Quantitative Analyst

hace 4 semanas


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 in Madrid, Spain.

Key Responsibilities:

  • Develop and maintain advanced quantitative models to support business needs for gas, LNG, and power businesses.
  • Conduct stress testing, PFE, and Value at Risk analyses for diverse regions and strategies.
  • Model portfolio assets to build hedging and optimization strategies.
  • Support pre-deal evaluations and computation of performance metrics for trade books.
  • Implement and provide technical support for these developments in our official systems.
  • Collaborate with other business areas, including Front Office, Middle Office, Back Office, Credit, Process Support, Accounting, and Compliance.

Requirements:

  • Bachelor's degree or higher in Engineering, Finance, Math, or Business.
  • 8+ years of experience in quantitative research, trading, or risk management related to Energy markets.
  • Strong 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, with experience in VBA and SQL Server a plus.
  • Previous experience with quantitative risk tools and knowledge of ETRM systems.
  • Proficiency in Spanish and English.
  • Experience with European LNG and Gas Products highly recommended.

About Us:

Repsol is committed to diversity and inclusion, and we encourage all professionals who meet the job requirements to apply. We offer a dynamic and challenging work environment, with opportunities for growth and development.


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