Título:  Quantitative Analyst

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.