Quantitative Market Risk Analyst
hace 7 días
Fecha: 6 sept. 2024 Ubicación: Madrid, España Empresa: 00L6-CEPSA TRADING, S.A.U About the business We are pursuing a transformative strategy agenda called “Positive Motion” which is all about greening our sources of revenue. Within this context, Trading competencies are essential to optimize the value from both legacy hydrocarbons and the future molecule flows. It is Trading’s task to maximize value by growing and leveraging the platform. We are actively looking for 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. You´ll help us drive this exciting agenda by handling some of the largest market risks the company is exposed to. The responsibilities we´ll trust you with 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 the 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.Research and collect data relevant to stress testing and financial risk analysis. 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.Help manage the maintenance and operation of the Price and Market Data Repository for the entire group (GDM). Team Player: Support Crude, Products, Gas, Power, Emissions, Renewables, and FX businesses.Provide cover during absences for Market Risk teams (e.g., daily reporting activities, price loads).Monitor and coordinate 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 (ETRM, proprietary databases and tools, specific algorithms, etc.) and other BUs.Support the Front Office in implementing optimal Market/Credit Risk management solutions for each trade. What are we looking for? We are looking for someone who is motivated and achieves results, has good interpersonal skills, and thrives in fast-paced environments. Basic Qualifications 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. Competencies: 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. An inclusive and rewarding place to work: There has never been a more exciting time to work at CEPSA, where we prioritize a positive work environment, offer extensive benefits, and value diversity. Our commitment to inclusivity is apparent through initiatives supporting people with disabilities, addressing, and actively closing gender gaps, and promoting equality regardless of sexual orientation or gender identity. Additionally, CEPSA provides tremendous learning and development opportunities to craft your career path. Join CEPSA for a workplace where your ideas matter, your skills grow, and your potential unfolds.
#J-18808-Ljbffr
-
Quantitative Risk Analyst
hace 5 días
España SIX Group Services Ltd. A tiempo completoMadrid | Working from home up to 60% | Referencia 6579As Quantitative Risk Analyst of BME Clearing, you will be a key member of our BME Clearing Quantitative Risk team. Your primary responsibility is to develop, calibrate, implement and review quantitative risk methodologies of the Central Counterparty (CCP), enhancing the existing quantitative risk...
-
Quantitative Risk Analyst – Banking Sector
hace 7 días
España Taleo Consulting A tiempo completoMission. What will you do? We believe that we grow as our people grow. Motivated professionals make a difference. Not just for themselves, but also for our customers. We are looking for people who share our corporate values among our local and international networks and promote close relationships with our customers and internal teams. Taleo’s success...
-
Market Risk Quantitative Analyst- Risk HUB
hace 7 días
España BNP Paribas A tiempo completoI Department Overview In many respects, banking is the business of managing risks. At BNP Paribas, our well-developed risk management culture is based on a long-term perspective, a committed management, and a strong and independent risk organisation led by RISK. Created at the same time as BNP Paribas, RISK is today a global function present in five...
-
Quantitative Market Risk Analyst
hace 7 días
España Cepsa Colombia S.A. A tiempo completoFecha: 6 sept. 2024 About the businessWe are pursuing a transformative strategy agenda called “Positive Motion” which is all about greening our sources of revenue. Within this context Trading competencies are essential to optimize the value from both legacy hydrocarbons and the future molecule flows. It is Trading’s task to maximize value by...
-
Quantitative Market Risk Analyst
hace 7 días
España CEPSA A tiempo completoAbout the businessWe are pursuing a transformative strategy agenda called 'Positive Motion' which is all about greening our sources of revenue. Within this context, Trading competencies are essential to optimize the value from both legacy hydrocarbons and the future molecule flows. It is Trading's task to maximize value by growing and leveraging the...
-
Quantitative Risk Analyst
hace 6 días
España Axpo Group A tiempo completoWorkload: 100%In this role, you will focus on managing and analyzing risks related to financial and commodity markets, particularly in gas. You will ensure accuracy in risk reports and use quantitative methods to enhance business intelligence, optimization, and analytics within Axpo's trading environment.What you will do:Analyze risk indicators such as PnL,...
-
Quantitative Risk Analyst
hace 5 días
España Axpo Group A tiempo completoWorkload: 100% In this role, you will focus on managing and analyzing risks related to financial and commodity markets, particularly in gas. You will ensure accuracy in risk reports and use quantitative methods to enhance business intelligence, optimization, and analytics within Axpo's trading environment. What you will do: Analyze risk indicators such as...
-
SCIB Market Risk Sr. Analyst
hace 6 días
España Santander A tiempo completoSCIB Market Risk Sr. Analyst Country: Spain CIB Market Risk está buscando un / a Market Risk Sr Analyst para nuestras oficinas en Boadilla. POR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDAD En Santander CIB somos actores principales en la transformación del sector financiero. ¿Quieres unirte a nuestro equipo? Santander Corporate & Investment Banking...
