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 risk managers to support deal pricing and portfolio optimization
• Improve model performance, scalabili...