Quantitative Risk Analyst — Energy Markets & Risk Modeling

Engie; Brussel; On-site; EUR 70,000 - 105,000; Full time

Job summary

ENGIE's Supply and Energy Management unit seeks a Quantitative Risk Analyst to join a cross-disciplinary team validating pricing models for derivatives and enhancing risk models across market, credit, and liquidity risks.

You will implement models in C# and Python within a Big Data environment (AWS/Dataiku) and collaborate with Risk, IT, and Front Office to deliver robust analytics for energy commodities.

Qualifications

• Master's degree or PhD in a quantitative discipline such as Financial Engineering, Applied Mathematics, Statistics, Physics, Computer Science, or a related field.
• 4–5 years of hands-on experience as a quantitative analyst, developing, implementing, and challenging pricing and risk models in real-world environments.
• Strong knowledge of stochastic models applied to derivative pricing and risk modeling.

Responsibilities

• Validate pricing models for derivatives and design risk models for market, credit, and liquidity risks.
• Implement validated stochastic models in C# within the pricing library.
• Develop and test alternative models to benchmark valuation methods.
• Contribute to internal model committees with theoretical and numerical justifications.
• Design risk metrics for market and credit risks and document methods for auditability.

Skills

Stochastic models

Statistics

Programming (C#, Python)

Big Data (AWS/Dataiku)

Commodity markets

Education

Master's degree in quantitative field

PhD in quantitative discipline

Tools

C#

Python

AWS

Dataiku

Job description

ENGIE's Supply and Energy Management unit seeks a Quantitative Risk Analyst to join a cross-disciplinary team validating pricing models for derivatives and enhancing risk models across market, credit, and liquidity risks.

You will implement models in C# and Python within a Big Data environment (AWS/Dataiku) and collaborate with Risk, IT, and Front Office to deliver robust analytics for energy commodities.