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Quantitative Market Risk Analyst

hace 2 meses

Madrid, Madrid, España Cepsa A tiempo completo

About Cepsa

Cepsa is a leading energy company pursuing a transformative strategy agenda called 'Positive Motion' which aims to green its sources of revenue. Within this context, Trading competencies are essential to optimize the value from both legacy hydrocarbons and future molecule flows. It is Trading's task to maximize value by growing and leveraging the platform.

Job Summary

We are actively seeking top talent to join the Middle Office Risk Management Team. The team is involved in analyzing, managing, and preventing risks associated with the activities of Cepsa Trading, based on a deep understanding of the business, processes, and implemented procedures.

Key Responsibilities

  • Risk Management Support
    • Provide risk management support for all commodity lines: Crude, Products, Gas, Power, Emissions, Renewables, and FX businesses.
    • Demonstrate a deep knowledge of the physical markets for each commodity line.
    • Identify, measure, and aggregate market, credit, and other financial risks.
    • Understand and measure risk through appropriate practices and processes.
  • Risk Evaluation and Mitigation
    • Responsible for 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.
    • Ensure compliance with Market Risk limits for all Trading and other BUs.
    • Evaluate and mitigate enterprise and business exposures across Cepsa Trading.
    • Identify key and emerging risks.
    • Assess alignment with Cepsa's risk strategy and appetite.
  • Financial Modeling
    • Define and enhance Market Risk Metrics around VAR, Stress Testing, Drawdown, Volumetric Risk Measures, etc.
    • Contribute to modeling financial risk, including cashflow/liquidity forecasting.
    • Define and enhance various Credit Risk Models and Metrics (including PFE, LGD, PDs, XVAs, Cost of Replacement, etc.) for all Trading activities.
  • Data Management and Analytics
    • Properly store, manage, update, and document data sources according to Cepsa Group standards.
    • Merge multiple datasets and transform data for analytics.
    • Create univariate analyses to explore relationships within the data.
  • Model Calibration and Validation
    • Conduct initial calibration of proprietary and off-the-shelf models used for pricing complex and structured deals.
    • Review model calibration throughout the life cycle of complex deals as market conditions change.
    • Back-test models for validation purposes.
    • Develop complex models, methodologies, libraries, and forward curves.

About You

We are looking for a highly skilled and experienced professional to join our team. If you have a strong background in risk management and financial modeling, and are passionate about working in a dynamic and fast-paced environment, we encourage you to apply.