Market Risk Data Engineer

Main Purpose:

Knowledge Skills and Abilities, Key Responsibilities:

Knowledge, Skills and Abilities

Technical Skills

• Strong programming skills: Python (Pandas, NumPy, PySpark), SQL

• Strong Big Data & Cloud skills: Spark, Databricks, Snowflake, AWS/Azure/Google Cloud, Delta Lake

• Strong Database Management skills: PostgreSQL, TimescaleDB, ClickHouse, KDB+, MongoDB

• Data Pipeline & ETL

• Infrastructure & DevOps

• APIs & Integration

Financial and Market Risk knowledge

• Understanding of market risk concepts (VaR, Greeks, PnL attribution, risk factors).

• Experience working with market data providers (Bloomberg, Reuters, ICE, CME, Platts).

• Knowledge of commodity trading, derivatives pricing, and risk factor modeling is a plus.

Soft Skills

• Strong problem-solving ability with a focus on automation and efficiency.

• Ability to work closely with risk analysts, quants, and IT teams in a fast-paced environment.

• Excellent communication skills, capable of translating technical data concepts for risk managers.

Key Responsibilities

Data Architecture and Infrastructure

• Design and maintain a scalable data architecture to support real-time and batch market risk calculations.

• Implement ETL/ELT pipelines to ingest market data, trade data, and risk factor data.

• Ensure efficient data storage solutions (e.g., time-series databases, columnar databases, cloud data warehouses).

• Collaborate with Risk IT to integrate data solutions into enterprise-wide infrastructure.

Market & Trade Data Management

• Develop automated pipelines to ingest, clean, and normalize financial market data (prices, volatilities, curves, spreads, correlations).

• Ensure consistency and quality of trade data, handling multiple data sources and different trade booking conventions.

• Work closely with Quantitative Developers and Risk Analysts to provide structured and accessible datasets for risk modelling.

Data Quality and Validation

• Implement data validation frameworks to detect anomalies, missing data, and inconsistencies in risk factor time series.

• Develop real-time data monitoring dashboards for market risk data integrity.

• Implement automated alerting systems for breaches or data discrepancies

Risk Model Data Support

• Work with Market Risk Analysts and Quants to optimize market risk deliverables calculations.

• Ensure efficient data structures for high-performance risk calculations (e.g., Monte Carlo simulations, backtesting).

• Support the deployment of new pricing and risk models by ensuring seamless data accessibility.

Performance Optimization and Automation

• Implement parallel processing and distributed computing techniques to speed up data ingestion and transformation.

• Optimize database queries, indexing, and caching for fast retrieval of large datasets.

• Automate recurring data processing tasks to improve operational efficiency.

Key Relationships and Department Overview:

Key relationships

Traders, Market Risk Managers, Risk IT

Department

The Market Risk team at Trafigura plays a vital role in monitoring and managing the company's exposure to market risks across its global trading operations. As one of the world's largest independent commodity trading companies, Trafigura deals in a wide range of physical and derivative commodity markets, including oil and petroleum products, metals and minerals, and bulk commodities.

Equal Opportunity Employer

We are an Equal Opportunity Employer and take pride in a diverse workforce! We do not discriminate in recruitment, hiring, training, promotion or other employment practices for reasons of race, colour, religion, gender, sexual orientation, national origin, age, marital or veteran status, medical condition or handicap, disability, or any other legally protected status.