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Quantitative Data Analyst

hace 2 meses


Madrid, Madrid, España Engie España, S.L.U. A tiempo completo
About the Role

We are seeking a highly skilled Quantitative Data Analyst to join our GEMS Iberia team in Madrid. As a key member of our team, you will play a crucial role in supporting business development, commercial teams, and portfolio managers with data-driven insights.

Key Responsibilities
  • Support business development team with valuation of new products and services
  • Develop pricing tools for commercial teams
  • Represent risk factors and hedging strategies to portfolio managers
  • Optimize physical assets under constraints, including batteries, hydro, CCGTs, wind, and PV
  • Pricing exotic derivatives in imperfect markets
  • Create decision support tools with adequate documentation and version control
  • Support short-term and trading teams in gas and power price modeling
Requirements
  • Relevant studies in Financial Mathematics, Operations Research, Computer Science, Statistics, and Mathematics
  • Deep learning and advanced analytics skills
  • Relevant experience in energy markets or commodities
  • Post-doc experience in energy markets or other relevant fields
  • Strong coding skills in Python, R, or Julia
What We Offer
  • A dynamic and challenging work environment
  • Opportunities for growth and development within a global company
  • A commitment to inclusion and diversity
  • A chance to contribute to a carbon-neutral economy