Risk Quant Analyst

Mid-level Risk Quant Analyst role in Geneva at commodity traders Trafigura, focusing on XVA and working capital models, quantitative tool development, and risk assessment for new transactions.

This position involves joining a team responsible for XVA and working capital models, contributing to a Quant Library, and supporting risk evaluation for every new transaction within a leading global commodity trading firm.

Responsibilities

• Develop and maintain quantitative methodologies and tools for risk analysis
• Collaborate with stakeholders including traders, middle office, risk, credit, and IT teams
• Evaluate CVA and FVA risks for each new transaction

Requirements

• Minimum 3 years of experience, ideally in XVA quant roles within commodity trading
• Strong analytical and mathematical abilities
• Familiarity with derivatives modeling concepts
• Proficiency in Python and/or C++ programming
• Experience creating production-ready code using source control, continuous integration, and unit/regression testing

Nice to have

• Familiarity with working capital or cash at risk models in the physical commodity sector
• Master’s or higher degree in a quantitative field such as Maths, Engineering, Physics, Science, or Finance

About the company

The Market Liquidity Risk team at Trafigura is central to managing liquidity, funding, and valuation risks across global trading operations. It develops and maintains XVA, working capital, and liquidity models that directly support trading decisions, combining quantitative precision with commercial insight to enhance profitability and capital efficiency.

• Team is integral to the trading floor, combining quantitative rigor with commercial awareness
• Supports profitability, capital efficiency, and disciplined risk-taking across the Group
• Develops and maintains XVA, working capital, and liquidity models for daily trading decisions