Senior Quantitative Analyst

<p>En Repsol apostamos por las personas, por eso el equipo humano que formamos reúne a profesionales con una amplia variedad de trayectorias, habilidades y culturas. La combinación de tal riqueza de talentos y recursos permite crear equipos diversos, comprometidos y dinámicos que trabajan para hacer realidad los objetivos de la compañía y nos impulsan hacia el éxito. </p><p>Al mismo tiempo, promovemos espacios de trabajo inclusivos que contribuyan a que las personas pueden desarrollar todo su potencial profesional, fomentando el trabajo en equipo y la colaboración entre las distintas áreas de Repsol.</p><p>Por ello, estamos comprometidos con la igualdad de oportunidades, la diversidad y la inclusión, desarrollando procesos de selección accesibles, basados en capacidades y libres de cualquier forma de discriminación.</p><p></p><p></p><h1><span>Key Information:</span></h1><p></p><p><b>Department</b>: Wholesale Gas Trading Control</p><p><b>Location</b>: Madrid, España</p><p><b>Experience:</b> +8 years</p><p><b>Requirements</b>: Bachelor Degree + 8+ years of work experience in a quantitative research, trading or risk management capacity related to Energy markets.</p><p></p><p></p><h1><span><b>The team you join:</b></span></h1><p></p><p><b>The Quantitative Analysis Team</b> reports to the Wholesale Gas Trading Control &amp; Administration Management Unit, and <b>provides advanced analytic solutions to help optimize Wholesale Gas Trading’s European portfolio/assets,</b> while effectively managing risk, so it´s a key position for Wholesale Gas Trading.</p><p></p><h1><span>The Role: </span></h1><p></p><p>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.</p><p></p><p>This role is strongly recommended for a <b>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</b>.</p><p></p><h1><span><b>You will be successful if:</b></span></h1><p></p><p>You are a dynamic person, with high analytical capabilities and with <b>strong knowledge of Europe’s Natural Gas markets</b>, to be able to have a good understanding of the operations carried out in our business (both physical operations and financial instruments).</p><p></p><p></p><h1><span><b>Responsibilities:</b> </span></h1><ul><li><p>Develop and maintain sophisticated quantitative models that support business needs for WGT’s gas, LNG, and power businesses.</p></li><li><p>Conduct Stress testing/PFE, and Value at Risk analyses for portfolio of diverse regions and strategies.</p></li><li><p>Model portfolio Assets/AMAs to build hedging/optimization strategies.</p></li><li><p>Support Pre-Deal evaluations and Computation of performance metrics for trade books appropriately incorporating risk characteristics.</p></li><li><p><span>Implementation/Technical</span> support of these developments in the official systems.</p></li><li><p>Communication and dialogue with other business areas (Front Office, Middle Office, Back Office, Credit, Process Support, Accounting, Compliance).</p></li></ul><p></p><h1><span><b>Requisitions: </b></span></h1><ul><li><p>Bachelor's degree or higher in Engineering, Finance, Math, or Business.</p></li><li><p>8+ years of work experience in a quantitative research, trading or risk management capacity related to Energy markets.</p></li><li><p>Good understanding of option pricing theory, derivatives, mathematical finance, and stochastic calculus.</p></li><li><p>Technical expert in modeling /developing valuation &amp; risk models/ analyzing structured transactions.</p></li><li><p>Familiarity with Microsoft Excel and programming concepts are essential; Experience with VBA and SQL Server are a plus.</p></li><li><p>Previous experience with quantitative risk tools (i.e. FEA, Lacima, etc.) and knowledge of ETRM systems (i.e. Allegro).</p></li><li><p>Proficiency in Spanish and English.</p></li><li><p>Experience with European LNG and Gas Products is highly recommended.</p></li></ul><h1></h1><h1><span>#LI-LP1</span></h1><p></p><p><b>Habilidades requeridas</b></p><p></p><h3></h3><h3><span>Fecha fin de publicación:</span></h3>20-01-2025<p></p><p></p><p></p>