Quant Data Scientist
Engie
- Madrid
- Permanente
- Tiempo completo
- 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.
- 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.
- 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.
- 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