-
Quantitative & GenAI Analyst
hace 7 días
España Axpo Group A tiempo completoQuantitative & GenAI Analyst (f/m/d) Workload: 100% Join Axpo’s Financial Risk & Modelling team to drive AI and quantitative tool integration for group-level finance functions. You’ll be the primary liaison for AI initiatives, leveraging advanced GenAI tools to optimize database interactions, cloud services, and risk model integration. What you will...
-
Quantitative Risk Manager
hace 6 días
España Campion Pickworth A tiempo completoAbout the job Quantitative Risk Manager Our client is looking to recruit a Quantitative Risk Manager within their Quantitative Risk Advisory team in Dublin or Madrid, with hybrid working. This is an exciting opportunity for an ambitious and motivated person to join a team working in financial services, with a focus on quantitative models across banking.You...
-
Control Market
hace 5 días
España Santander A tiempo completoControl Market & Structural Risk Sr. Analyst Country: Spain RIESGOS está buscando un/a CONTROL MARKET & STRUCTURAL RISK SR. ANALYST para nuestras oficinas en Boadilla del Monte (Madrid). POR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDAD En Santander (www.santander.com) participamos activamente en la transformación del sector financiero. ¿Quieres unirte a...
-
CIB Oversight Market
hace 5 días
España Santander A tiempo completoCIB Oversight Market & Structural Risk AnalystCountry: SpainSCIB / SBGM está buscando un/a CIB Oversight Market & Structural Risk Analyst para nuestras oficinas en Boadilla del Monte.POR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDADEn Santander CIB (www.santandercib.com) participamos activamente en la transformación del sector financiero. ¿Quieres unirte a...
-
Quantitative Investment Analyst
hace 5 días
España Robert Walters Spain A tiempo completoQuantitative Investment Analyst (Asset Management) Guardar We are looking for a Quantitative Investment Analyst for an International Asset Management Company located in Madrid.Functions:Responsible for the methods and development of tools used for Strategic Asset Allocation that include typical requirements and constraints of an insurer, like economic...
-
Risk Oversight Analyst
hace 7 días
España Santander A tiempo completoRisk Oversight AnalystCountry: SpainSantander Consumer Finance S.A. is looking for a Risk Oversight Analyst, based in our Boadilla del Monte office.WHY YOU SHOULD CONSIDER THIS OPPORTUNITYAt Santander we are key players in the transformation of the financial sector. Do you want to join us?Santander Consumer Finance focuses on business development related to...
-
Model Risk Oversight Analyst
hace 7 días
España Santander A tiempo completoModel Risk Oversight Analyst Country: Spain Santander Consumer Finance S.A. is looking for a Model Risk Oversight Analyst, based in our Boadilla del Monte office. WHY YOU SHOULD CONSIDER THIS OPPORTUNITY At Santander, we are key players in the transformation of the financial sector. Do you want to join us? Santander Consumer Finance focuses on business...
-
AML Risk Analyst
hace 6 días
España Payoneer A tiempo completoA universe of opportunities. Open to you.Payoneer's mission is to empower anyone, anywhere to participate and succeed in the global economy. If our mission connects with your values, if you revel in solving complex challenges, and if you want to continuously advance your career, come realize your potential at Payoneer!Life at Payoneer is a global community,...
-
Commodity Risk Analyst
hace 4 días
España Galp A tiempo completoGalp has been part of society for generations, and as energy changes, we adapt too. Here you will have the opportunity to grow, with the resources you need to develop at your own pace, in your own way. Together we can continue to contribute to the communities where we live and work. We can build a more efficient future for ourselves and for future...
-
Risk Analyst
hace 7 días
España Page Personnel A tiempo completoGlobal specialist in commercial foreign exchange | Ideally 2 years experience working in a risk reporting and credit risk analytics.Responsibilities:Providing assistance and support to the Risk team in any risk related matters, such as:Carrying out financial analysis on the group's client and liquidity provider counterparties and making recommendations in...
-
AML Risk Analyst
hace 5 días
España Payoneer Inc. A tiempo completoA universe of opportunities. Open to you.Payoneer’s mission is to empower anyone, anywhere to participate and succeed in the global economy. If our mission connects with your values, if you revel in solving complex challenges, and if you want to continuously advance your career, come realize your potential at Payoneer!Life at Payoneer is a global...
-
Financial Risk Manager
hace 3 días
España Axpo Group A tiempo completoFinancial Risk Manager (f/m/d)Workload: 100%Support Axpo Group by providing expert oversight in financial risk management. As a primary contact for financial risk across the organization, you'll drive strategic risk initiatives and ensure consistency in risk management practices.What you will do:Conduct comprehensive risk validation for key strategic...
