Quantitative Market Risk Analyst

hace 7 días

Madrid, Madrid, España Cepsa Colombia S.A. A tiempo completo
About the Role

Cepsa Colombia S.A. is seeking a highly skilled Quantitative Market Risk Analyst to join our Middle Office Risk Management Team. As a key member of our team, you will play a crucial role in analyzing, managing, and preventing risks associated with our commodity trading activities.

Key Responsibilities
  • Provide risk management support for all commodity lines, including Crude, Products, Gas, Power, Emissions, Renewables, and FX businesses.
  • Demonstrate a deep knowledge of the physical markets for each commodity line and identify, measure, and aggregate market, credit, and other financial risks.
  • Understand and measure risk through appropriate practices and processes, ensuring the accurate monitoring of market, credit, and operational risk at a consolidated level.
  • 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.
  • Evaluate and mitigate enterprise and business exposures across CEPSA Trading, identifying key and emerging risks and assessing alignment with the CEPSA's risk strategy and appetite.
  • Define and enhance Market Risk Metrics around VAR, Stress Testing, Drawdown, Volumetric Risk Measures, etc.
  • Contribute to modeling financial risk, including cashflow/liquidity forecasting and define and enhance various Credit Risk Models and Metrics.
  • Research and collect data relevant to stress testing and financial risk analysis, properly store, manage, update, and document data sources according to CEPSA Group standards.
  • Develop complex models, methodologies, libraries, and forward curves, and help manage the maintenance and operation of the Price and Market Data Repository for the entire group.
  • Support Crude, Products, Gas, Power, Emissions, Renewables, and FX businesses, providing cover during absences for Market Risk teams and monitoring and coordinating 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 and other BUs, and support the Front Office in implementing optimal Market/Credit Risk management solutions for each trade.
Requirements
  • At least 3 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.
  • 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.

  • Quantitative Market Risk Analyst

    hace 2 semanas

    Madrid, Madrid, España Cepsa Colombia S.A. A tiempo completo

    About the RoleCepsa Colombia S.A. is seeking a highly skilled Quantitative Market Risk Analyst to join our Middle Office Risk Management Team. As a key member of our team, you will play a crucial role in analyzing, managing, and preventing risks associated with our trading activities.Key ResponsibilitiesProvide risk management support for all commodity...

  • Quantitative Market Risk Analyst

    hace 2 semanas

    Madrid, Madrid, España Cepsa Colombia S.A. A tiempo completo

    About the RoleCepsa Colombia S.A. is seeking a highly skilled Quantitative Market Risk Analyst to join our Middle Office Risk Management Team. As a key member of our team, you will play a crucial role in analyzing, managing, and preventing risks associated with our trading activities.Key ResponsibilitiesProvide risk management support for all commodity...

  • Quantitative Risk Analyst

    hace 2 semanas

    Madrid, Madrid, España Robert Walters Spain A tiempo completo

    Job SummaryWe are seeking a highly skilled Quantitative Risk Analyst to join our team at Robert Walters Spain. As a key member of our risk management department, you will be responsible for conducting in-depth analysis of risk exposures and potential vulnerabilities.Key ResponsibilitiesConduct risk assessments and evaluate the impact of market events,...

  • Quantitative Market Risk Analyst

    hace 1 semana

    Madrid, Madrid, España Cepsa A tiempo completo

    About the BusinessCepsa, a leading energy company, is embarking on a transformative strategy agenda called 'Positive Motion.' This initiative focuses on greenifying revenue streams, and Trading competencies play a crucial role in optimizing value from both legacy hydrocarbons and future molecule flows. The Trading team is responsible for maximizing value by...

  • Quantitative Market Risk Analyst

    hace 1 semana

    Madrid, Madrid, España Cepsa A tiempo completo

    About the BusinessCepsa, a leading energy company, is embarking on a transformative strategy agenda called 'Positive Motion.' This initiative focuses on greenifying revenue streams, and Trading competencies play a crucial role in optimizing value from both legacy hydrocarbons and future molecule flows. The Trading team is responsible for maximizing value by...

  • Quantitative Market Risk Analyst

    hace 2 semanas

    Madrid Centro, Madrid, España Cepsa Colombia S.A. A tiempo completo

    About the RoleCepsa Colombia S.A. is seeking a highly skilled Quantitative Market Risk Analyst to join our Middle Office Risk Management Team. As a key member of our team, you will play a crucial role in analyzing, managing, and preventing risks associated with our trading activities.Key ResponsibilitiesProvide Risk Management Support: Offer risk management...

  • Quantitative Market Risk Analyst

    hace 2 semanas

    Madrid Centro, Madrid, España Cepsa Colombia S.A. A tiempo completo

    About the RoleCepsa Colombia S.A. is seeking a highly skilled Quantitative Market Risk Analyst to join our Middle Office Risk Management Team. As a key member of our team, you will play a crucial role in analyzing, managing, and preventing risks associated with our trading activities.Key ResponsibilitiesProvide Risk Management Support: Offer risk management...

  • Quantitative Market Risk Analyst

    hace 14 horas

    Madrid, Madrid, España Cepsa Colombia S.A. A tiempo completo

    About the RoleWe are seeking a highly skilled Quantitative Market Risk Analyst to join our Middle Office Risk Management Team. As a key member of our team, you will play a critical role in analyzing, managing, and preventing risks associated with our commodity trading activities.Key ResponsibilitiesProvide risk management support for all commodity lines,...

