Quant Data Scientist
Responder al anuncioRequisition ID: 25836
Location: Madrid, ES, 28042
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 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.
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 inclusion
At 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-DNP
¡Sea el primero en responder a este anuncio de trabajo!
-
¿Por qué está buscando trabajo en Trabajas.es?
Crear alerta de empleo
Cada día nuevos anuncios de trabajo Puede elegir entre una amplia gama de trabajos: nuestro objetivo es ofrecer una selección lo más amplia posible Déjenos enviar nuevos anuncios por correo electrónico Sea el primero en responder a las nuevas ofertas de empleo Todos los anuncios de trabajos en un único lugar (de empleadores, agencias y otros portales) Todos los servicios para demandantes de empleo son gratuitos Le ayudaremos a encontrar un nuevo empleo