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Título:  Quantitative Analyst

Fecha:  28-feb-2023

Madrid, España, España

Empresa:  00L6-CEPSA TRADING, S.A.U

What do we expect from you? 


The successful candidate will work within Cepsa Trading reporting to the Head of Modelling & Analytics and he/she will be responsible for giving support to Trading in topics related with quantitative modelling.

Key responsibilities:



  • Develop new apps, algorithms, tools… applying quantitative techniques, in collaboration with the FO/MO, unlocking value and enabling optionality.
  • Interaction with other departments in highly cross functional projects.
  • Develop solutions to help other trading departments leveraging on quant skills (trainings, user friendly work arounds, performance optimization).
  • Model market curves and prices.
  • Develop metrics of Market and Credit risk.
  • Deployment of a credit risk management tool in collaboration with other trading departments. Coordinate the development of all credit algorithms.
  • Valuation of options and financial derivatives (Oil & Products, Gas & Power).
  • Valuation adjustments of plain vanilla contracts due to exotic optionalities (Trading, E&P and portfolio of clients).
  • Process automatization and optimization algorithms.
  • Integrate new markets and processes to the existing solutions.




What are we looking for?



  • Degree in Physics, Math, Statistics, Engineering, Economics or Finance. Focus on Modelling and Quantitative Finance
  • Fluent in Spanish and English
  • High levels of analytical and information technology skills, strong Excel skills. Programming skills (Matlab, Python SQL, C#).
  • Knowledge of financial derivatives.
  • Familiarity with probability theory, stochastic processes, partial differential equations, and numerical analysis.
  • Minimum 2 years of experience in similar functions.





Location: Madrid





Cepsa ensures equal opportunities, identifying and developing the full potential of people based exclusively on their abilities to carry out their duties.



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