Senior Quantitative Analyst
hace 2 semanas
At 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 professionals who meet the job requirements to apply.
About the RoleThe Quantitative Analysis Team reports to the Wholesale Gas Trading Control & Administration Management Unit. As a Senior Quantitative Analyst, you will work closely with various departments, including Front Office, Middle Office, Back Office, Credit, Corporate Risk, Process Support, Accounting, and other corporate departments. Your responsibilities will include developing and maintaining sophisticated quantitative models, conducting stress testing and value-at-risk analyses, and implementing technical support for these developments in official systems.
Key Responsibilities- Develop and maintain quantitative models that support business needs for WGT's gas, LNG, and power businesses.
- Conduct stress testing 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.
- Implement technical support for these developments in official systems.
- 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 and developing valuation and risk models.
- Familiarity with Microsoft Excel and programming concepts.
We offer a dynamic work environment, challenging projects, and opportunities for growth and development. Our team is committed to equality and does not request personal information. We encourage all professionals who meet the job requirements 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 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...
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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 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...
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Senior Quantitative Analyst
hace 2 semanas
Madrid, Madrid, España Repsol A tiempo completoAbout the Role:We are seeking a highly skilled Senior Quantitative Analyst to join our Wholesale Gas Trading Control team in Madrid, Spain.Key Responsibilities:Develop and maintain advanced quantitative models to support business needs for gas, LNG, and power businesses.Conduct stress testing, PFE, and Value at Risk analyses for diverse regions and...
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Senior Quantitative Analyst
hace 2 semanas
Madrid, Madrid, España Repsol A tiempo completoAbout the Role:We are seeking a highly skilled Senior Quantitative Analyst to join our Wholesale Gas Trading Control team in Madrid, Spain.Key Responsibilities:Develop and maintain advanced quantitative models to support business needs for gas, LNG, and power businesses.Conduct stress testing, PFE, and Value at Risk analyses for diverse regions and...
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Madrid, Madrid, España Repsol A tiempo completoAbout the Role:We are seeking a highly skilled Quantitative Analyst to join our Wholesale Gas Trading Control team at Repsol. As a key member of our team, you will be responsible for developing and maintaining sophisticated quantitative models that support business needs for WGT's gas, LNG, and power businesses.Key Responsibilities:Develop and maintain...
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