Quantitative Analyst Job Details | ENGIE

Job description

About US (GEMS):

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

ENGIE is a global reference in low-carbon energy and services with a leading energy management business, piloted by its entity "Global Energy Management & Sales" who built its savoir-faire managing the Group’s large and diverse asset portfolio over 20+ years.

3,300 employees around the world develop our solutions, through +20 international business platforms. 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 +120,00 clients span the entire value chain: producers, asset developers, financial players, utilities, distributors and industrials. 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.

Our 4 expertises:

• Asset management

• Energy transition services

• Energy supply & global commodities

• Risk management & market access

 

At GEMS we encourage breakthrough results, team spirit, curiosity and innovation while preserving the right work/life balance for you.

 

More info on GEM Hub (https://gems.engie.com) or LinkedIn (https://www.linkedin.com/company/engie-global-energy-management-solutions).

 

Context:

The Expertise Center (EC) Quantitative Research and Modeling (QRM) within GEMS is a team of 30 quantitative analysts. Its mission is to provide advanced quantitative expertise to all Business Platforms (BP) of GEMS.

The quantitative developer would be part of the “Gas & Oil” quant team (approx. 10 people) but fully dedicated to Market Access Business Platform, and more specifically to Market Making Option Desk.

 

Role:

The quantitative developer should design and provide robust and performant quantitative tools that have a concrete impact on business.

 

·  Work very closely to the Market Access trading team and understand their business needs, provide them with high-quality quantitative support in their day to day activities.
·  Participate in enhancing existing pricing and managing framework.
·  Deliver ad hoc tactical solution as well as develop new pricer in the official pricing library.
·  Play a key role for developing new products (pricing, managing strategies, various risks identification, cross hedging among existing products).
·  Promote best coding practices that comply with general rules and standards.

Hard skills:

Strong Financial Mathematical background (probabilities, stochastic calculus, various numerical methods : monte-carlo, PDE, ...)

Object-oriented programming skills

A real interest in mathematical models used in Finance

Ability to explain and convey messages about complex issues

Soft skills:

Practical and conceptual thinking

Ability to explain complex issues

Ability to deliver concrete solution

Autonomy

Working together, adaptability

Education and professional background:

Engineering or university degree (Master or PhD) in Computer Sciences, Applied Mathematics, Statistics, Physics, Financial Engineering…

Any kind of seniority will be examined, and some experience in Commodity Markets would be appreciated, it is not necessary.

Languages:

French and English

Programming language (C#, Python, …), Visual Studio,

 

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

Apply by attaching your updated CV, regardless your gender.

 

ENGIE Global Energy Management & Sales is committed to create a gender-neutral environment that unlocks the potential of everyone and provide 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. 

 

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 170,000 employees, our customers, partners and stakeholders, we are a community of Imaginative Builders, committed every day to more harmonious progress

Business Unit:  GEMS

Division:  GEMS - EC QUANTITATIVE RESEARCH & MODELING

Legal Entity:  ENGIE Global Markets S.A.S.

Contract Type:  Permanent

Job Type:  Full - Time

Professional Experience:  Skilled ( >3 experience <15 years)

Education Level:  Master's Degree