Senior Quantitative Analyst

hace 1 semana


Madrid, Madrid, España Repsol A tiempo completo
Job Summary:

We are seeking a highly skilled Senior Quantitative Analyst to join our team at Repsol. As a key member of our Wholesale Gas Trading Control & Administration Management Unit, you will be responsible for providing advanced analytic solutions to help optimize our European portfolio/assets, while effectively managing risk.

Key Responsibilities:

Develop and maintain sophisticated quantitative models that support business needs for WGT's gas, LNG, and power businesses.
Conduct Stress testing/PFE, and Value at Risk analyses for portfolio 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 appropriately incorporating risk characteristics.
Implementation/Technical support of these developments in the official systems.
Communication and dialogue with other business areas (Front Office, Middle Office, Back Office, Credit, Process Support, Accounting, Compliance).

Requirements:

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 expert in modeling /developing valuation & risk models/ analyzing structured transactions.
Familiarity with Microsoft Excel and programming concepts are essential; Experience with VBA and SQL Server are a plus.
Previous experience with quantitative risk tools (i.e. FEA, Lacima, etc.) and knowledge of ETRM systems (i.e. Allegro).Proficiency in Spanish and English.
Experience with European LNG and Gas Products is highly recommended.

What We Offer:

At Repsol, we are committed to equality and do not request personal information. We believe that diversity contributes to innovative ideas and provides added value that enables us to benefit from mutual learning and perform our best work. We offer you the opportunity to grow professionally, develop your career with challenging projects and collaborate with talented people worldwide. We encourage all professionals who meet the job description requirements to apply.

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