Quantitative Market Risk Manager

hace 1 mes

Madrid, España Cepsa A tiempo completo

About the business


We are pursuing a transformative strategy agenda called “Positive Motion” which is all about greening our sources of revenue. Within this context Trading competencies are essential to optimize the value from both legacy hydrocarbons and the future molecule flows. It is Trading’s task to maximize value by growing and leveraging the platform. We are actively looking for top talent to join the Middle Office Risk Management Team. The team is involved in analyzing, managing, and preventing risks associated with the activities of CEPSA Trading, based on a deep understanding of the business, processes, and implemented procedures. You´ll help us drive this exciting agenda by handling some of the largest market risks the company is exposed to.


The responsibilities we´ll trust you with


  • You'll lead a team of Quantitative Market Risk analysts providing technical and modelling support Trading and other Business Units (BU) within the Cepsa Group.


  • You'll be responsible for ensuring the accurate monitoring of market, credit, and operational risk at a consolidated level.


  • You'll lead the development of credit models and market risk metrics (such as VaR) for all Trading activities, evolving Market/Credit Risk Models and Metrics.


  • You'll define and enhance various Credit Risk Models and Metrics (including PFE, LGD, PDs, XVAs, Cost of Replacement, etc.) for all Trading activities.


  • You'll coordinate the support and execution of a global platform to publish Trading P&L, Market & Credit exposure, VaR by desk, and produce a consolidated view for senior management reporting.


  • You'll ensure compliance with Market Risk limits for all Trading and other BUs.


  • You'll monitor and coordinate efforts and methodologies to measure hedging effectiveness for different hedging programs within the group.


  • You'll spearhead the development of Market & Credit Risk-specific software and tools for trading (ETRM, proprietary databases and tools, specific algorithms, etc.) and other BUs.


  • You'll support the Front Office in implementing optimal Market/Credit Risk management solutions for each trade.


  • You'll oversee the maintenance and operation of the Price and Market Data Repository for the entire group (GDM).


  • You'll lead the Operational Risk area to drive operational excellence within trading activity.


  • You'll lead Data Science activities to enhance efficiency in Market and Credit Risk model development.


What are we looking for?


We are looking for someone who is motivated and achieves results, has good interpersonal skills, and thrives in fast-paced environments.


Basic Qualifications


  • Ideally 7 years’ experience in mid-office commodity trading organization or on a commodity trading team.
  • Numerate-background bachelor’s degree, e.g. Math, Physics, Engineering or similar.
  • Confidently engage with stakeholders, effectively challenging traders on deals, valuations, positions, and limit mandates.
  • Ability to coach and mentor team members as well as members of other teams who require knowledge or skills that Risk can provide.
  • Fluency in English and Spanish.


Competencies:


  • Analytically inclined with high energy, approaching challenges strategically.
  • Collaborative team player thriving in a team-based environment.
  • Passionate about creating value in trading and financial markets.
  • Self-starter with superior analytical and problem-solving skills.
  • Effective planner and organizer, working towards ambitious targets.


An inclusive and rewarding place to work:


There has never been a more exciting time to work at CEPSA, where we prioritize a positive work environment, offer extensive benefits, and value diversity. Our commitment to inclusivity is apparent through initiatives supporting people with disabilities, addressing, and actively closing gender gaps, and promoting equality regardless of sexual orientation or gender identity. Additionally, CEPSA provides tremendous learning and development opportunities to craft your career path. Join CEPSA for a workplace where your ideas matter, your skills grow, and your potential unfolds.

  • Quantitative Market Risk Manager

    hace 1 mes

    Madrid, España CEPSA TRADING, S.A.U A tiempo completo

    About the business We are pursuing a transformative strategy agenda called “Positive Motion” which is all about greening our sources of revenue. Within this context Trading competencies are essential to optimize the value from both legacy hydrocarbons and the future molecule flows. It is Trading’s task to maximize value by growing and leveraging...

