Senior Quantitative Analyst

hace 1 mes


Madrid, Madrid, España Repsol A tiempo completo

About 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 quantitative models to support business needs.
  • 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.
  • Implement and provide technical support for these developments in official systems.
  • Communicate and collaborate with other business areas.

Requirements:

  • Bachelor's degree or higher in Engineering, Finance, Math, or Business.
  • 8+ years of work experience in 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.
  • Previous experience with quantitative risk tools and knowledge of ETRM systems.
  • Proficiency in Spanish and English.
  • Experience with European LNG and Gas Products is highly recommended.


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