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Our Group is a global reference in low-carbon energy and services. Together with our 96,000 employees, our customers, partners and stakeholders, we are committed to accelerating the transition to a carbon neutral economy through reduced energy consumption and more environmentally friendly solutions.
We are currently looking for a Quants Data Scientist for our GEMS Iberia team in Madrid.
Scope of the job
• Support business development team with valuation of new products
• Support commercial teams with pricing tools.
• Support portfolio managers with representation of risk factors and hedging strategies
• Optimisation under constraints of physical assets: batteries, hydro, CCGTs, wind, PV…
• Pricing exotic derivatives in imperfect markets.
• Create decision support tools (prototype) with adequate documentation and version control.
• Support short term and trading teams in gas and power price modelling
• Create a network of collaboration with other quant and data scientist teams in Engie GEMS.
Profile requirements Relevant studies (minum MSc):
• Financial mathematics, Operations research, Computer science, Statistics and Mathematics
• Deep learning and advanced analytics
• Any other study (ie. Engineers) complemented with very strong mathematics education or professional experience.
Relevant Experience:
• Worked in energy Markets, or relevant experience with other commodities.
• Post-doc in energy markets or other with applicability to this job.
• Supported trading teams in the past.
Skills:
• Basic market analysis
• Good presentation skills, for non-quantitative audience. Clear and effective communication both written and verbal; ability to explain and convey messages about complex issues and models.
• Critical thinking to interpret, evaluate, and communicate complex information.
• Good coding skills: Python. Other: R, Julia
Committed to inclusion At ENGIE we value and encourage diversity and inclusion. We are committed to accelerating the transition to a carbon neutral economy achieved through the integration of exceptional and diverse individuals who seek, support and strengthen the growth of others.
ENGIE is the answer if... - You are looking for a solid professional project with professional projection.
- You value being part of the first independent energy group in the world.
- You want to grow and develop within a dynamic and challenging company.
- If you consider that your work, together with the efforts of the people who are part of the company, can and should have a positive impact on the environment.
If you want to be part of an international group, able to offer a wide variety of jobs in a dynamic and promising sector, we are waiting for you!
#LI-DNP
Business Unit: GEMS
Division: GEMS - BP IBERIA
Contract Type: Permanent
Job Type: Full - Time
Professional Experience: Skilled ( >3 experience Provider
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