  • Quantitative Market Risk Manager

    hace 1 mes

    Madrid, España CEPSA A tiempo completo

    About the business   We are pursuing a transformative strategy agenda called “Positive Motion” which is all about greening our sources of revenue. Within this context Trading competencies are essential to optimize the value from both legacy hydrocarbons and the future molecule flows. It is Trading’s task to maximize value by growing and...

  • Esg Risk Manager – Management Consulting

    hace 3 semanas

    Madrid, España Paritas Recruitment - Risk A tiempo completo

    K Posted byManager – Risk Management & Quantitative AnalyticsA dynamic and progressive Consulting firm are seeking a bilingual ESG Risk Manager for their office in Madrid.ESG Risk Manager – Management Consulting (Madrid) A leading boutique Consulting firm is seeking an ESG Risk Manager to join their team in Madrid. You will have recent experience...

  • Head Quantitative Risk BME Clearing

    hace 2 días

    Madrid, España SIX A tiempo completo

    What You Will Do Leading and managing the CCP Quantitative risk team of BME Clearing in coordination with the Swiss Quantitative risk team, creating comprehensive quant risk methodologies, performing specific quant risk analysis, identifying potential risk and mitigation strategies Ensuring that risks are appropriately quantified with legality and conformity...

  • Quantitative Market

    hace 4 semanas

    Madrid, España Cepsa A tiempo completo

    **Fecha**: 30-ene-2023 **Ubicación**: Madrid, España, España **Empresa**: 00L6-CEPSA TRADING, S.A.U What do we expect from you? **Key responsibilities**: Interaction with other departments in highly cross functional projects. Develop solutions to help other trading departments leveraging on quant skills (trainings, user friendly work arounds,...

  • Quantitative Risk Analyst

    hace 4 semanas

    Madrid, España Axpo Group A tiempo completo

    **Workload: 100%** Join Axpo as a Quantitative Risk Analyst within our Risk team at Axpo Iberia and contribute to enhancing our trading and risk management processes. In this pivotal role, you’ll leverage your deep understanding of quantitative finance to influence and optimize our risk assessment and management strategies. This position offers a unique...

  • Quantitative Market Analyst

    hace 1 mes

    Madrid, España Ebury A tiempo completo

    Ebury is a hyper-growth FinTech firm, named in 2021 as one of the top FinTechs to work for by Glassdoor and AltFi. We offer a range of products including FX risk management, trade finance, currency accounts, international payments and API integration. **Expected Areas of involvement**: **Risk Modelling**: - Conduct quantitative research with both financial...

  • Quantitative Analist Senoir

    hace 3 semanas

    Madrid, Madrid, España Robert Walters A tiempo completo

    We are looking for a Senior Quantitative Analyst with 3-4 years of experience for an International Asset Management Company located in Madrid. The Quantitative Risk Analyst will support the risk modelling and stress testing activities of the team. These activities include design, production and maintenance of risk models covering the entire investment risk...

  • Quantitative Python Market Analyst

    hace 1 mes

    Madrid, España Ebury A tiempo completo

    Ebury is a hyper-growth FinTech firm, named in 2021 as one of the top FinTechs to work for by Glassdoor and AltFi. We offer a range of products including FX risk management, trade finance, currency accounts, international payments and API integration. **Expected Areas of involvement**: **Risk Modelling**: - Conduct quantitative research with both financial...

  • Market Risk Analyst

    hace 1 mes

    Madrid, España Global Energy Management A tiempo completo

    **About US (GEMS)**: ENGIE Global Energy Management & Sales (GEMS) provides energy supply solutions and risk management services to support its clients through their decarbonization journey, while optimizing ENGIE’s assets and contributing to value creation. ENGIE is a global reference in low-carbon energy and services with a leading energy management...

