Quantitative Analyst

Quantitative analyst

About ENGIE:

Our group is a global reference in low-carbon energy and services. Our purpose (“raison d’être”) is to act to accelerate the transition towards a carbon-neutral world, through reduced energy consumption and more environmentally-friendly solutions, reconciling economic performance with a positive impact on people and the planet. We rely on our key businesses (gas, renewable energy, services) to offer competitive solutions to our customers. With our 100,000 employees, our customers, partners and stakeholders, we are a community of Imaginative Builders, committed every day to more harmonious progress

About S&EM:

BU Supply & Energy Management provides energy supply solutions and risk management services to support its clients (businesses and retail) through their decarbonization journey, while optimizing ENGIE’s assets and contributing to value creation.

15000 employees around the world develop our solutions, through international business platforms and B2C entities. We cover the full energy mix: renewable and thermal power, natural gas & LNG, biomass, environmental products. Our experts provide tailor made solutions based on a wide range of savoir-faire in energy management with a strong focus on decarbonation and decentralization.

Our clients span the entire value chain: producers, asset developers, financial players, utilities, distributors, industrials and retail. Our global reach and strong local presence enable us to offer these diverse clients tailor-made services and respond to rapid changes in mature or emerging markets alike.

At S&EM we encourage breakthrough results, team spirit, curiosity and innovation

Context:

The Expertise Center (EC) Quantitative Research and Modeling (QRM) within GEMS is a team of around 115 quantitative analysts. It’s mission is to provide advanced quantitative expertise to all Business Platforms (BP) of GEMS and to Engie worldwide. The quantitative analyst will be part of the “Pricing” team (approximately 15 people) and will be fully dedicated to the Business Platform Power Trading & Commercial.

Role:

The quantitative analyst should design and provide robust quantitative tools that have a concrete impact on the power business:

• Work very closely with the BP Power Trading & Commercial, mainly with the Renewable and Batteries Trading team and the Asset Backed Power Trading team. He / She needs to understand their business needs, and needs to provide them with high-quality quantitative support in their day to day activities.
• Participate in enhancing the existing pricing and managing framework.
• Deliver ad hoc tactical solutions as well as develop new pricers in the official pricing library.
• Play a key role for developing new products, linked for example to the renewable and battery business (pricing, managing strategies, various risk indicators, …).
• Promote best coding practices that comply with general rules and standards.
• Document and share knowledge across GEMS on the different models used within GEMS.

Hard skills:

• Must have:
  • Strong Financial Mathematical background (probability, stochastic calculus, various numerical methods such as Monte Carlo, finite differences, …)
  • Coding experience (preferably C# and python), object oriented programming skills
  • Familiar with Git

• Good to have:
  • Experience on the power markets
  • Experience on different optimization methods
  • Experience in a trading environment

Soft skills:

• Must have:
  • Practical and conceptual thinking
  • Ability to explain and convey messages about complex issues
  • Ability to deliver concrete solutions
  • Autonomy
  • Working together

Education and professional background:

• Engineering or university degree (Master of PhD) in Computer Sciences, Applied Mathematics, Statistics, Physics, Financial Engineering.
• 0 to 3 years of experience in a similar role.

Languages:

• English

Travels:

Occasional travels (for example conferences) are possible, but limited.

If you meet these requirements, then you are the talent we are looking for. Do not waste time!

Apply by attaching your updated CV.

ENGIE Global Energy Management & Sales is committed to create a gender-neutral environment that unlocks the potential of everyone and provides equal employment opportunities for all individuals.

All our positions are open to people with disabilities, please let your recruiter know if you need reasonable accommodations to be able to participate in the recruitment process, they will be happy to assist you.