ENGIE’s Supply and Energy Management (SEM) Business Unit is seeking a Quantitative Analyst II to support valuation and risk management systems for power production and retail risk management. The role aims to manage market risks from renewable and battery storage assets and ensure accurate pricing and risk modeling for load-related assets across the United States.
Requirements
- Proficiency in at least one of the following programming languages: Python, C-Sharp, or R.
- Familiarity with financial modeling concepts such as stochastic pricing, Greeks, and Value-at-Risk (VaR).
- Experience working with relational databases (e.g., SQL, Postgres, Oracle).
- Exposure to collaborative software development practices (e.g., Git, code reviews).
- Strong analytical and problem-solving skills with the ability to communicate technical concepts clearly.
- Interest in power markets and renewable energy technologies.
- Minimum of two (2) years of experience in a quantitative, analytical, or modeling role in the energy, finance, or technology sector.
Responsibilities
- Enhance and maintain pricing and risk management frameworks for load-related assets.
- Develop and implement models for asset valuation and structured product pricing.
- Support the creation of new risk management tools tailored to the operational characteristics of ENGIE’s retail load portfolios.
- Collaborate with cross-functional teams to ensure model transparency, documentation, and compliance with coding standards.
- Deliver tactical solutions and contribute to the official pricing library.
- Work on models for asset valuation and structured product pricing.
- Ensure model transparency, documentation, and compliance with coding standards.
Other
- You will possess a minimum of a Bachelor’s degree in Engineering, Mathematics, Physics, Computer Science, Finance, or a related field.
- Must comply with all ENGIE ethics and safety policies.
- Ability to handle multiple assignments on a timely basis with a high degree of accuracy.
- Ability to meet highest attendance requirements.
- Ability to communicate and present information effectively via written, verbal and digital means.
