Found Description
Front Office XVA Quantitative Analyst – Commodities XVA & Capital Modelling – Geneva, Switzerland
Cititec are partnered with a leading commodities trading firm seeking a Risk Quantitative Analyst to join their Geneva-based team. This role focuses on the development and implementation of XVA and capital models, supporting front office and risk functions with advanced quantitative analytics.
Key Responsibilities
- Develop, enhance, and maintain XVA models (CVA, DVA, FVA, etc.) across commodities portfolios
- Design and implement capital models to support regulatory and internal risk frameworks
- Build robust quantitative libraries and analytics tools for pricing, exposure, and risk measurement
- Deliver production‑grade code for integration into trading and risk systems
- Conduct advanced quantitative analysis on counterparty credit risk and working capital usage
- Collaborate with traders, structurers, and ris...