Quantitative Risk Analyst – Energy Markets (Paris)

ENGIE - International Supply & Energy Management; Courbevoie; Sur place; EUR 75 000 - 110 000; Plein temps

Résumé du poste

ENGIE Supply and Energy Management is seeking a Quantitative Risk Analyst to validate pricing models for derivatives and to design robust risk models across market, credit, and liquidity risks. You will implement validated models in C# within a large data and AWS/Dataiku environment, collaborating with traders, risk, and IT teams.

The role emphasizes rigorous quantitative analysis, model development, back-testing, and compliance, with a focus on energy commodity markets and cross-functional

Qualifications

• Master's degree or PhD in a quantitative discipline (Financial Engineering, Applied Mathematics, Statistics, Physics, Computer Science) with solid modeling analytics.
• At least three years of hands-on experience as a quantitative analyst developing, implementing, and challenging pricing and risk models in real-world environments.

Responsabilités

• Validate pricing models for complex derivatives and market/credit risk factors.
• Implement stochastic models in C# within the risk methodologies pricing library.
• Build and test alternative models to benchmark valuation methods.
• Participate in internal model committees with theoretical and numerical justifications.
• Design risk metrics for market risks (VaR, SVaR, stress tests) and credit risks (CVA, DVA).
• Ensure full documentation of models and methods for traceability and regulatory compliance.

Connaissances

Stochastic models

Statistics

C# / Python

AWS / Dataiku

Commodity markets

Formation

MSc or PhD

Outils

AWS

Dataiku

Description du poste

ENGIE Supply and Energy Management is seeking a Quantitative Risk Analyst to validate pricing models for derivatives and to design robust risk models across market, credit, and liquidity risks. You will implement validated models in C# within a large data and AWS/Dataiku environment, collaborating with traders, risk, and IT teams.

The role emphasizes rigorous quantitative analysis, model development, back-testing, and compliance, with a focus on energy commodity markets and cross-functional