflows.

Requirements

• 2–4 years of experience in market risk, quantitative finance, or analytics within commodity trading or financial services.
• Advanced Python programming skills.
• Practical experience with agentic AI, including LLM APIs, agent frameworks (e.g. LangChain, AutoGen, Claude API), or multi-agent orchestration.
• Strong grasp of market risk metrics: VaR, Greeks, stress testing, scenario analysis, and P&L attribution.
• Proficiency in CI/CD, containerized environments (Docker/Kubernetes), and software architecture best practices.
• Experience managing production systems in financial or quantitative settings, including incident response and data quality assurance.
• Excellent English communication skills (C2 level or equivalent), capable of explaining technical topics to both technical and business audiences.

Nice to have

• Master’s degree or higher in Computer Science, Mathematics, Engineering, Physics, or a related quantitative field.
• Experience with cloud data platforms (e.g. Snowflake, Databricks) and visualization tools (e.g. Tableau, Power BI) for building production-ready risk dashboards.
• Familiarity with multi-commodity markets (oil, metals, power/gas) and associated data providers and conventions.

About the company

The Market Risk team at Trafigura is globally integrated and embedded within the company’s commodity trading operations, covering oil, metals, and power/gas. It collaborates directly with trading teams to manage risk across the trade lifecycle and is actively investing in AI and automation to enhance analytics. The team values innovation, initiative, and technical excellence, with strong visibility to senior leadership.

• Globally integrated team embedded in commodity trading operations.
• Direct collaboration with commercial and trading teams to manage risk across the trade lifecycle.
• Strong quantitative focus with active investment in AI and automation.
• Collegial, intellectually driven environment that encourages innovation and initiative.
• High visibility to senior leadership.