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Quantitative Analyst - Job Opportunity at ENGIE Global Markets S.A.S.

Courbevoie, France
Full-time
Mid-level
Posted: August 15, 2025
On-site
EUR 80,000 - 120,000 per year, reflecting the specialized nature of energy derivatives modeling and the premium commanded by quantitative professionals in Paris financial markets with 5+ years of trading environment experience

Benefits

Work-life balance preservation in a demanding quantitative environment, providing sustainable career development in high-stress financial markets
Access to breakthrough innovation opportunities within a global energy management platform spanning 20+ international business locations
Collaborative team environment with 30+ quantitative analysts enabling knowledge sharing and professional development in advanced modeling techniques
Exposure to diverse energy markets including renewable power, natural gas, LNG, and environmental products providing comprehensive market expertise
Direct interface with traders and decision-makers offering immediate business impact and strategic influence on trading operations

Key Responsibilities

Lead comprehensive end-to-end quantitative model development driving critical pricing and risk management decisions for complex energy derivatives portfolios worth millions in market exposure
Design and implement sophisticated derivatives pricing models that directly impact trading profitability and risk assessment for midstream and upstream gas trading operations serving both internal and external clients
Develop theoretical pricing formulas and mathematical frameworks that establish market-consistent valuation methodologies for complex energy derivatives, ensuring competitive advantage in volatile commodity markets
Engineer high-performance algorithmic solutions and pricing engines that process real-time market data to support split-second trading decisions in fast-moving energy markets
Conduct advanced portfolio analysis and stress testing scenarios that inform strategic risk management decisions and regulatory compliance across diverse energy trading positions
Provide quantitative advisory services to trading desks, translating complex mathematical models into actionable trading strategies that optimize portfolio performance and minimize risk exposure
Collaborate with cross-functional quantitative teams to leverage collective expertise and drive innovation in energy derivatives modeling and risk management methodologies

Requirements

Education

Engineering or university degree (Master or PhD) in Computer Sciences, Applied Mathematics, Statistics, Physics, Financial Engineering

Experience

At least 5 years' experience of working in a trading environment, focusing on advanced model developments

Required Skills

Strong mathematical skills, expert in Quantitative Finance Good understanding of the trading and portfolio management business Proficient object-oriented programming skills (C#, Python) Practical and conceptual thinking Ability to explain complex issues Ability to deliver concrete solutions Conceptual thinking, rigor, motivation, strong commitment, autonomy Working together, communication and adaptability Fluent in English Programming language (C#, Python, …), Visual Studio, GIT
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Sauge AI Market Intelligence

Industry Trends

The energy trading sector is experiencing unprecedented transformation driven by decarbonization mandates and renewable energy integration, creating demand for sophisticated quantitative models that can handle the increased volatility and complexity of hybrid energy portfolios combining traditional commodities with environmental products and renewable certificates. Regulatory frameworks across European energy markets are evolving rapidly with new risk management requirements and sustainability reporting standards, necessitating advanced quantitative capabilities to ensure compliance while maintaining competitive trading advantages in increasingly complex market structures. The convergence of financial markets and physical energy assets is accelerating, with energy companies requiring quantitative analysts who can bridge traditional derivatives pricing with physical asset optimization, particularly in gas and LNG markets where supply chain disruptions have created new modeling challenges.

Role Significance

Part of a 10-person Gas & Oil quantitative team within a larger 30-person Quantitative Research and Modeling center, indicating a collaborative environment with specialized expertise and peer learning opportunities
This is a specialized mid-to-senior level individual contributor role with significant technical autonomy and direct business impact, positioned as a subject matter expert within a team of 30 quantitative analysts while maintaining dedicated responsibility for a specific business platform's modeling needs.

Key Projects

Development of next-generation pricing models for complex energy derivatives including weather derivatives, emission allowances, and renewable energy certificates that require innovative mathematical approaches Implementation of real-time risk management systems capable of handling the increased volatility and correlation patterns emerging from the energy transition Creation of integrated valuation frameworks that combine physical asset optimization with financial derivatives pricing to maximize portfolio value across diverse energy markets

Success Factors

Ability to translate complex mathematical concepts into practical trading tools that can be immediately utilized by front-office personnel, requiring both deep technical expertise and strong communication skills to bridge the gap between quantitative theory and trading reality. Adaptability to rapidly evolving energy markets where traditional modeling assumptions may no longer apply, necessitating innovative approaches to derivatives pricing that account for new market dynamics including renewable intermittency and carbon pricing mechanisms. Strong collaboration skills to work effectively within cross-functional teams including traders, risk managers, and other quantitative analysts while maintaining the independence and technical rigor required for model validation and mathematical proof development.

Market Demand

High demand driven by energy market volatility and the critical need for sophisticated risk management in the transition to renewable energy systems

Important Skills

Critical Skills

Advanced quantitative finance expertise is absolutely essential as this role requires development of novel pricing models for complex energy derivatives that may not have established market precedents, demanding deep understanding of stochastic processes, Monte Carlo methods, and numerical optimization techniques. Proficient programming skills in C# and Python are critical for implementing sophisticated algorithms that must perform reliably in real-time trading environments where system failures can result in significant financial losses and regulatory violations. Strong understanding of trading and portfolio management business is vital because quantitative models must align with actual market practices and trader workflows, requiring the ability to translate business requirements into mathematical frameworks that enhance rather than hinder trading operations.

Beneficial Skills

Knowledge of commodity markets beyond traditional financial derivatives provides competitive advantage in energy trading where physical constraints, storage costs, and transportation logistics significantly impact derivatives pricing and risk management strategies. Experience with environmental products and carbon markets is increasingly valuable as energy companies integrate sustainability considerations into their trading strategies and regulatory requirements expand around emissions reporting and green finance classifications. Familiarity with regulatory frameworks in European energy markets enhances effectiveness in developing models that meet compliance requirements while maintaining competitive advantages in increasingly regulated trading environments.

Unique Aspects

Direct exposure to both financial derivatives and physical energy assets, providing comprehensive understanding of energy value chains that is increasingly valuable as markets integrate renewable and traditional energy sources
Opportunity to work on cutting-edge environmental products and decarbonization solutions, positioning for the rapidly growing green finance and sustainability-focused trading sectors
Access to one of the world's largest and most diverse energy portfolios, offering modeling challenges that span multiple commodities, geographies, and market structures within a single organization

Career Growth

3-5 years to senior roles given the specialized nature of energy derivatives and the depth of experience required in this complex market environment

Potential Next Roles

Senior Quantitative Analyst or Lead Quantitative Developer with expanded responsibility for model validation and junior analyst mentoring Quantitative Risk Manager overseeing enterprise-wide risk measurement and regulatory reporting for energy derivatives portfolios Head of Quantitative Research leading strategic model development initiatives across multiple business platforms

Company Overview

ENGIE Global Markets S.A.S.

ENGIE Global Energy Management & Sales represents one of Europe's largest energy trading and risk management operations, managing a diverse portfolio of energy assets across 20+ international business platforms with over 120,000 clients spanning the entire energy value chain from producers to industrial consumers.

Market leader in European energy trading with significant global presence in LNG, natural gas, and renewable energy markets, positioning the company at the forefront of the energy transition while maintaining strong traditional commodity trading capabilities.
The Courbevoie location near Paris serves as a major European hub for energy trading and quantitative research, providing access to both European energy markets and global commodity flows while offering proximity to other major financial institutions and energy companies.
Highly technical and collaborative environment that encourages innovation and breakthrough results while maintaining work-life balance, typical of established European energy companies that compete for quantitative talent with investment banks and hedge funds
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