As a Quantitative Analyst at Trafigura's xVA desk, I mainly specialize in valuing FVA and CVA, as well as their Greeks, across all the company's positions. My work combines advanced financial modeling with hedging strategies, providing essential support to the firm's trading and risk management operations.I have been a key contributor to the development of a high-dimensional 2-factor HJM model for futures prices of energy-related commodities, including power, gas, oil, carbon, and more, traded across different continents. Leveraging cutting-edge Bayesian inference techniques and MCMC methods—drawing from my research background in physics—I deliver robust model fits and realistic statistical error predictions.Proficient in Python and SQL, I design and implement sophisticated models and computational tools to assist the trading desk and credit risk team. My approach blends technical precision with practical application, driving the integration of quantitative insights into front-office trading and hedging strategies. Committed to innovation, I strive to push the boundaries of financial modeling, delivering reliable and forward-looking solutions for valuation and risk management in the dynamic energy commodities market.