Energy Risk Quantitative Analyst — Market Modeling

ENGIE Group; France; Hybride; EUR 90 000 - 130 000; Plein temps

Résumé du poste

ENGIE Group is seeking a Quantitative Risk Analyst to join the Global Business Unit Supply & Energy Management. You will validate pricing models for derivatives and design risk models for market, credit, and liquidity risks within a C# and Python codebase in a Big Data environment (AWS, Dataiku).

You will collaborate with Risk, IT and Front Office teams to produce pricing tools, back-testing prototypes, and automated monitoring systems in a fast-paced, multidisciplinary setting.

Qualifications

• Master’s degree or PhD in a quantitative discipline (Financial Engineering, Applied Mathematics, Statistics, Physics, Computer Science or related).
• At least three years of hands-on experience as a quantitative analyst with pricing and risk models.

Responsabilités

• Validate pricing models for derivatives and risk models in a cross-functional setting.

Connaissances

Stochastic models

Statistics

C# & Python

Big Data

Commodity markets

Formation

Master’s or PhD in quantitative discipline

Outils

AWS

Dataiku

Description du poste

ENGIE Group is seeking a Quantitative Risk Analyst to join the Global Business Unit Supply & Energy Management. You will validate pricing models for derivatives and design risk models for market, credit, and liquidity risks within a C# and Python codebase in a Big Data environment (AWS, Dataiku).

You will collaborate with Risk, IT and Front Office teams to produce pricing tools, back-testing prototypes, and automated monitoring systems in a fast-paced, multidisciplinary setting.