Senior Quantitative Analyst
Senior Quantitative AnalystSolicitar locations Campus Repsol-Madrid
Time type: Tiempo completo
Posted on: Publicado hace 2 días
Time left to apply: Fecha final: 20 de enero de 2025 (Quedan 21 días para realizar la solicitud)
Job requisition id: 72887
En Repsol apostamos por las personas, por eso el equipo humano que formamos reúne a profesionales con una amplia variedad de trayectorias, habilidades y culturas.
La combinación de tal riqueza de talentos y recursos permite crear equipos diversos, comprometidos y dinámicos que trabajan para hacer realidad los objetivos de la compañía y nos impulsan hacia el éxito.
Al mismo tiempo, promovemos espacios de trabajo inclusivos que contribuyan a que las personas pueden desarrollar todo su potencial profesional, fomentando el trabajo en equipo y la colaboración entre las distintas áreas de Repsol.
Por ello, estamos comprometidos con la igualdad de oportunidades, la diversidad y la inclusión, desarrollando procesos de selección accesibles, basados en capacidades y libres de cualquier forma de discriminación.
Key Information:Department: Wholesale Gas Trading Control
Location: Madrid, España
Experience: +8 years
Requirements: Bachelor Degree + 8+ years of work experience in a quantitative research, trading or risk management capacity related to Energy markets.
The team you join:The Quantitative Analysis Team reports to the Wholesale Gas Trading Control & Administration Management Unit, and provides advanced analytic solutions to help optimize Wholesale Gas Trading's European portfolio/assets, while effectively managing risk, so it´s a key position for Wholesale Gas Trading.
The Role:Among the role's responsibilities will be to work closely with a number of other departments, in particular Front Office, Middle Office, Back Office, Credit, Corporate Risk, Process Support, Accounting, and other corporate departments.
This role is strongly recommended for a senior analyst with a strong commodities background as well as a strong desire to develop a career with an integrated international energy company that offers growth and diversity. You will be successful if:You are a dynamic person, with high analytical capabilities and with strong knowledge of Europe's Natural Gas markets, to be able to have a good understanding of the operations carried out in our business (both physical operations and financial instruments).
Responsibilities:Develop and maintain sophisticated quantitative models that support business needs for WGT's gas, LNG, and power businesses.
Conduct Stress testing/PFE, and Value at Risk analyses for portfolio of diverse regions and strategies.
Model portfolio Assets/AMAs to build hedging/optimization strategies.
Support Pre-Deal evaluations and Computation of performance metrics for trade books appropriately incorporating risk characteristics.
Implementation/Technical support of these developments in the official systems.
Communication and dialogue with other business areas (Front Office, Middle Office, Back Office, Credit, Process Support, Accounting, Compliance).
Requisitions:Bachelor's degree or higher in Engineering, Finance, Math, or Business.
8+ years of work experience in a quantitative research, trading or risk management capacity related to Energy markets.
Good understanding of option pricing theory, derivatives, mathematical finance, and stochastic calculus.
Technical expert in modeling /developing valuation & risk models/ analyzing structured transactions.
Familiarity with Microsoft Excel and programming concepts are essential; Experience with VBA and SQL Server are a plus.
Previous experience with quantitative risk tools (i.e.
FEA, Lacima, etc.)
and knowledge of ETRM systems (i.e.
Allegro).
Proficiency in Spanish and English.
Experience with European LNG and Gas Products is highly recommended.
#LI-LP1Habilidades requeridas Fecha fin de publicación:20-01-2025
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