Quant Data Scientist

Requisition ID:  25836

Madrid, ES, 28042

Our Group is a global reference in low-carbon energy and services. Together with our 96,000 employees, our customers, partners and stakeholders, we are committed to accelerating the transition to a carbon neutral economy through reduced energy consumption and more environmentally friendly solutions.


We are currently looking for a Quants Data Scientist for our GEMS Iberia team in Madrid.


Scope of the job
•    Support business development team with valuation of new products
•    Support commercial teams with pricing tools. 
•    Support portfolio managers with representation of risk factors and hedging strategies
•    Optimisation under constraints of physical assets: batteries, hydro, CCGTs, wind, PV…
•    Pricing exotic derivatives in imperfect markets. 
•    Create decision support tools (prototype) with adequate documentation and version control.  
•    Support short term and trading teams in gas and power price modelling
•    Create a network of collaboration with other quant and data scientist teams in Engie GEMS. 

Profile requirements

Relevant studies (minum MSc):
•    Financial mathematics, Operations research, Computer science, Statistics and Mathematics
•    Deep learning and advanced analytics
•    Any other study (ie. Engineers) complemented with very strong mathematics education or professional experience.
Relevant Experience: 
•    Worked in energy Markets, or relevant experience with other commodities. 
•    Post-doc in energy markets or other with applicability to this job. 
•    Supported trading teams in the past. 
•    Basic market analysis
•    Good presentation skills, for non-quantitative audience. Clear and effective communication both written and verbal; ability to explain and convey messages about complex issues and models.
•    Critical thinking to interpret, evaluate, and communicate complex information.
•    Good coding skills: Python. Other: R, Julia

Committed to inclusion


At ENGIE we value and encourage diversity and inclusion. We are committed to accelerating the transition to a carbon neutral economy achieved through the integration of exceptional and diverse individuals who seek, support and strengthen the growth of others.


ENGIE is the answer if...

- You are looking for a solid professional project with professional projection.

- You value being part of the first independent energy group in the world.

- You want to grow and develop within a dynamic and challenging company.

- If you consider that your work, together with the efforts of the people who are part of the company, can and should have a positive impact on the environment.

If you want to be part of an international group, able to offer a wide variety of jobs in a dynamic and promising sector, we are waiting for you!


Business Unit:  GEMS
Division:  GEMS - BP IBERIA
Legal Entity:  ENGIE ESPAÑA, S.L.U.
Contract Type:  Permanent
Job Type:  Full - Time
Professional Experience:  Skilled ( >3 experience <15 years)
Education Level:  Bachelor's Degree