Quantitative Market Risk Manager

hace 4 semanas

Madrid, Madrid, España CEPSA TRADING, S.A.U A tiempo completo
About CEPSA Trading, S.A.U.

We are a leading company in the energy sector, committed to pursuing a transformative strategy agenda called "Positive Motion". Our goal is to green our sources of revenue and optimize the value from both legacy hydrocarbons and future molecule flows. As part of this initiative, we are actively looking for top talent to join our Middle Office Risk Management Team.

The Role

We are seeking a highly motivated and results-driven Quantitative Market Risk Manager to lead our team of Quantitative Market Risk analysts. As a key member of our team, you will provide technical and modelling support to Trading and other Business Units within the Cepsa Group. Your primary responsibilities will include:

  • Ensuring the accurate monitoring of market, credit, and operational risk at a consolidated level.
  • Leading the development of credit models and market risk metrics (such as VaR) for all Trading activities.
  • Defining and enhancing various Credit Risk Models and Metrics (including PFE, LGD, PDs, XVAs, Cost of Replacement, etc.) for all Trading activities.
  • Coordinating the support and execution of a global platform to publish Trading P&L, Market & Credit exposure, VaR by desk, and produce a consolidated view for senior management reporting.
  • Ensuring compliance with Market Risk limits for all Trading and other BUs.
  • Monitoring and coordinating efforts and methodologies to measure hedging effectiveness for different hedging programs within the group.
  • Spearheading the development of Market & Credit Risk-specific software and tools for trading (ETRM, proprietary databases and tools, specific algorithms, etc.) and other BUs.
  • Supporting the Front Office in implementing optimal Market/Credit Risk management solutions for each trade.
  • Overseeing the maintenance and operation of the Price and Market Data Repository for the entire group (GDM).
  • Leading the Operational Risk area to drive operational excellence within trading activity.
  • Leading Data Science activities to enhance efficiency in Market and Credit Risk model development.
Requirements

We are looking for someone who is motivated and achieves results, has good interpersonal skills, and thrives in fast-paced environments. The ideal candidate will have:

  • At least 7 years' experience in mid-office commodity trading organization or on a commodity trading team.
  • A numerate-background bachelor's degree, e.g. Math, Physics, Engineering or similar.
  • Confidently engage with stakeholders, effectively challenging traders on deals, valuations, positions, and limit mandates.
  • Ability to coach and mentor team members as well as members of other teams who require knowledge or skills that Risk can provide.
  • Fluency in English and Spanish.
Competencies

We are looking for someone who is:

  • Analytically inclined with high energy, approaching challenges strategically.
  • A collaborative team player thriving in a team-based environment.
  • Passionate about creating value in trading and financial markets.
  • A self-starter with superior analytical and problem-solving skills.
  • An effective planner and organizer, working towards ambitious targets.
About CEPSA

CEPSA is a company that prioritizes a positive work environment, offers extensive benefits, and values diversity. We are committed to inclusivity and actively promote equality regardless of sexual orientation or gender identity. Additionally, we provide tremendous learning and development opportunities to craft your career path. Join CEPSA for a workplace where your ideas matter, your skills grow, and your potential unfolds.

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