  • Lead Principal Auditor

    hace 1 mes

    Madrid, España Deutsche Bank A tiempo completo

    Posting Title: Lead Principal Auditor - Market Risk and Counterparty Credit Risk **Details of the role and how it fits into the team** Group Audit is seeking a Lead Principal Auditor (Lead PA) to join the Market Risk and Counterparty Credit Risk team. The team currently has presence in two different locations: London and Berlin and looking to expand its...

  • Senior Manager Risk Advisory Spain

    hace 1 mes

    Madrid, España Michael Page A tiempo completo

    ¿Dónde vas a trabajar? International Risk Advisory Firm ¿Qué harás en tu nuevo puesto? Initiation, expansion and coordination of company project activities in Spain, with ultimate responsibility for delivery and the economic performancesDevelopment of specific skills in the Spanish market, with a targeted local hiring plan, and management of working...

  • Manager Credit Risk Management

    hace 1 mes

    Madrid, España DataTech Analytics A tiempo completo

    Description Manager Risk Management & ESG - Madrid, Spain - J12762 - Competitive Salary (DOE) An exciting opportunity to join an independent consulting firm specialising in finance, risk and strategy and with extensive global experience and industry recognition in the financial services. The role is to strengthen their consulting team with an...

  • Senior Manager Risk Advisory Spain

    hace 4 semanas

    Madrid, Madrid, España Michael Page A tiempo completo

    ¿Dónde vas a trabajar? International Risk Advisory Firm ¿Qué harás en tu nuevo puesto? Initiation, expansion and coordination of company project activities in Spain, with ultimate responsibility for delivery and the economic performancesDevelopment of specific skills in the Spanish market, with a targeted local hiring plan, and management of working...

  • Lead Modeller Spain

    hace 2 semanas

    Madrid, España Buscojobs ES C2 A tiempo completo

    Your field of responsibility The Quantitative Strategies Group at Credit Suisse is a modeling, analytics and trading risk group, whose mandate is to work as an integrated part of the Quantitative Analysis and Technology (QAT) team. The QAT team reports to the Chief Risk and Compliance Officer. Market risk modelers within the Quantitative Strategies Group are...

  • Manager Credit Risk Management

    hace 3 semanas

    Madrid, España Datatech Analytics A tiempo completo

    Manager Risk Management & ESG - Madrid, Spain - J12762 - Competitive Salary (DOE) An exciting opportunity to join an independent consulting firm specialising in finance, risk and strategy and with extensive global experience and industry recognition in the financial services. The role is to strengthen their consulting team with an entrepreneurial and...

  • Senior Quantitative Analyst

    hace 1 día

    Madrid, España Repsol A tiempo completo

    At Repsol, we are committed to equality and do not request personal information.We believe that diversity contributes to innovative ideas and provides added value that enables us to benefit from mutual learning and perform our best work. Here, what counts is your experience and your ability to create value. We offer you the opportunity to grow...

  • Manager Risk Management and Esg

    hace 1 mes

    Madrid, España True North Partners A tiempo completo

    Hiring for **Manager Risk Management** **with experience in ESG (Spain)** True North Partners LLP is an independent consulting firm with presence in Amsterdam, Frankfurt, Johannesburg, London and Madrid. We have extensive global experience and industry recognition in the financial services, risk management and finance communities. True North Partners is...

  • Senior Consultant

    hace 2 días

    Madrid, España Selby Jennings A tiempo completo

    Role: Senior Consultant - Financial Risk Location: Madrid, Spain Join a leading independent consulting firm with a global presence across major financial centers. They're seeking a driven and adaptable Senior Consultant specializing in financial risk management to join their team. With a focus on innovation and tailored solutions, you'll play a key role in...

  • Consultant Credit Risk Modelling

    hace 4 semanas

    Madrid, España DataTech Analytics A tiempo completo

    Description Consultant Credit Risk Modelling - Madrid, Spain - J12764 - Competitive Salary (DOE) An exciting opportunity to join an independent consulting firm specialising in finance, risk and strategy and with extensive global experience and industry recognition in the financial services. The role is to strengthen their consulting team with an...