The North America Quantitative Analysis team at Trafigura needs modeling and pricing support for U.S. power and gas trading and origination activities.
Requirements
- In-depth knowledge and experience in financial mathematics, including option theory, derivative pricing, and risk analytics.
- Working experience in building large-scale pricing model libraries in a team environment, utilizing software lifecycle collaboration tools such as GitLab or GitHub.
- Development experience in object-oriented programming and design patterns.
- Proficiency in coding with programming languages such as Python, C-Sharp, C++, and/or VBA.
- Working knowledge of database applications, including Amazon Redshift, Oracle, and Snowflake.
- Familiarity with web-based applications such as Streamlit or DASH.
- Knowledge and experience with ETRM/CTRM systems like Allegro or Endur.
Responsibilities
- Developing and maintaining proprietary valuation library and internal pricing tools.
- Participating in and contributing to valuation requests for highly structured transactions.
- Conducting bespoke analyses using historical and forward-looking data.
- Bringing innovative solutions to ongoing modeling efforts.
- Managing mission-critical databases.
- Troubleshooting and enhancing existing data processes and analytics.
- Documenting modeling approaches and methodologies.
Other
- Advanced degree in mathematics, physics, finance, engineering, or computer science.
- Prior experience supporting trading and origination activities.
- Strong verbal and written communication, and good interpersonal skills.
- Minimum of 3-5 years of experience in similar roles within commodity trading, preferably in U.S. power and gas.
- Competency in MS Office applications.
