Structuring Analyst
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Job Location:
Monthly Salary:
Posted on:
Yesterday
Vacancies:
1 Vacancy
Job Summary
At Repsol we are committed to equality and do not request personal information.
We believe that diversity contributes to innovative ideas and provides added value that enables us to benefit from mutual learning and perform our best work. Here what counts is your experience and your ability to create value. We offer you the opportunity to grow professionally develop your career with challenging projects and collaborate with talented people worldwide. As a company committed to diversity and inclusion we encourage all professionals who meet the job description requirements to apply.
Key information
Team: D. CONTROL & ADMINISTRATION WGT
Location: Madrid Spain
Experience level: 5-7 years
Job type: hybrid
Requirements: english C1 level Bachelors and Masters Degree
Main tasks
Optionality Modeling: Develop and maintain sophisticated quantitative models to value and simulate optionality in LNG gas and power contracts including flexibilities in delivery pricing and volume adjustments. Incorporate stochastic processes Monte Carlo simulations and real options analysis to capture uncertainties in market dynamics.
Asset Integration: Analyze and model physical assets such as pipelines shipping routes storage caverns and terminal slots assessing their impact on portfolio optionality and operational flexibility.
Interconnections and Cross-Sector Modeling: Build integrated models that link energy portfolios with refinery operations petrochemical feedstocks and cogeneration systems optimizing for energy efficiency cost minimization and revenue maximization across interconnected value chains.
Hedging Strategy Development: Design implement and backtest hedging programs using derivatives (futures options swaps) to mitigate price volume and basis risks in a multi-commodity setting ensuring alignment with overall portfolio objectives.
Portfolio Optimization: Create optimization frameworks (e.g. linear/non-linear programming dynamic programming) for global cross-commodity portfolios balancing supply chain constraints market arbitrage opportunities and regulatory compliance.
Risk Assessment and Scenario Analysis: Perform stress testing sensitivity analysis and scenario modeling to evaluate portfolio exposures under various market conditions including geopolitical events weather impacts and supply disruptions.
Collaboration and Reporting: Work closely with traders risk managers operations teams and senior stakeholders to translate quantitative insights into actionable strategies. Prepare detailed reports visualizations and presentations to communicate findings and recommendations.
Innovation and Research: Stay abreast of emerging quantitative methods machine learning applications and industry trends in energy modeling; contribute to the enhancement of internal tools and methodologies.
What we offer
Permanent contract
Bonus according to objectives
Medical insurance
Contribution to pension plan
Digital disconnection
Conciliation measures
Legal advice
Employee support services
You will fit the position if:
Education: Advanced degree (Masters or PhD) in Quantitative Finance Applied Mathematics Physics Engineering Operations Research or a related field.
Experience: Minimum of 5-7 years in quantitative analysis within energy/commodities trading structuring or risk management with proven expertise in modeling optionality for physical portfolios. Experience in LNG natural gas power markets or related sectors is essential; prior work with refinery/petrochemical/cogeneration integrations is highly desirable.
Technical Proficiency:
Strong programming skills in Python R MATLAB or C with experience in libraries such as NumPy SciPy Pandas or optimization tools like Gurobi/CPLEX.
Expertise in stochastic calculus time-series analysis volatility modeling and optimization algorithms.
Familiarity with energy-specific software (e.g. for dispatch optimization or Monte Carlo engines) and data sources (e.g. Bloomberg Refinitiv).
Market Knowledge: Deep understanding of global energy markets including LNG spot and term contracts gas hub pricing power grid dynamics and cross-commodity correlations (e.g. gas-oil spreads power-heat linkages).
#LI-CG1
Required Experience:
IC
Key Skills
- ArcGIS
- Intelligence Community Experience
- GIS
- Python
- Computer Networking
- Data Collection
- Intelligence Experience
- R
- Relational Databases
- Analysis Skills
- Data Management
- Application Development
About Company
En Repsol trabajamos para transformar la energía para acercarla a las personas y creemos en la innovación tecnológica para afrontar el presente y el futuro.
