Vitol logo

Python Developer / Risk Strategist (Front Office Risk Systems)

Vitol
Full-time
On-site
Geneva Geneva Switzerland
Vitol
Company Description

Vitol is a leader in energy and commodities. Vitol produces, manages and delivers energy and commodities to consumers and industry worldwide. In addition to its primary business of trading, Vitol is invested in infrastructure globally, with $10+billion invested in long-term assets.

Vitol’s customers include national oil companies, multinationals, leading industrial companies and utilities. Founded in Rotterdam in 1966, today Vitol serves its customers from some 40 offices worldwide. Revenues in 2023 were $400bn.

For more information: vitol.com

Job Description

In order to better equip the front office teams, we are developing a new valuation and risk engine within this CTRM. We are looking for strong Python developers with an affinity for risk modelling 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 the reports, tools and functionalities required by the business
Explore functional designs with the rest of the Dev team and with the business, translate them into technical designs and implement them in short development cycles
You will need to gain a deep understanding of our trading business, specifically deal structures and risk management concepts

As a Risk Strat you will be at the crossroads of the development of this new valuation and risk engine, facing both business priorities and technical challenges. You will often face ambiguous problems requiring you to define not only the answer but also the question.

Qualifications

What you need to bring

Python: 3+ years developing with Python on enterprise-level solutions. Demonstrated experience in the development of robust, maintainable and extensible Python code
C++: Some professional C++ development experience
University degree (Bachelor or Master) in Computer Science, Financial Engineering, or equivalent
Entrepreneurial drive, ability to work independently as well as in a team
Excellent communication and interpersonal skills. Full proficiency communicating in English in a business context (verbal & written)

Additional Information

Qualifications that will help you stand out

Some experience with derivative risk concepts including option pricing and Greek risk measures, ideally in Commodities
Some experience with PL/SQL (preferred) or a similar procedural DB programming language (e.g. T-SQL)
Some experience in developing UIs in React