  • Quantitative Market Risk Analyst

    hace 17 horas

    Madrid, Madrid, España Cepsa Colombia S.A. A tiempo completo

    About the RoleWe are seeking a highly skilled Quantitative Market Risk Analyst to join our Middle Office Risk Management Team. As a key member of our team, you will play a critical role in analyzing, managing, and preventing risks associated with our commodity trading activities.Key ResponsibilitiesProvide risk management support for all commodity lines,...

  • Quantitative Market Risk Analyst

    hace 2 semanas

    Madrid, Madrid, España Cepsa Colombia S.A. A tiempo completo

    About the RoleCepsa Colombia S.A. is seeking a highly skilled Quantitative Market Risk Analyst to join our Middle Office Risk Management Team. As a key member of our team, you will play a crucial role in analyzing, managing, and preventing risks associated with our commodity trading activities.Key ResponsibilitiesProvide risk management support for all...

  • Quantitative Market Risk Analyst

    hace 2 semanas

    Madrid, Madrid, España Cepsa Colombia S.A. A tiempo completo

    About the RoleCepsa Colombia S.A. is seeking a highly skilled Quantitative Market Risk Analyst to join our Middle Office Risk Management Team. As a key member of our team, you will play a crucial role in analyzing, managing, and preventing risks associated with our commodity trading activities.Key ResponsibilitiesProvide risk management support for all...

  • Quantitative Risk Analyst

    hace 6 días

    Madrid, Madrid, España Six Group Services Ltd. A tiempo completo

    About the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our team at Six Group Services Ltd. as a key member of our BME Clearing Quantitative Risk team.Key ResponsibilitiesDevelop, calibrate, implement, and review quantitative risk methodologies of the Central Counterparty (CCP), enhancing the existing quantitative risk methodologies...

  • Quantitative Risk Analyst

    hace 6 días

    Madrid, Madrid, España Six Group Services Ltd. A tiempo completo

    About the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our team at Six Group Services Ltd. as a key member of our BME Clearing Quantitative Risk team.Key ResponsibilitiesDevelop, calibrate, implement, and review quantitative risk methodologies of the Central Counterparty (CCP), enhancing the existing quantitative risk methodologies...

  • Quantitative Market Risk Analyst

    hace 2 semanas

    Madrid, Madrid, España Cepsa Colombia S.A. A tiempo completo

    About the BusinessCepsa Colombia S.A. is a leading energy company pursuing a transformative strategy agenda called "Positive Motion". This agenda focuses on greening our sources of revenue, optimizing value from both legacy hydrocarbons and future molecule flows. Trading competencies are essential to achieve this goal, and we are actively seeking top talent...

  • Quantitative Market Risk Analyst

    hace 2 semanas

    Madrid, Madrid, España Cepsa Colombia S.A. A tiempo completo

    About the BusinessCepsa Colombia S.A. is a leading energy company pursuing a transformative strategy agenda called "Positive Motion". This agenda focuses on greening our sources of revenue, optimizing value from both legacy hydrocarbons and future molecule flows. Trading competencies are essential to achieve this goal, and we are actively seeking top talent...

  • Quantitative Risk Analyst

    hace 1 semana

    Madrid, Madrid, España SIX A tiempo completo

    About the Role We are seeking a highly skilled Quantitative Risk Analyst to join our team at SIX Clearing. As a key member of our risk management team, you will play a critical role in ensuring the resilience of our clearing operations to adverse market conditions. Key Responsibilities Develop, calibrate, implement, and review quantitative risk models,...

  • Quantitative Risk Analyst

    hace 1 semana

    Madrid, Madrid, España SIX A tiempo completo

    About the Role We are seeking a highly skilled Quantitative Risk Analyst to join our team at SIX Clearing. As a key member of our risk management team, you will play a critical role in ensuring the resilience of our clearing operations to adverse market conditions. Key Responsibilities Develop, calibrate, implement, and review quantitative risk models,...

  • Quantitative Risk Analyst

    hace 6 días

    Madrid, Madrid, España Six Group Services Ltd. A tiempo completo

    About the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our team at Six Group Services Ltd. as a key member of our BME Clearing Quantitative Risk team.Key ResponsibilitiesDevelop, calibrate, implement, and review quantitative risk methodologies for the Central Counterparty (CCP), enhancing the existing quantitative risk methodologies...

  • Quantitative Risk Analyst

    hace 6 días

    Madrid, Madrid, España Six Group Services Ltd. A tiempo completo

    About the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our team at Six Group Services Ltd. as a key member of our BME Clearing Quantitative Risk team.Key ResponsibilitiesDevelop, calibrate, implement, and review quantitative risk methodologies for the Central Counterparty (CCP), enhancing the existing quantitative risk methodologies...

  • Quantitative Risk Specialist

    hace 6 días

    Madrid, Madrid, España Six Group Services Ltd. A tiempo completo

    Job SummarySix Group Services Ltd. is seeking a highly skilled Quantitative Risk Analyst to join our team. As a key member of our Quantitative Risk team, you will be responsible for developing, calibrating, implementing, and reviewing quantitative risk methodologies for our Central Counterparty (CCP).About the RoleWe are looking for a professional with a...