QUANTITATIVE ANALYST FOCUSED ON GAS TRADING DESK

Job description

Who we are:

ENGIE is a global energy company, a leading provider of electricity, natural gas, and energy services. With 153,090 employees in more than 70 countries worldwide, ENGIE achieved revenue of €66.6 billion in 2016. ENGIE is committed to being a leader in the energy transition.

We are looking for talented and motivated people to create the future of energy. Join a rewarding and flexible work environment that encourages innovation and creativity, and help us meet the energy challenges of today and tomorrow.

Global Energy Management (GEM) is one of ENGIE's Business Units. We deliver services in supply and logistics management, asset management, risk management, market access management, while contributing to the market understanding, design and efficiency and developing market solutions to accelerate the energy transition.

GEM manages one of the largest and most diversified energy portfolios in Europe, including electricity, natural gas, bulk commodities and environmental products.

With 5 trading platforms and activities in more than 50 countries, GEM has an extended geographical coverage in Europe, Asia-Pacific and in the US. It employs 1,300 people around the world.

Organization:

The Gas quantitative analyst will be focused on the activities of the GST trading desk.
He should deliver quantitative tools that have a concrete impact on the business, which could be :

·  Prototypes used for position analysis, deal pricing, market monitoring, …
·  Improvement of models to implement in the official library
·  Analytical skills in order to interact with trading, understand the problem, and propose some technical solutions.

The analyst would be part of the “Quant & Oil” quant team (~10 quants), but should also develop very close relation with GST gas trading desks.

Role:

The Gas quantitative analyst will be focused on the activities of the GST trading desk.
He should deliver quantitative tools that have a concrete impact on the business, which could be :

·  Prototypes used for position analysis, deal pricing, market monitoring, …
·  Improvement of models to implement in the official library
·  Analytical skills in order to interact with trading, understand the problem, and propose some technical solutions.

The analyst would be part of the “Quant & Oil” quant team (~10 quants), but should also develop very close relation with GST gas trading desks.

Main Activities:

The daily responsibilities of the Analyst would include:

·  Be in direct contact with Traders BPs, understand their business needs, define model needs, translate them into development features
·  Be in direct contact with Quants from the EC, to exchange about models, new ideas, in order to leverage on the knowledge from peers
·  Develop in the official pricing library (in C#)
·  Develop “ad hoc” pricing tools and prototypes used by the FO, leveraging on the pricing library and potentially developing customized tools
·  Ensure code quality by following general rules and standards
·  Collaborate with other Quants and other teams within GEM (IS, Risk Metho …)

Work location:

Courbevoie, ENGIE T1

Education and professional background:

·  University degree in Financial Engineering, Statistics, Mathematics, Physics, Engineering, Computer Sciences
·  At least 5 year experience of working in a trading environment, focusing on advanced model developments.
·  Ideally some experience in Gas Markets

Hard skills:

·  Strong mathematical skills, expert in Quantitative Finance
·  Good understanding of the trading and portfolio management business
·  Good software programming skills (C#, Python) in order to develop autonomously prototypes & models
·  Ability to explain and convey messages about complex issues

Soft skills:

·  Analyzing, Practical thinking , Entrepreneurship
·  Planning, Developing others
·  Conceptual thinking, working together

Languages:

·  Fluent in English
·  Programming languages (C#, Python), Visual Studio, GIT, Microsoft office suite.

Additional Information
·  Posting Date: May 4, 2020