Credit Quantitative Analyst

hace 3 semanas


Madrid, España Cepsa A tiempo completo

**Fecha**:
01-mar-2023

**Ubicación**:
Madrid, España, España

**Empresa**:
00L6-CEPSA TRADING, S.A.U

Integrated in the Trading area, you will be responsible for reporting to the Credit Manager.

**KEY RESPONSIBILITIES**:
Assist credit risk management functions in the development of effective tools to present proactively reviews of the trading book credit risk exposure.
Identify suitable data / insight sources and consolidating external and internal data from multiple sources in real time to have a complete overview of Counterparty Credit Risk (CCR).
Daily report of Debt, ensuring accurate and relevant breakdowns (counterparties, maturity, invoicing status, trends, historical data )
Daily report of cash collections and payment to support the cash management function.
Design of flow diagrams, processes mapping
Support CCR model development, implementation, and monitoring processes.
Provide technical and methodological support to credit risk managers, traders, and other stakeholders in accurate quantification of CCR exposure of new transactions.
Develop counterparty credit risk exposure measurement methodologies and risk assessment tools.
Develop processes designed to monitor existing CCR model performance, analyze their output and prepare reports for stakeholders.
Analyze and assess the financial statements and credit history of existing and potential counterparties.

**REQUIREMENTS**:
Understanding of advanced mathematics in financial modelling (probability theory, stochastic calculus, partial differential equations, numerical analysis, optimization, machine learning, statistics, econometrics...). credit risk, and economic and market environment dynamics.
Knowledge of options pricing theory, trading algorithms and financial regulations.
Knowledge of financial analysis of counterparties.
Knowledge of Energy Trading Risk Management system (ETRM) would be valuable.
- Proficiency in Spanish and English.

2 years of experience in a similar function. Experience in Trading would be valuable.

**Location**: Madrid (Torre Cepsa)

Cepsa ensures equal opportunities, identifying and developing the full potential of people based exclusively on their abilities to carry out their duties.


  • Credit Rating Analyst

    hace 2 semanas


    Madrid, España Ethikos 3.0 A tiempo completo

    Would you like to help increase the financial inclusion of small businesses? Would you like to grow your career with a company that cares about making a positive impact on society? At Ethikos, we are looking for a Credit Rating Analyst, bilingual in French, for the first European Rating Agency specialised in SMEs, based in Madrid. What tasks will you...


  • 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 Risk Analyst

    hace 4 semanas


    Madrid, España SIX A tiempo completo

    What You Will Do developing, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure BME Clearing resilience to adverse market conditions write well-formulated documents of model/methodology specifications, behavior, and testing results close collaboration with Risk Management, BME Clearing’s...

  • Quantitative Analyst

    hace 5 días


    Madrid, España Grupo Enel A tiempo completo

    ID de trabajo 6189 **Quantitative Analyst / Data Scientist**: **Información general**: - País- Spain- Estado/Región- Madrid- Ciudad- Madrid- Equipo- Energy and Commodity Management- Antigüedad- Sénior- Tipo de trabajo- Fijo- Tipo de contratación- Tiempo Completo- Régimen de trabajo- Híbrido- Fecha de la publicación- 06-Jul-2023- Fecha de...

  • Credit Risk Analyst

    hace 4 semanas


    Madrid, España Walters People A tiempo completo

    Importante compañía multinacional busca incorporar de manera indefinida a un/a Analista de Créditos con mínimo 3 años de experiência en la posición y un nível fluido de inglés (mínimo C1). **Funciones**: - Obtención de la información necesaria para la correcta realización del análisis del Crédito. - Actualización de la información...


  • Madrid, España Ebury A tiempo completo

    -Ebury Madrid, Spain Posted 7 hours ago Hybrid Permanent Competitive - 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...


  • 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...

  • Corporate Credit Analyst

    hace 2 semanas


    Madrid, España Sdi Digital Group A tiempo completo

    At U.S. Bank, we're on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often that's what we call the courage to thrive. We believe it takes all of us to bring our shared ambition to...

  • Corporate Credit Analyst

    hace 3 semanas


    Madrid, España Elavon A tiempo completo

    At U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that’s what we call the courage to thrive. We believe it takes all of us to bring our shared...


  • Madrid, España ICF A tiempo completo

    We are looking for an Analyst/Consultant to join our well-established public policy practice, which conducts studies, evaluations, and impact assessments for the EU institutions, and the European Commission in particular. Our current portfolio of projects reflects the diversity of the policy areas covered by DG Justice. Examples of some of our recent and...


  • Madrid, España Causality Group A tiempo completo

    If you are creative, passionate, deeply interested in an engineering or quantitative discipline, and define yourself as a doer, then Causality Group is the right place for you. Become part of a multicultural team where you will be working in a bright environment, and tackling new challenges that often require out-of-the-box solutions. Do you enjoy what you...


  • 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...

  • Quantitative Analyst

    hace 5 días


    Madrid, España Enel A tiempo completo

    **General Information**: **Country** - Spain**State/Region** - Madrid**City** - Madrid**Team** - Energy and Commodity Management**Seniority** - Senior**Job Type** - Permanent**Hire Type** - Full-Time**Work Regimen** - Hybrid**Posting Date** - 06-Jul-2023**Expiration Date** - 20-Aug-2023**Company** - Endesa, Sociedad Anónima**Description and...


  • 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...

  • Pricing Analyst

    hace 2 semanas


    Madrid, Madrid, España GrabJobs A tiempo completo

    We are desiring to recruit a confident Pricing Analyst to join our incredible team at Welldex Nte in Barcelona.Growing your career as a Full Time Pricing Analyst is a great opportunity to develop excellent skills.If you are strong in decision-making, time management and have the right initiative for the job, then apply for the position of Pricing Analyst at...


  • Madrid, España ION A tiempo completo

    **The Role** Debtwire's Credit Research Team provides unique insights and valuation analysis on companies and their securities that are restructuring, in the process of a transforming event or raising capital. Additionally, the Credit Research Team provides unique macro analysis derived from their insights on company specific research and securities...


  • 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...


  • 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...

  • Credit Risk Analytics

    hace 6 días


    Madrid, España Anb Limited A tiempo completo

    Founder / Managing Director at ANB Ltd - ****** A boutique consultancy firm focused on risk, finance and strategy, we deliver innovative concepts and methodologies based on specialist experience and analytical backgrounds.Working across multifaceted competencies we overcome the traditional silo thinking and offer client- specific solutions as well as...


  • 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...