Quantitative Analyst
hace 4 semanas
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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