Enviar candidatura ahora »

Título:  Derivatives and Risk Management Quantative

Fecha:  17-ene-2023

Madrid, España, España

Empresa:  00L6-CEPSA TRADING, S.A.U


What do we expect from you? 


You will be part of CEPSA Trading team and will play an important role handling some of the largest market risks the company is exposed to.


The main functions will be:


  • Deal with complex market risk exposures from assets and model them.
  • Structure hedging strategies to handle corporate exposures through energy derivatives, linear a non-linear.
  • Support commercial activity with ad-hoc modelling, for exposure determination and/or for derivatives pricing, sensitivity calculation and scenario analysis
  • Deep understanding of different market layers and the risk associated with each one of them (liquidity, funding and collateral requirements, counterparty…)
  • Be aware of physical positions, derivatives and market exposures in managed portfolios and provide feedback and reconcile when needed associated MtM, P&L or risk metrics (greeks, VaR, …) evolve.
  • Engage with risk and reporting teams to review company exposure and Profit and Loss reporting and improve these as required.


What are we looking for?


  • Master’s degree.
  • Strong numerate background. MSc Quantitative Finance or modelling experience would be valuable
  • Derivatives knowledge, either in a front or support function.
  • Able to understand market exposures and related risk management strategies.
  • Market experience, either in a front or support function. Energy market experience would be valuable.
  • MS Excel proficiency user. Coding capabilities (Python, Matlab or similar). Data base management user.
  • Strong commercial oriented.
  • Front Market Data and Feeds user, as Bloomberg or Reuters.
  • Fluent Spanish and English.


Location: Madrid.


Cepsa ensures equal opportunities, identifying and developing the full potential of people based exclusively on their capabilities for the performance of their duties.

Enviar candidatura ahora »