VIE - Quantitative Analyst (H/F)

Context: The Expertise Center (EC) Quantitative Research and Modeling (QRM) within ENGIE Supply and Energy Management is a team of around 100 quantitative analysts. It’s mission is to provide advanced quantitative expertise to all Business Platforms (BP) of S&EM and to Engie worldwide. The VIE quantitative analyst will be part of the “Pricing” team (approximately 15 people). The focus of the VIE will be to assist in the development of quantitative models, with a focus on the power markets. Role: The VIE quantitative analyst should assist in the design and development of robust quantitative tools that have a concrete impact on the power business: • Work very closely with the different Power Trading teams. He / She needs to understand their business needs, and needs to provide them with high-quality quantitative support in their day to day activities. • Participate in enhancing the existing pricing and managing framework. • Deliver ad hoc tactical solutions as well as assist in development of new pricers in the official pricing library. • Play a key role for developing new products, linked for example to the renewable and battery business (pricing, managing strategies, various risk indicators, …). • Promote best coding practices that comply with general rules and standards. • Document and share knowledge across S&EM on the different models used within S&EM.

Hard skills: • Must have: o Strong Financial Mathematical background (probability, stochastic calculus, various numerical methods such as Monte Carlo, finite differences, …) o Coding experience (preferably C# and python), object oriented programming skills o Familiar with Git • Good to have: o Experience on the power markets o Experience on different optimization methods o Experience in a trading environment Soft skills: • Must have: o Practical and conceptual thinking o Ability to explain and convey messages about complex issues o Ability to deliver concrete solutions o Autonomy o Working together Education and professional background: • Engineering or university degree (Master of PhD) in Computer Sciences, Applied Mathematics, Statistics, Physics, Financial Engineering. Languages: • English

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 +120,00 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.