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Added 02/07/2024
- International scope
- Fast moving company
About Our Client
Our client, based in Geneva, is a commodity trading house.
Job Description
- Review positions and strategies, make sure prices and positions aligned properly by MO.
- Dissect reported p&l in alignment with pnl related to position and pnl not related to positions (eg:
crushing margin mark-to-market and mtm reverse, timing adjustment etc.).
- Support desks with VaR analysis for global product lines.
- Report and discuss with platform risk manager regularly on market updates in order to refine
market analysis.
- Support platform risk manager, in collaboration with risk system team to carry out the following
activities in order to support commercial hedging strategies:
- Update / refine / expand non-deterministic fundamental price modeling using ensemble weather
data.
- Evaluate option implied volatilities to identify optimal option hedging opportunity.
- Improve existing analysis on basis hedge strategies.
The Successful Applicant
* 5-7 years experience in similar role* Strong understanding of non-deterministic modeling and risk valuation methodologies.* Commodities experience, preferably in grains and oilseeds market (or other agriculture products)* Python experience required* Options experience required
What's on Offer
International scope, close to the traders.
Job summary
- Job Function
- Commodity Trading
- Specialisation
- Senior Trader
- Industry
- Energy & Natural Resources
- Location
- Geneva
- Contract Type
- Permanent
- Consultant name
- Clémence Guillet
- Job Reference
- JN-072024-6470769
