Quantitative Analyst
Date de publication : 10/02/2025
Requisition ID : 41232
Quantitative Analyst
Quantitative analyst
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.
3,600 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 190,000 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 areas of expertise :
• 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 GEMS 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 around 40 quantitative analysts. It’s mission is to provide advanced quantitative expertise to all Business Platforms (BP) of GEMS.
The quantitative analyst will be part of the “Power & Emissions” quant team (approximately 10 people) and will be supporting the different local business platforms, with a focus on the US Business Platform located in Houston.
Role:
The quantitative analyst should design and provide robust quantitative tools that have a concrete impact on the power business:
- Work very closely with the BP US, mainly with the Renewable and Batteries Trading teams. He / She needs to understand their business needs, and needs to provide them with high-quality quantitative support in their day to day activities.
- Participate in enhancing the existing pricing and managing framework.
- Deliver ad hoc tactical solutions as well as develop new pricers in the official pricing library.
- Play a key role for developing new products, linked for example to the renewable and battery business (pricing, managing strategies, various risk indicators, …).
- Promote best coding practices that comply with general rules and standards.
- Document and share knowledge across GEMS on the different models used within GEMS.
Hard skills:
- Must have:
- Strong Financial Mathematical background (probability, stochastic calculus, various numerical methods such as Monte Carlo, finite differences, …)
- Experience on different optimization methods
- Strong coding experience (preferably C# and python), object oriented programming skills
- Experience in a trading environment
- Familiar with Git
- Good to have:
- Experience on the power markets
Soft skills:
- Must have:
- Practical and conceptual thinking
- Ability to explain and convey messages about complex issues
- Ability to deliver concrete solutions
- Autonomy
- Working together
Education and professional background:
- Engineering or university degree (Master of PhD) in Computer Sciences, Applied Mathematics, Statistics, Physics, Financial Engineering.
- 3 to 15 years of experience in a similar role.
Languages:
- English
Travels:
Regular travels to the US (Houston) are needed
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 provides 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, power, renewable energy, services) to offer competitive solutions to our customers. With our 96,000 employees, our customers, partners and stakeholders, we are a community of Imaginative Builders, committed every day to more harmonious progress.
