Senior Quantitative Analyst

hace 4 meses


Madrid, España Repsol A tiempo completo

At Repsol, we are committed to equality and do not request personal information.

We believe that diversity contributes to innovative ideas and provides added value that enables us to benefit from mutual learning and perform our best work. Here, what counts is your experience and your ability to create value. We offer you the opportunity to grow professionally, develop your career with challenging projects and collaborate with talented people worldwide. As a company committed to diversity and inclusion, we encourage all professionals who meet the job description requirements to apply.

Key Information:

Department: Wholesale Gas Trading Control

Localization: Madrid, España

Level of experience: +8 years

The team:

The Quantitative Analysis Group reports to the Wholesale Gas Trading Control & Administration Management Unit, and provides advanced analytic solutions to help optimize Wholesale Gas Trading’s European portfolio/assets while effectively managing risk.

The Role:

Among the role's responsibilities will be to work closely with a number of other departments, in particular Front Office, Middle Office, Back Office, Credit, Corporate Risk, Process Support, Accounting, and other corporate departments.

This role is strongly recommended for a senior analyst with a strong commodities background as well as a strong desire to develop a career with an integrated international energy company that offers growth and diversity.

The candidate must be a dynamic person, with high analytical capabilities and with strong knowledge of Europe’s Natural Gas markets to be able to have a good understanding of the operations carried out in our business (both physical operations and financial instruments).

Responsibilities:

Develop and maintain sophisticated quantitative models that support business needs for WGT’s gas, LNG, and power businesses.

Conduct Stress testing/PFE, and Value at Risk analyses for portfolio of diverse regions and strategies.

Model portfolio Assets/AMAs to build hedging/optimization strategies.

Support Pre-Deal evaluations and Computation of performance metrics for trade books appropriately incorporating risk characteristics.

Implementation/Technical support of these developments in the official systems.

Communication and dialogue with other business areas (Front Office, Middle Office, Back Office, Credit, Process Support, Accounting, Compliance).

Required Qualifications

Bachelor's degree or higher, preferably in Engineering, Finance, Math, or Business.

8+ years of work experience in a quantitative research, trading or risk management capacity related to Energy markets.

Good understanding of option pricing theory, derivatives, mathematical finance, and stochastic calculus.

Technical expert in modeling /developing valuation & risk models/ analyzing structured transactions.

Familiarity with Microsoft Excel and programming concepts are essential; Experience with VBA and SQL Server are a plus.

Previous experience with quantitative risk tools (i.e. FEA, Lacima, etc.) and knowledge of ETRM systems (i.e. Allegro).

Proficiency in Spanish and English.

Experience with European LNG and Gas Products is highly recommended.



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