Quantitative Risk Analyst

Recruiter
Swisslinx
Location
Geneva, Switzerland
Salary
Competitive
Posted
14 Aug 2022
Closes
07 Sep 2022
Ref
16379063
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Our client is an international and reputable Commodity Trading group.

On behalf of our client, Swisslinx is looking for a hands-on and motivated Quantitative Risk Analyst to actively participate to the development of their Risk team in Geneva.

Your mission

- Participate in the implementation, maintenance and support of VaR calculations, stress test methodologies, risk simulation and back-testing tools
- Identify and implement enhancements to risk metrics and system
- Advise and identify issues with VAR and other metrics calculation and methodology
- Streamline and improve processes such as data quality checks, and automate operations. Aggregate data from various sources, and maintain disciplined data science practices.
- Produce and analyses risk reports
- Keep up to date on risk and risk technology developments
- Proposes solutions to the Business to optimize physical and financial risk management, in-line with risk policies
- Maintain regular communications with Trading, Risk, Research and IT departments
- Be the backup of other Quantitative Risk Analyst(s)
- Handle special assignments in risk assessment as needed for structured and bespoke transactions
- Develop and "upgrade" Risk Officer specialists to ensure that the necessary resources are in place to effectively support the objectives of Management for the Risk function, including analytic/quantitative tools
- Develop and implement quantitative risk models and metrics for trading operations
- Apply and conducts quantitative and qualitative analysis of the market and portfolios to provide value adding decision support

Your background

- A least 3-5 years of experience in a similar function within commodities trading
- University Degree in a Quantitative field
- Advanced Knowledge of physical commodities trading (ideally energy, or metals) and derivatives/options
- Knowledge of portfolio management theory (hedging and investment strategies), and risk management tools (VaR, stress tests)
- Good knowledge of SQL and solid understanding of databases and their design
- Programming experience or advanced knowledge of programming concepts, fluency in at least one programming language/software, such as Visual Basic, Python, C+/C#, and R preferred. An experience with .NET developments is a plus
- Advanced user of Excel
- Excellent interpersonal skills and a team player
- Fluent in English, French an asset

What's on offer

Our client is one of world's largest commodities trading groups. You will a be key asset for the company and have the opportunity to actively contribute to the development of the Quant Risk team and activities.
By applying for this position, I consent to the Swisslinx Group of companies:
- storing my personal information (including name, contact details, Identification and CV information etc.) on their internal or external servers for the purpose of informing me of potential employment opportunities
- using my personal information or
- supplying it to third parties upon express consent for the purpose of informing me of potential job opportunities
- transferring where applicable my personal information to a country outside the EEA/EFTA

I also hereby agree to the Swisslinx privacy policy (http://www.swisslinx.com/en/legal/privacy-policy) and Terms of Use (http://www.swisslinx.com/en/legal/disclaimer)

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