Market Risk Financial Engineer
Trafigura
Market Risk Financial Engineer
We are seeking an experienced Market Risk Financial Engineer to join our dynamic team. In this role, you will be responsible for developing, maintaining, and enhancing quantitative models and risk metrics used in our market risk management processes. You will also play a crucial role in automating data ingestion and analysis pipelines, ensuring data quality, and monitoring daily operations. This role offers an exciting opportunity to work with cutting-edge technologies and contribute to the development of robust market risk management solutions within a dynamic and challenging environment.
Knowledge Skills and Abilities, Key Responsibilities:
Develop, rewrite, and expand code for quant models and risk metrics (VaR, greeks, PnL).
Automate processes for daily ingestion and analysis of market data.
Validate data quality and ensure the accuracy of market data ingestion pipelines.
Monitor daily operations, ensuring timely ingestion, analysis, and reporting.
Escalate and resolve production issues (data quality, breaches, or pipeline failures).
Support the setup of the production environment, ensuring:
Pipelines and containerized environments meet operational requirements.
Code base structure adheres to best practices for maintainability.
Skills and Qualifications:
Strong programming skills (Python, F#, C++).
Experience with containerization (Docker, Kubernetes).
Expertise in CI/CD pipelines and software architecture.
Knowledge of market risk models and metrics.
Deep understanding of market risk concepts and metrics.
Proven experience managing production environments in a financial or quantitative setting.
Strong analytical, organizational, and leadership skills.
Excellent communication skills for stakeholder interaction and reporting.
Key Relationships and Department Overview:
Front office teams
Risk teams
Risk IT
Senior Management
Equal Opportunity Employer
We are an Equal Opportunity Employer and take pride in a diverse workforce! We do not discriminate in recruitment, hiring, training, promotion or other employment practices for reasons of race, color, religion, gender, sexual orientation, national origin, age, marital or veteran status, medical condition or handicap, disability, or any other legally protected status.