Main Purpose:

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The North America Quantitative Analysis team at Trafigura provides modeling and pricing support for our North America trading and origination activities, with a primary focus on U.S. power and gas.We are seeking a highly motivated professional who aspires to excel in one of the leading global commodity trading organizations. Join us to contribute to our continued success in areas requiring quantitative expertise.

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Knowledge Skills and Abilities, Key Responsibilities:

Skills and Qualifications:

• Advanced degree in mathematics, physics, finance, engineering, or computer science.
• Prior experience supporting trading and origination activities.
• 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#, 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.
• Competency in MS Office applications.
• 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.

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Key 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.

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