Quantitative Market Risk Analyst

hace 2 días


Barcelona, Barcelona, España Cepsa A tiempo completo
About Cepsa

We are embarking on a transformative strategy called 'Positive Motion', focusing on green revenue streams. Trading competencies are crucial to optimize value from both legacy hydrocarbons and future molecule flows. Our goal is to maximize value by growing and leveraging our platform. We are seeking top talent to join our Middle Office Risk Management Team.

Job Responsibilities

You will play a key role in driving our 'Positive Motion' agenda by handling significant market risks. Your responsibilities will include:

  1. Risk Management Support: Provide risk management support for all commodity lines, including Crude, Products, Gas, Power, Emissions, Renewables, and FX businesses. Demonstrate a deep understanding of the physical markets for each commodity line.
  2. Risk Evaluation and Mitigation: Ensure accurate monitoring of market, credit, and operational risk at a consolidated level. Coordinate the support and execution of a global platform to publish Trading PL, Market Credit exposure, VaR by desk, and produce a consolidated view for senior management reporting.
  3. 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.
  4. 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.
  5. 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.

We are looking for a highly skilled professional to join our team and contribute to our success. If you are passionate about risk management and have a strong background in finance, we encourage you to apply.



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