Quantitative Analyst

About ENGIE and Supply & Energy Management

ENGIE, a global leader in low‑carbon energy and services, relies on its Global Business Unit Supply & Energy Management (GBU S&EM) to provide reliable, sustainable, and affordable energy to all its customers. This strategic unit optimises the Group’s and clients’ production assets and designs tailored energy solutions for 200,000 professional clients and 15 million consumers.

The GBU S&EM leverages ENGIE’s assets to deliver secure and sustainable energy to its B2B and B2C customers, providing decarbonised electricity 24/7. Joining the unit means becoming part of a team of over 10,000 passionate experts across 20 countries, all united by a shared mission: shaping a greener and more efficient energy future.

Context

The Expertise Center (EC) Quantitative Research and Modelling (QRM) within GEMS is a team of around 115 quantitative analysts. Its mission is to provide advanced quantitative expertise to all Business Platforms (BP) of S&EM and to Engie worldwide. The quantitative analyst will be part of the “Pricing” team (approximately 15 people) and will be fully dedicated to the Business Platform (BP) Gas Supply & Trading (GST). Within this BP, the mid‑stream and upstream gas trading desks manage complex assets in the financial markets on behalf of internal and external clients.

Role

The Quantitative Analyst will focus on the activities of the Gas Supply and Trading desks, developing and maintaining the models that guide our financial and physical trading, portfolio management and risk assessment activities. This opportunity allows you to apply advanced modelling techniques in a highly quantitative team with extensive experience in derivatives pricing, risk management and trading.

Responsibilities

• Generate end-to-end model development and design from data preparation to build, implementation, validation and calibration of derivatives pricing models.
• Develop theoretical pricing formulas for each derivative traded, ensuring:
  • Conceptual soundness of the modelling framework
  • Consistency with market practice
  • Proofs and mathematical evidence of formulas
  • Documentation of the methodology
• Implement the pricing and risk management engines into an official pricing library, guaranteeing:
  • Performance of the algorithms
  • Quality of the code
  • Testing of every new functionality
  • Compliance with coding conventions and best practices
  • Effective collaboration with Traders, understanding their needs, providing quantitative support, and translating model requirements into development features.

Hard skills

• Strong mathematical skills with expertise in Quantitative Finance.
• Good understanding of the trading and portfolio management business.
• Proficient object‑oriented programming skills (C#, Python) to develop prototypes and models autonomously.

Soft skills

• Practical and conceptual thinking.
• Ability to explain complex issues.
• Ability to deliver concrete solutions.
• Conceptual thinking, rigor, motivation, strong commitment, autonomy.
• 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’ experience working in a trading environment, focusing on advanced model development.
• Experience in Commodity Markets is appreciated.

Languages

• Fluent in English.
• Proficiency in programming languages (C#, Python) and related tools (Visual Studio, GIT).

Apply by attaching your updated CV, regardless your gender.

ENGIE S&EM 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. Let the recruiter know if you need reasonable accommodations to participate in the recruitment process.

About ENGIE

Our group is a global reference in low‑carbon energy and services. Our purpose is to accelerate the transition toward 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 and to our 96,000 employees, partners and stakeholders.