Quantitative Data Analyst

hace 1 mes


Madrid, Madrid, España Engie España, S.L.U. A tiempo completo

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 be responsible for supporting business development with valuation of new products, commercial teams with pricing tools, and portfolio managers with representation of risk factors and hedging strategies.

Key Responsibilities:
  • 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.
Requirements:
  • Relevant studies (minum MSc): Financial mathematics, Operations research, Computer science, Statistics and Mathematics.
  • Deep learning and advanced analytics.
  • Any other study (i.e. Engineers) complemented with very strong mathematics education or professional experience.
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.
Technical Skills:
  • Good coding skills: Python.
  • R, Julia.

We are committed to inclusion and diversity at Engie España, S.L.U. We value and encourage exceptional and diverse individuals who seek, support and strengthen the growth of others. If you are looking for a solid professional project with professional projection, and want to grow and develop within a dynamic and challenging company, we are waiting for you.



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