Quantitative Market Risk Analyst
hace 3 meses
.About the businessWe 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 withRisk Management Support :Provide risk management support for all commodity lines: Crude, Products, Gas, Power, Emissions, Renewables, and FX businesses.Demonstrate a deep knowledge of the physical markets for each commodity line.Identify, measure, and aggregate market, credit, and other financial risks.Understand and measure risk through appropriate practices and processes.Risk Evaluation and Mitigation :Responsible for ensuring the accurate monitoring of market, credit, and operational risk at a consolidated level.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.Ensure compliance with Market Risk limits for all Trading and other BUs.Evaluate and mitigate enterprise and business exposures across CEPSA Trading.Identify key and emerging risks.Assess alignment with CEPSA's risk strategy and appetite.Financial Modeling :Define and enhance Market Risk Metrics around VAR, Stress Testing, Drawdown, Volumetric Risk Measures, etc.Contribute to modeling financial risk, including cashflow/liquidity forecasting.Define and enhance various Credit Risk Models and Metrics (including PFE, LGD, PDs, XVAs, Cost of Replacement, etc.) for all Trading activities.Research and collect data relevant to stress testing and financial risk analysis.Data Management and Analytics :Properly store, manage, update, and document data sources according to CEPSA Group standards.Merge multiple datasets and transform data for analytics.Create univariate analyses to explore relationships within the data.Model Calibration and Validation :Conduct initial calibration of proprietary and off-the-shelf models used for pricing complex and structured deals.Review model calibration throughout the life cycle of complex deals as market conditions change.Back-test models for validation purposes.Develop complex models, methodologies, libraries, and forward curves.Help manage the maintenance and operation of the Price and Market Data Repository for the entire group (GDM)
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Quantitative Risk Analyst
hace 3 meses
Madrid, España SIX Group AG A tiempo completoBME - Bolsas y Mercados Españoles - impulsa la transformación de los mercados financieros y pertenece a SIX, el tercer grupo bursátil más grande de Europa. Lo que nos hace diferente, nos impulsa a avanzar: entre raíces locales y relevancia global, somos una mezcla única de tradición y futuro, de cimientos y crecimiento. Apreciamos el valor de mentes...
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Quantitative Risk Analyst
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Madrid, España Six Group Services Ltd. A tiempo completoMadrid | Working from home up to 60% | Referencia 6579As Quantitative Risk Analyst of BME Clearing, you will be a key member of our BME Clearing Quantitative Risk team.Your primary responsibility is to develop, calibrate, implement and review quantitative risk methodologies of the Central Counterparty (CCP), enhancing the existing quantitative risk...
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Quantitative Risk Analyst
hace 3 meses
Madrid, España Six Group Services Ltd. A tiempo completoMadrid | Working from home up to 60% | Referencia 6579As Quantitative Risk Analyst of BME Clearing, you will be a key member of our BME Clearing Quantitative Risk team. Your primary responsibility is to develop, calibrate, implement and review quantitative risk methodologies of the Central Counterparty (CCP), enhancing the existing quantitative risk...
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Quantitative Risk Analyst
hace 4 semanas
Madrid, España SIX Group Services Ltd. A tiempo completoMadrid | Working from home up to 60% | Referencia 6579As Quantitative Risk Analyst of BME Clearing, you will be a key member of our BME Clearing Quantitative Risk team. Your primary responsibility is to develop, calibrate, implement and review quantitative risk methodologies of the Central Counterparty (CCP), enhancing the existing quantitative risk...
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Quantitative Analyst
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Madrid, Madrid, España Axpo Group A tiempo completoRole SummaryWe are seeking an exceptional quantitative analyst to manage and analyze market and credit risks within our gas trading environment.Main Responsibilities:Develop and maintain complex risk models using machine learning algorithms.Work collaboratively with cross-functional teams to enhance production processes.Analyze and interpret large datasets...
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Quantitative Risk Analyst
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Madrid, España Taleo Consulting A tiempo completo**Mission.**: **What will you do?** We believe that we grow as our people grow. Motivated professionals make a difference. Not just for themselves, but also for our customers. We are looking for people who share our corporate values among our local and international networks and promote close relationships with our customers and internal teams. Taleo’s...
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Quantitative Risk Analyst – Banking Sector
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Madrid, España Taleo Consulting A tiempo completoWe believe that we grow as our people grow. Motivated professionals make a difference. Not just for themselves, but also for our customers.We are looking for people who share our corporate values among our local and international networks and promote close relationships with our customers and internal teams. Taleo's success depends on the talent of its...
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Market Risk Analyst
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Madrid, Madrid, España SIX Group Services Ltd. A tiempo completoAbout the RoleSIX Group Services Ltd. is looking for a talented Market Risk Analyst to join our team as a Quantitative Risk Modeling Expert.Your ResponsibilitiesYou will develop and implement quantitative risk methodologies to ensure the resilience of BME Clearing in adverse market conditions.You will work closely with Quality Risk Management, Swiss...
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Quantitative Risk Analyst – Banking Sector
hace 3 semanas
Madrid, España Taleo Consulting A tiempo completoWe believe that we grow as our people grow. Motivated professionals make a difference. Not just for themselves, but also for our customers.We are looking for people who share our corporate values among our local and international networks and promote close relationships with our customers and internal teams. Taleo's success depends on the talent of its...
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Quantitative Risk Analyst – Banking Sector
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Quantitative Risk Analyst – Banking Sector
hace 4 semanas
Madrid, España Taleo Consulting A tiempo completoWe believe that we grow as our people grow. Motivated professionals make a difference. Not just for themselves, but also for our customers.We are looking for people who share our corporate values among our local and international networks and promote close relationships with our customers and internal teams. Taleo’s success depends on the talent of its...
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Quantitative Risk Analyst – Banking Sector
hace 1 semana
Madrid, España Taleo Consulting A tiempo completoWe believe that we grow as our people grow. Motivated professionals make a difference. Not just for themselves, but also for our customers.We are looking for people who share our corporate values among our local and international networks and promote close relationships with our customers and internal teams. Taleo’s success depends on the talent of its...
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Quantitative Risk Analyst – Banking Sector
hace 14 horas
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Quantitative Risk Analyst
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Market Risk Quantitative Analyst- Risk HUB
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Madrid, España BNP Paribas A tiempo completoI Department OverviewIn many respects, banking is the business of managing risks.At BNP Paribas, our well-developed risk management culture is based on a long-term perspective, a committed management, and a strong and independent risk organisation led by RISK.Created at the same time as BNP Paribas, RISK is today a global function present in five continents...
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Quantitative Market Risk Specialist
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