Quantitative Analyst

Quantitative Analyst

About ENGIE and Supply & Energy Management

ENGIE is a global leader in low‑carbon energy and services. Its Global Business Unit Supply & Energy Management (GBU S&EM) provides reliable, sustainable, and affordable energy to both B2B and B2C customers. The unit optimises production assets and designs tailored energy solutions for 200,000 professional clients and 15 million consumers, delivering secure and sustainable energy 24/7.

Context

The Expertise Center (EC) Quantitative Research and Modeling (QRM) within GEMS comprises approximately 115 quantitative analysts. It supplies advanced quantitative expertise to all Business Platforms (BP) of S&EM and to Engie worldwide.

Role

The Quantitative Analyst will be part of the Pricing team (≈ 15 people) and fully dedicated to the Business Platform Gas Supply & Trading (GST). The Gas Trading desks manage complex assets in the financial markets on behalf of internal and external clients.

Responsibilities

• Generate end‑to‑end model development and design, from data preparation through build, implementation, validation, and calibration of derivatives pricing models.
• Theoretical development of appropriate pricing formulas for each derivative traded:
  • Conceptual soundness of the modelling framework.
  • Consistency with market practice.
  • Proofs and mathematical evidence of formulas.
  • Documentation of the methodology.
• Implementation of the pricing and risk‑management engines into the official pricing library:
  • Ensure performance of the algorithms used.
  • Ensure quality of the code produced.
  • Test every new functionality.
  • Respect coding conventions and best practices.
  • Maintain direct contact with traders to understand business needs, provide quantitative support, define model requirements, and translate them into development features.

Hard Skills

• Strong mathematical skills, expert in Quantitative Finance.
• Good understanding of the trading and portfolio management business.
• Proficient object‑oriented programming skills (C#, Python) for autonomous prototype and model development.

Soft Skills

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

Education and Professional Background

• Engineering or university degree (Master or PhD) in Computer Sciences, Applied Mathematics, Statistics, Physics, Financial Engineering, or related fields.
• At least 5 years of experience in a trading environment, focusing on advanced model development.
• Experience in commodity markets is appreciated.

Languages

• Fluent in English.
• Programming languages: C#, Python, etc.; proficiency with Visual Studio, Git, and related tools.

EEO and Disability Statement

ENGIE S&EM is committed to creating a gender‑neutral environment that unlocks the potential of everyone and provides equal employment opportunities for all individuals. All positions are open to people with disabilities; if you need reasonable accommodations to participate in the recruitment process, please let your recruiter know and they will be happy to assist you.