Senior Quantitative Analyst

hace 1 día


Madrid, España Repsol Sa A tiempo completo

.Senior Quantitative Analyst Senior Quantitative Analyst Solicitar 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



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