Direct message the job poster from HELIUM Conseil - Cabinet de Recrutement
We are recruiting for a Front Office Quantitative Analyst for a major trading group.
This position is based in Geneva, within a globally leading company. We are hiring a Quantitative Analyst specialized in XVA to join an expert team in risk management and financial instrument valuation. This key role will allow you to design and optimize XVA models while contributing to the development of quantitative tools in a challenging and stimulating environment.
Your role and expertise:
* Strong background in mathematics and quantitative modeling / Advanced implementation
* Deep understanding of derivative products and their valuation
* Excellent command of Python (C++ is a plus)
* Ability to structure innovative solutions tailored to market challenges
* Experience in developing quant libraries and implementing advanced models
* Comfortable collaborating with various teams: Trading, Risk, IT, Middle Office
* 5+ years of experience in XVA, ideally in commodities, interest rates, or FX markets (CVA/FVA)
Why you?
If you have an outstanding academic background in applied mathematics, engineering, physics, quantitative finance, or sciences, along with strong expertise in exotic and nonlinear products, this position offers exciting technical challenges and a direct strategic impact on pricing models and risk management.
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Analyst and Finance
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