Quantitative Analyst Finance

**About US (GEMS)**: 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. **Organization**: The position is located in the Engie Global Market Risk Department, in a team of 8 quantitative analysts. Its mission is to provide advanced quantitative expertise to all commodity trading desks of ENGIE. **YOUR contribution**: **Context**: - 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) **Role**: - For this role, you will be working on: **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. **Travels**: - Occasional travels (mostly Brussels). **About YOU**: **Hard skills**: - University degree (Master or PhD) in Financial Engineering, Applied Mathematics, Statistics, Physics, Engineering, Computer Sciences ; - Knowledge of stochastic models applied to finance ; - 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. **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.