Company Overview
Vitol is a leader in energy and commodities, producing, managing and delivering energy and commodities to consumers and industry worldwide.
In addition to its primary business of trading, Vitol is invested in infrastructure globally, with significant investments in long-term assets.
Job Description
We are developing a new valuation and risk engine within our Commodities Trading Risk Management (CTRM) system. We seek strong Python developers with expertise in risk modeling and quantitative finance.
As a core member of the Risk & PnL team building the new risk engine, you will:
* Leverage core components of the new risk engine and other parts of the CTRM to produce reports, tools and functionalities required by the business.
* Explore functional designs with the Dev team and business stakeholders, translating them into technical designs and implementing them in short development cycles.
* Gain a deep understanding of our trading business, specifically deal structures and risk management concepts.
This role will be at the crossroads of the development of the new valuation and risk engine, facing both business priorities and technical challenges. You will often encounter ambiguous problems requiring you to define not only the answer but also the question.
Requirements
To succeed in this role, you must have:
* Python: 3+ years developing enterprise-level solutions with proficiency in robust, maintainable and extensible code.
* C++: Some professional experience in C++ development.
* University degree (Bachelor or Master) in Computer Science, Financial Engineering or equivalent.
* Entrepreneurial drive, ability to work independently and as part of a team.
* Excellent communication and interpersonal skills, including full proficiency in English for verbal and written communication.
Bonus Qualifications
The following qualifications will help you stand out:
* Experience with derivative risk concepts, including option pricing and Greek risk measures, ideally in commodities.
* Experience with PL/SQL or similar procedural DB programming languages.
* Development experience with UIs in React.