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 energy company pursuing a transformative strategy agenda called "Positive Motion", focusing on green revenue sources. Our Trading competencies are crucial in optimizing value from both legacy hydrocarbons and future molecule flows. We are seeking top talent to join our Middle Office Risk Management Team, which analyzes, manages, and prevents risks associated with CEPSA Trading activities, based on a deep understanding of the business, processes, and implemented procedures.

Key Responsibilities
  • Lead a team of Quantitative Market Risk analysts providing technical and modeling support to Trading and other Business Units within the Cepsa Group.
  • Ensure accurate monitoring of market, credit, and operational risk at a consolidated level.
  • Develop credit models and market risk metrics (such as VaR) for all Trading activities, evolving Market/Credit Risk Models and Metrics.
  • Define and enhance various Credit Risk Models and Metrics (including PFE, LGD, PDs, XVAs, Cost of Replacement, etc.) for all Trading activities.
  • Coordinate 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.
  • Ensure compliance with Market Risk limits for all Trading and other BUs.
  • Monitor and coordinate efforts and methodologies to measure hedging effectiveness for different hedging programs within the group.
  • Spearhead the development of Market & Credit Risk-specific software and tools for trading (ETRM, proprietary databases and tools, specific algorithms, etc.) and other BUs.
  • Support the Front Office in implementing optimal Market/Credit Risk management solutions for each trade.
  • Oversee the maintenance and operation of the Price and Market Data Repository for the entire group (GDM).
  • Lead the Operational Risk area to drive operational excellence within trading activity.
  • Lead Data Science activities to enhance efficiency in Market and Credit Risk model development.
Requirements
  • 7 years' experience in mid-office commodity trading organization or on a commodity trading team.
  • 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
  • Analytically inclined with high energy, approaching challenges strategically.
  • Collaborative team player thriving in a team-based environment.
  • Passionate about creating value in trading and financial markets.
  • Self-starter with superior analytical and problem-solving skills.
  • Effective planner and organizer, working towards ambitious targets.
About Working at CEPSA

We prioritize a positive work environment, offer extensive benefits, and value diversity. Our commitment to inclusivity is apparent through initiatives supporting people with disabilities, addressing and actively closing gender gaps, and promoting equality regardless of sexual orientation or gender identity. Additionally, CEPSA provides 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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