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Central Risk Book Quantative Trader

Entreprise
Cargill International SA
Lieu
Grand-Lancy
Date
21.02.2026
Référence
250020

About Us

Cargill, a family-owned company, is dedicated to providing food and agricultural solutions that nourish the world safely, responsibly, and sustainably. Positioned at the core of the supply chain, we partner with producers and customers to source, create, and deliver essential products that support healthy living. Our mission enables business growth, community prosperity, and enhances consumer well-being.

Our Enterprise

This role is situated within our Ag & Trading enterprise, where we connect global producers and users of grains and oilseeds through origination, trading, processing, and distribution. Our team also provides various farmer services and risk management solutions.

Role Overview

As part of our commitment to excellence, we are developing a centralized execution platform within the technology department. We are seeking an experienced individual to lead the implementation and manage risk within the Central Risk/Liquidity Book, utilizing this innovative platform. This position will work closely with the systematic trading team within the World Trading Group.

Key Responsibilities

  • Lead the construction of the Central Risk Book (CRB), managing risk and optimizing returns through collaboration with the centralized execution platform team.
  • Work together to enhance execution algorithms, aiming to minimize overall slippage.
  • Optimize the execution of flows across the entire supply chain, integrating proprietary trading and hedging by utilizing netting or scheduling with intraday/overnight risk-taking strategies.
  • Develop a market-making tool within the book that empowers proprietary traders and merchants/hedgers to engage in internal trading.
  • Establish an independent high-frequency systematic overlay program using both public and proprietary data.

Qualifications

  • 5-10 years of experience in Central Risk Book trading and researching futures and options.
  • Hands-on programming expertise in Python, SQL, C++, and C#/Java, focusing on tick and client flows data.
  • Proven success in systematic market making at a high frequency.
  • Demonstrated achievements in systematic trading at higher frequencies.
  • Exceptional communication and collaborative skills, with a strong history of driving change within an organization.

Déposer ma candidature

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