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Our client is a leading international oil trading house, with a diversified portfolio spanning crude oil, refined products and energy derivatives. Operating across global markets, the firm is known for its rigorous risk culture and the quality of its trading infrastructure.br* Design, implement and continuously improve the market risk framework (price, FX, interest rate) across physical and paper portfoliosbr* Monitor daily PL, positions, VaR, Greeks and exposure limits; escalate breaches with clear analysisbr* Produce risk reporting for the CFO, COO and Risk Committee, with actionable recommendationsbr* Manage counterparty and credit risk: scoring, credit limits, collateral and margin callsbr* Contribute to hedging strategy design and optimisation in close collaboration with tradersbr* Drive cross-functional projects: CTRM implementation, stress testing, regulatory compliancebrA high-growth, multi commodity companybrGeneva as a strategic hub for the growth of the companybr* Engineering degree from a top-tier university (École Polytechnique, EPFL, ETH Zürich, Imperial, TU Delft or equivalent) ideally complemented by a Master's in quantitative finance, financial engineering or applied mathematicsbr * 7+ years of risk management experience in commodities, with mandatory exposure to oil markets (crude and/or refined products)br * Strong command of energy derivatives (futures, swaps, options) and physical trading mechanicsbr * Expertise in VaR methodologies, stress testing, risk limits frameworks and collateral managementbr * Hands-on experience with CTRM platforms (Openlink, Triple Point, Brady or equivalent)br * Advanced proficiency in Python, SQL and Excel for quantitative analysis and automationbr * Fluent English required. French is as assetbr* Competitive package: strong base salary + discretionary performance bonusbr * Direct visibility with C-suite and senior trading leadershipbr * Intellectually demanding, international environment...
