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 requirementsRelevant 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 inclusionAt 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!Business Unit: GEMSDivision: GEMS - BP IBERIAContract Type: PermanentJob Type: Full-TimeProfessional Experience: Skilled ( > 3 experience
