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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.

3,300 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 +120,00 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 expertises:

• 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 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 Business Platforms (BP) of GEMS.

The quantitative analyst would be part of the “Gas & Oil” quant team (approx. 10 people) but fully dedicated to Gas Supply & Trading (GST) Business Platform (BP). Within this BP, the midstream and upstream gas trading desks are risk managing complex assets in the financial markets, on behalf of internal and external clients.

Role:

The quantitative analyst will be focused on the activities of GST trading desks. He should deliver quantitative tools that have a concrete impact on the business:

• He will deliver prototypes used for position analysis, deal pricing, market monitoring, …
• He will help improving stochastic models and implement them in the official library
• He will interact with trading and provide them with some efficient technical solutions.

The daily responsibilities of the quantitative analyst would include:

• Be in direct contact with Traders, understand their business needs, provide them with quantitative support in their day to day activities, define model needs, translate them into development features
• Be in direct contact with other Quants, to exchange about models, new ideas, in order to leverage on the knowledge from peers
• Develop in the official pricing library (in C#)
• Develop “ad hoc” pricing tools and prototypes used by the FO, leveraging on the pricing library and potentially developing customized tools
• Ensure code quality by following general rules and standards
• Collaborate with other Quants and other teams within GEMS (IS, Risk Methodologies …)

Hard skills:

• Strong mathematical skills, expert in Quantitative Finance
• Good understanding of the trading and portfolio management business
• Good object-oriented programming skills (C#, Python) in order to develop autonomously prototypes & models

Soft skills:

• Practical and conceptual thinking
• Ability to explain complex issues
• Ability to deliver concrete solutions
• Conceptual thinking, rigor, motivation, strong commitment, autonomy
• Working together, communication and adaptability

Education and professional background:

• Engineering or university degree (Master or PhD) in Computer Sciences, Applied Mathematics, Statistics, Physics, Financial Engineering…
• Some experience in Commodity Markets would be appreciated

Languages:

• Fluent in English
• Programming language (C#, Python, …), Visual Studio, GIT…

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 provide 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.