Quant Data Scientist

Engie

  • Madrid
  • Permanente
  • Tiempo completo
  • Hace 18 días
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!#LI-DNPBusiness Unit: GEMSDivision: GEMS - BP IBERIALegal Entity: ENGIE ESPAÑA, S.L.U.Contract Type: PermanentJob Type: Full - TimeProfessional Experience: Skilled ( >3 experienceEducation Level: Bachelor's Degree

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