Cititec are partnered with a leading commodities trading firm seeking a Risk Quantitative Analyst to join their Geneva-based team. This role focuses on the development and implementation of XVA and capital models, supporting front office and risk functions with advanced quantitative analytics.
Responsibilities
* Develop, enhance, and maintain XVA models (CVA, DVA, FVA, etc.) across commodities portfolios
* Design and implement capital models to support regulatory and internal risk frameworks
* Build robust quantitative libraries and analytics tools for pricing, exposure, and risk measurement
* Deliver production-grade code for integration into trading and risk systems
* Conduct advanced quantitative analysis on counterparty credit risk and working capital usage
* Collaborate with traders, structurers, and risk managers to support deal pricing and portfolio optimization
* Improve model performance, scalability, and computational efficiency
* Contribute to model validation, documentation, and governance processes
* Support working capital risk analytics, including liquidity usage and funding considerations
Required Skills & Experience
* Strong experience in XVA modelling (CVA, DVA, FVA; knowledge of KVA/MVA a plus)
* Proven background in a quantitative role within commodities or financial markets
* Excellent programming skills in Python (essential)
* Strong experience with C++ (preferred) for performance-critical systems
* Experience writing production-quality, scalable code
* Experience working with large datasets and distributed computing environments
* Strong analytical mindset with attention to detail
* Advanced degree (MSc/PhD) in Mathematics, Physics, Engineering, or related field
Preferred Qualifications
* Experience in physical commodities trading environments (energy, metals, or agriculture)
* Familiarity with working capital and liquidity risk in trading businesses
* Experience with model validation or quantitative risk governance
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