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 Va R 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 ID JN-072024-6470769