Quantitative Analyst

Engie; Courbevoie; Sur place; EUR 70 000 - 90 000; Plein temps

Résumé du poste

A leading energy management firm in Courbevoie is seeking a Quantitative Analyst to develop models for risk management in Gas Supply and Trading. The ideal candidate will have over 5 years of experience in trading environments and possess strong mathematical and programming skills. This role offers the chance to collaborate with traders and work within a highly quantitative team focused on delivering innovative solutions for energy markets.

Qualifications

• 5+ years of experience in a trading environment focusing on model development.
• Engineering or university degree in Computer Sciences or equivalent.

Responsabilités

• Developing and maintaining models for financial and physical trading.
• Collaborating with traders to provide quantitative support.
• Performing stress tests and risk analyses.

Connaissances

Mathematical skills

Quantitative Finance

Trading understanding

Programming in C#

Programming in Python

Formation

Master's or PhD in relevant field

Outils

Visual Studio

GIT

Description du poste

About the job

Quantitative Analyst H / F

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.

We have 3,300 employees worldwide developing solutions through over 20 international platforms. Our coverage spans 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 expertise in energy management, with a strong focus on decarbonization and decentralization.

Our +120,000 clients include producers, asset developers, financial players, utilities, distributors, and industrials. Our global reach and local presence enable us to offer tailored services and respond to market changes rapidly.

Our 4 areas of expertise:

• Asset management
• Energy transition services
• Energy supply & global commodities
• Risk management & market access

At GEMS, we promote breakthrough results, team spirit, curiosity, and innovation, while maintaining a healthy work/life balance.

More info at 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 GEMS Business Platforms.

The quantitative analyst will be part of the "Gas & Oil" quant team (about 10 people) but fully dedicated to the Gas Supply & Trading (GST) Business Platform. This platform involves risk management of complex assets in financial markets for internal and external clients.

Role:

The Quantitative Analyst will focus on activities of Gas Supply and Trading desks.

He/she will develop and maintain models guiding financial and physical trading, portfolio management, and risk assessment activities.

This role offers the opportunity to apply advanced modeling techniques within a highly quantitative team experienced in derivatives pricing, risk management, and trading.

The team will rely on the analyst to add value through diverse modeling challenges and contribute to the valuation and risk management of derivatives portfolios.

The responsibilities include:

1. Developing end-to-end models from data preparation to implementation, validation, and calibration of derivatives pricing models.
2. Developing theoretical pricing formulas for traded derivatives, ensuring conceptual soundness, market consistency, and proper documentation.
3. Implementing pricing and risk management engines into official libraries.
4. Ensuring algorithm performance and code quality, testing new functionalities, and adhering to coding standards.
5. Analyzing portfolios, performing stress tests, and conducting relevant risk analyses.
6. Collaborating with traders to understand their needs, providing quantitative support, and translating requirements into development features.
7. Engaging with other quants to exchange ideas and leverage collective knowledge.

Hard skills:

• Strong mathematical skills and expertise in Quantitative Finance.
• Good understanding of trading and portfolio management.
• Proficiency in object-oriented programming (C#, Python) for developing prototypes and models.

Soft skills:

• Practical and conceptual thinking.
• Ability to explain complex issues clearly.
• Delivering concrete solutions with rigor, motivation, and autonomy.
• Teamwork, communication, and adaptability.

Education and experience:

• Engineering or university degree (Master's or PhD) in Computer Sciences, Applied Mathematics, Statistics, Physics, Financial Engineering, etc.
• Minimum 5 years of experience in a trading environment focusing on advanced model development.
• Experience in Commodity Markets is a plus.

Languages:

• Fluent in English.
• Programming skills in C#, Python, etc., with familiarity in Visual Studio, GIT, etc.

Business Unit: GEMS

Division: GEMS - EC Quantitative Research & Modeling

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

Professional Experience: Skilled (> 3 years)

Education Level: Master's Degree