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Junior Quantitative Analyst Focused on Gas

About US (GEM)

Global Energy Management (GEM) is one of ENGIE’s Business Units. As a global energy player in electricity, natural gas and energy services, we provide energy management solutions and services to our worldwide-based clients through an expertise built on more than 20 years managing the world’s largest and most diverse portfolios including power, gas, environmental and certificate products.

More info on GEM Hub (https://gems.engie.com) or LinkedIn (https://www.linkedin.com/company/engie-global-energy-management-solutions).

Organization

The Expertise Center (EC) Quantitative Research and Modeling (QRM) within GEM is a team of 30 quantitative analysts. Its mission is to provide advanced quantitative expertise to all Business Platforms (BP) of GEM.

Within the Business Platform (BP) Gas Supply & Trading (GST), the midstream and upstream gas trading desks are risk managing complex assets in the financial markets, on behalf of internal and external clients

YOUR contribution

Role

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

  • Prototypes used for position analysis, deal pricing, market monitoring, …
  • Improvement of stochastic models to implement in the official library
  • Analytical skills in order to interact with trading, understand the problem, and propose some technical solutions.

    • The analyst would be part of the “Gas & Oil” quant team (~10 quants), but should also develop very close relation with GST gas trading desks.
    Each of its members is normally part of one of these BPs (e.g. Gas Supply and Trading) and dedicated to its business. Size of the team is about 10 quants

    Key missions

    The daily responsibilities of the 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 GEM (IS, Risk Methodo …

    • Internal Interfaces: 

    Other members of EC QRM - Traders of BP Gas Supply & Trading - IS - Risk Methodologies

    About YOU

    Hard skills

  • Strong mathematical skills 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
  • Ability to explain and convey messages about complex issues

    • Soft skills

  • Analyzing, Practical thinking , Entrepreneurship
  • Conceptual thinking, rigor, motivation, strong commitment, autonomy
  • Working together, communication and adaptability

    • Education and professional background

  • University degree (Master or PhD) in Financial Engineering, Applied Mathematics, Statistics, Physics, Engineering, Computer Sciences
  • We are looking for a junior profile, i.e. less than 5 years’ experience

    • Languages

  • Fluent in English
  • Programming languages (C#, Python), Visual Studio, GIT, Microsoft office suite.
  • Location : Paris

    • 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, renewable energy, services) to offer competitive solutions to our customers. With our 170,000 employees, our customers, partners and stakeholders, we are a community of Imaginative Builders, committed every day to more harmonious progress.

    Additional Information

  • Posting Date: Dec 28, 2021

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    Junior Quantitative Analyst Focused on Gas

    Entreprise:
    Global Energy Management
    Ville:
    Courbevoie
    Type de contrat: 
    Diplôme: 
    Master
    PhD
    Niveau de carrière: 
    Junior
    Publiée:
    14.01.2022
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