Sr Quantitative Risk Analyst

In Repsol we are committed to equal opportunities and non-discrimination. Therefore when you submit your application we do not ask for personal data such as age, gender, photograph, or any other that can be grounds for discrimination. Join the Repsol team We provide the opportunity to grow professionally and develop your career at one of the world’s leading international energy companies. At Repsol, you will work on challenging projects with some of the best and brightest of your peers in the energy industry. Functions and Responsibilities Develop, maintain, and extend underlying financial and physical pricing, valuation, and risk management models; analyzing risk/embedded optionality of structured transactions Establish, monitor, evaluate and interpret data with focus on risk management and the business strategy Act as support for the control and follow-up of market risk and valuation (Mark-to-Market) of physical and derivatives trading positions Review contracts to ensure accurate risk capture/valuation of trades in the official ETRM system Define and develop new analysis tools and/or improvement of the current ones; support of implementation of these developments in the official systems Direct Collaboration with other business areas (Front Office, Back Office, Process Support, Accounting, Corporate Risk, Contracts). Qualifications Master's degree or higher, in Engineering, Computer Science, Finance, Mathematics or Business, with sound knowledge and previous 4 to 8 years of experience in Energy Markets. In order to perform the accountabilities of this position, the candidate must be able to demonstrate: Experience in quantitative roles (market risk) with strong knowledge of derivative pricing, Monte Carlo simulation, volatility models Thorough understanding of applied and financial mathematics concepts and techniques (including advanced statistical techniques) Excellent ability to gather, analyze and synthesize information (Excellent knowledge of MS Excel, VBA and/or SQL skills is a plus) The ability to design, develop and maintain analysis and simulation tools. Ability to quickly master industry fundamental concepts including energy commodity markets, option valuation, position management and hedging Knowledge of ETRM systems (i.e. Allegro) and previous experience with quantitative risk tools (i.e. FEA, Lacima) Ability to work in (and lead) team sizes ranging from individual contribution to several members Spanish language capability is a plus. Repsol is an Equal Opportunity Employer M/F/Disability/Veteran

46073