Quantitative Market Risk Analyst
hace 1 mes
Fecha: 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 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 withProvide 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.You'll 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.You'll ensure compliance with Market Risk limits for all Trading and other BUs.Evaluate and mitigate enterprise and business exposures across CEPA TradingIdentify key and emerging risks.Assess 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 forecastingDefine 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.You'll help manage the maintenance and operation of the Price and Market Data Repository for the entire group (GDM).Team PlayerSupport Crude, Products, Gas, Power, Emissions, Renewables, and FX businesses.Provide cover during absences for Market Risk teams (e.g., daily reporting activities, price loads).You'll monitor and coordinate efforts and methodologies to measure hedging effectiveness for different hedging programs within the group.You'll spearhead the development of Market & Credit Risk-specific software and tools for trading (ETRM, proprietary databases and tools, specific algorithms, etc.) and other BUs.You'll 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 QualificationsAt 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.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 1 mes
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 1 mes
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...
-
Quantitative Risk Analyst – Banking Sector
hace 4 semanas
España Taleo Consulting A tiempo completoWe 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 depends on the talent of its...
-
Market Risk Quantitative Analyst- Risk HUB
hace 1 mes
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 1 mes
España Cepsa A tiempo completoFecha: 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...
-
Quantitative Market Risk Analyst
hace 1 mes
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 1 mes
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 1 mes
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 3 semanas
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** **Santander Corporate & Investment Banking (Santander CIB) **es la división global de Santander que da soporte a algunos de los clientes corporativos e...
-
SCIB Market Risk Sr. Analyst
hace 1 mes
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 1 mes
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 1 mes
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 1 mes
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 1 mes
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...
-
Control Market
hace 2 semanas
España buscojobs España A tiempo completoControl Market & Structural Risk Sr. AnalystCountry : SpainRIESGOS está buscando un / a CONTROL MARKET & STRUCTURAL RISK SR. ANALYST para nuestras oficinas en Boadilla del Monte (Madrid).POR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDADEn Santander (www.santander.com) participamos activamente en la transformación del sector financiero. ¿Quieres unirte a...
-
Quantitative Investment Analyst
hace 1 mes
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...
-
V.I.E - Market Risk Analyst
hace 2 semanas
España Engie A tiempo completoAbout US (GEMS):ENGIE Global Energy Management & Sales (GEMS) provides energy supply solutions and risk management services to support its clients through their decarbonization journey, while optimizing ENGIE's assets and contributing to value creation.ENGIE is a global reference in low-carbon energy and services with a leading energy management business,...
-
V.I.E - Market Risk Analyst
hace 2 semanas
España oilandgas.org.uk A tiempo completoAbout US (GEMS):ENGIE Global Energy Management & Sales (GEMS) provides energy supply solutions and risk management services to support its clients through their decarbonization journey, while optimizing ENGIE's assets and contributing to value creation.ENGIE is a global reference in low-carbon energy and services with a leading energy management business,...
-
Risk Analyst
hace 3 semanas
España Monex A tiempo completoJob DescriptionYour role is a Code of Conduct (COCON) role. You are required to act in accordance with the 'Monex Code of Conduct' as detailed in your contract of employment, the Employee Handbook and its related policies.Key Responsibilities & Accountabilities:Providing assistance and support to the Financial Risk Reporting team in any risk-related matters,...
-
Divisional Risk
hace 3 semanas
España buscojobs España A tiempo completoJob ID : R0320147Full / Part-Time : Full-timeRegular / Temporary : RegularListed : 2024-10-17Location : MadridPosition OverviewWe strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.Together we share and celebrate the successes of...
