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.ResponsibilitiesDevelop, enhance, and maintain XVA models (CVA, DVA, FVA, etc.) across commodities portfoliosDesign and implement capital models to support regulatory and internal risk frameworksBuild robust quantitative libraries and analytics tools for pricing, exposure, and risk measurementDeliver production-grade code for integration into trading and risk systemsConduct advanced quantitative analysis on counterparty credit risk and working capital usageCollaborate with traders, structurers, and risk managers to support deal pricing and portfolio optimizationImprove model performance, scalability, and computational efficiencyContribute to model validation, documentation, and governance processesSupport working capital risk analytics, including liquidity usage and funding considerationsRequired Skills & ExperienceStrong experience in XVA modelling (CVA, DVA, FVA; knowledge of KVA/MVA a plus)Proven background in a quantitative role within commodities or financial marketsExcellent programming skills in Python (essential)Strong experience with C++ (preferred) for performance-critical systemsExperience writing production-quality, scalable codeExperience working with large datasets and distributed computing environmentsStrong analytical mindset with attention to detailAdvanced degree (MSc/PhD) in Mathematics, Physics, Engineering, or related fieldPreferred QualificationsExperience in physical commodities trading environments (energy, metals, or agriculture)Familiarity with working capital and liquidity risk in trading businessesExperience with model validation or quantitative risk governance
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