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Market risk modelling & analytics detalles del puesto | moeve

Madrid
Cepsa Colombia S.A.
De 90.000 € a 110.000 € al año
Publicada el Publicado hace 7 hr horas
Descripción

At Moeve, we're driving a transformative strategy called “Positive Motion,” focused on greening our revenue streams. As part of this vision, our Trading team plays a crucial role in optimizing value from both legacy hydrocarbons and emerging energy flows. Trading is key to maximizing value by expanding and leveraging our platform. The Risk team plays a key role in supporting trading activities by developing and maintaining cutting-edge tools and models to measure and manage risk effectively across the portfolio.

As part of the Modelling & Analytics team, you will contribute to the core of Moeve’s risk platform by delivering robust tools, insightful quantitative models, and scalable risk metric solutions that directly impact the decision-making process at both strategic and operational levels.

The Responsibilities We’ll Trust You With

* Develop robust, scalable applications and quantitative models for risk analysis across multiple asset classes (crude, gas, renewables, FX, etc.)
* Design and enhance methodologies for Market and Credit Risk Metrics, including VAR, stress testing, drawdown, and risk factor sensitivities.
* Build models for valuation of physical options (e.g., storage, spread options) and long-term assets (e.g., PPAs).
* Lead the development of new pricing curves and risk simulations (Monte Carlo, historical, parametric).
* Manage and enhance the global platform for daily risk metric computation (P&L, VaR, exposure).
* Ensure accuracy and timeliness in daily risk reports and tools under the supervision of the Team Manager.
* Collaborate with trading, quantitative, and tech teams to challenge assumptions and support cross-functional initiatives.
* Maintain documentation and ensure all tools meet internal compliance and quality standards.

What We Are Looking For

* 3–5 years of experience in financial or commodity trading companies.
* Background in Physics, Math, Engineering, Statistics, or Economics, with a strong focus on Modelling and Quantitative Finance.
* High-level programming skills in Python and experience with numerical libraries (NumPy, Pandas, SciPy).
* Proven experience working with time series data, market simulations, risk metrics, and calibration techniques.
* Strong understanding of financial products, risk factors, and trading exposure.
* Excellent English and Spanish communication skills (verbal and written).
* Passion for innovation and problem-solving in a dynamic market environment.
* Ability to communicate complex models in a clear and simple manner to non-technical stakeholders.
* Strong analytical mindset with attention to detail and data quality.
* Effective communicator and confident stakeholder manager.
* Ability to work independently and in cross-functional teams.
* Proactive problem-solver with a strong sense of ownership and accountability.
* Capable of mentoring junior colleagues and sharing technical knowledge.
* Organized planner able to handle multiple priorities under pressure.

Moeve is committed to ensuring equal opportunities, identifying and developing the full potential of individuals based solely on their abilities to perform their roles and without discrimination based on sexual orientation, gender identity, gender expression, sexual characteristics, or any other aspect of diversity.

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Inicio > Empleo > Market Risk Modelling & Analytics Detalles del puesto | MOEVE

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