Senior Quantitative Analyst
hace 2 semanas
At Repsol, we value diversity and inclusion, and we're committed to creating an environment where everyone can thrive. We're looking for a talented Senior Quantitative Analyst to join our Wholesale Gas Trading team.
About the Role:- Develop and maintain sophisticated quantitative models to support business needs for WGT's gas, LNG, and power businesses.
- Conduct stress testing, PFE, and Value at Risk analyses for portfolios 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, incorporating risk characteristics.
- Implement technical support of these developments in official systems.
- Communicate and collaborate with other business areas, including Front Office, Middle Office, Back Office, Credit, Process Support, Accounting, and Compliance.
- 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 expertise in modeling/developing valuation & risk models/analyzing structured transactions.
We offer a dynamic and challenging work environment, opportunities for growth and development, and a chance to work with talented professionals worldwide. If you're passionate about quantitative analysis and risk management, and you're looking for a new challenge, we encourage you to apply.
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Senior Quantitative Analyst
hace 2 semanas
Madrid, Madrid, España Repsol A tiempo completoJob Title: Senior Quantitative AnalystAt Repsol, we value diversity and believe that it contributes to innovative ideas and added value. We offer a dynamic work environment where you can grow professionally and develop your career with challenging projects. Our team is committed to equality and does not request personal information. We encourage all...
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Senior Quantitative Analyst
hace 2 semanas
Madrid, Madrid, España Repsol A tiempo completoJob Title: Senior Quantitative AnalystAt Repsol, we value diversity and believe that it contributes to innovative ideas and added value. We offer a dynamic work environment where you can grow professionally and develop your career with challenging projects. Our team is committed to equality and does not request personal information. We encourage all...
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