Quantitative Risk Analyst
Intégrez l'équipe d'analystes quantitatifs à Courbevoie, France. Modélisation financière, développement IT, validation de modèles de prix et de risque, suivi des modèles. Exigences techniques et analytiques avancées.
About ENGIE
Company Overview
ENGIE SA
Courbevoie, France
2008
Business Model
Power
Electricity generation and distribution, natural gas, renewable energy, and energy transition services.
Energy production, trading and sales, renewable energy projects.
Locations & Geography
Operates in over 70 countries worldwide, including significant presence in Europe, North America, Latin America, and parts of Asia and Africa.
Company Culture
Committed to energy transition, aiming for zero-carbon as a service to its clients.
Supportive of innovation and sustainability, encouraging a progressive approach towards energy solutions.
Offers diverse training programs and opportunities for career advancement within the energy sector.
Activities & Projects
Expansion in renewable energies, such as solar and wind power projects, and significant investments in green hydrogen and energy storage solutions.
Development of advanced energy storage technologies and smart energy management systems.
Engagement in extensive decarbonization projects, aiming to reduce greenhouse gas emissions significantly by 2045.
Career Opportunities
Roles in project management, renewable energy development, and various engineering and technical positions.
Comprehensive benefits package including health insurance, retirement plans, and professional development opportunities.
Contact Information
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 +120,000 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 expertise:
- 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 GEMS Hub (https://gems.engie.com) or LinkedIn (https://www.linkedin.com/company/engie-global-energy-management-solutions).
Main Activities
Integrating the quantitative analyst team is a huge opportunity for you to work on financial modeling and IT development:
- Financial modeling: Stochastic pricing models, XVA, VaR, SVaR, CVaR,…
- IT development: C#, python, and bid data (Amazon web service, Dataiku)
Pricing Model Validation
- Be in direct contact with traders, and pricing model designers to understand derivatives, and stochastic pricing models ;
- Challenge theoretical model design and measuring model risk ;
- Develop in C# validated stochastic models ;
- Develop in C# alternative stochastic models.
Market and Credit Risk Model Design
- XVAR, VaR, SVaR, and CVaR, model designer ;
- Improvement of stochastic models to implement in the risk engine ;
- Interact with risk team and trading team, to understand the problem, and propose some theoretical and technical solutions ;
- Develop and test model in python ;
- Work with IT team for risk engine implementation ;
- Develop “ad hoc” pricing tools and prototypes used by the FO, leveraging on the pricing library and potentially developing customized tools.
Model On-Going Monitoring
In a big data environment (python + Amazon web service), ensure model quality over the time ;
- Challenge exotic parameter of pricing model ;
- Design, implement, and automatize pricing model quality metrics ;
- Calibrate stochastic model risk under historical probability.
Hard Skilss
- Knowledge of stochastic models applied to derivative pricing and risk modeling ;
- Knowledge of statistic (hypothesis testing, time series, regression analysis) ;
- Good object-oriented programming skills (C#, Python) in order to develop autonomously prototypes & models ;
- Knowledge of Amazon web service or other Big data environment would be appreciated ;
- Some experience in Commodity Markets would be appreciated.
Soft Skills
- Analyzing complex problem, conceptual thinking, rigor ;
- Ability to explain and convey messages about complex issues ;
- Working together, ability to work in a collaborative environment.
Education / Seniority
- University degree (Master or PhD) in Financial Engineering, Applied Mathematics, Statistics, Physics, Engineering, Computer Sciences ;
- Confirmed experience of at least 3 years as an quantitative analyst pricing and risk model.
Languages
- Fluent in English
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.
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.
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Apply now
Job expired?Please let ENGIE know you found this job on Rejobs. This will help us grow and get more people to work on renewable energy!
Discover how you’re connected
View connectionsSee your contacts at ENGIE on LinkedIn to leverage your network in applying for this position.
Apply now
Job expired?Please let ENGIE know you found this job on Rejobs. This will help us grow and get more people to work on renewable energy!
About the role
Feb 20, 2024
Full Time
Company
Aug 17, 2024
On-site
Courbevoie, France
3+ years
UTC+01:00
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