Quantitative Risk Analyst à Sainte-Foy-lès-Lyon, France

Quantitative Risk Analyst – Risk Methodologies & Pricing ModelsðLocation: Paris La DéfenseAbout ENGIE and Supply & Energy Management:ENGIE, a global leader in low-carbon energy and services, relies on its Global Business Unit Supply & Energy Management (GBU S&EM) to provide reliable, sustainable, and affordable energy to all its customers. This strategic unit optimizes the Group’s and clients’ production assets and designs tailored energy solutions for our 200,000 professional clients and 15 million https://jobeax.com/link/0IkxBnxybD07ozLj Global Business Unit Supply & Energy Management leverages ENGIE’s assets to deliver secure and sustainable energy to its B2B and B2C customers. It uses its expertise in energy management to provide decarbonized electricity 24/7.Joining Supply & Energy Management means becoming part of a team of over 10,000 passionate experts spread across 20 countries, all united by a shared mission: shaping a greener and more efficient energy future. Together, we push the boundaries of innovation to deliver decarbonized energy 24/7. Join us and be part of those shaping the energy of tomorrow!ContextAs a Quantitative Risk Analyst, you will be part of a team that sits at the intersection of financial modeling, risk management, and software development. Your responsibilities will include validating pricing models for derivatives and designing and continuously improving risk models for market, credit, and liquidity https://jobeax.com/link/D6Uz3fQ6GinwQAUu daily tasks will encompass three key areas:Advanced Financial Modeling: You will cultivate a critical mindset and challenge stochastic models through close interaction with traders and pricing model https://jobeax.com/link/Jsbx2Ih9gFUZPeG4 Development: You will implement and test models and their alternatives within a robust C# and Python codebase, integrated into a Big Data environment (AWS, Dataiku).Cross-Functional Collaboration: You will work closely with Risk, IT, and Front Office teams to transform complex problems into practical solutions, whether through ad hoc pricing tools, back-testing prototypes, or automated model monitoring https://jobeax.com/link/YZ0HYaXewmRw5Wb2, you will ensure the long-term robustness of models by calibrating reserves under historical probability, implementing performance metrics, and regularly reviewing model parameters. This role combines scientific rigor with technical creativity and places you at the heart of the risk management team, focusing on energy commodity https://jobeax.com/link/pNsXSkiHvFuyQjWi responsibilities :Perform model validation of pricing models for complex derivatives (e.g., exotic basket options, swing options, storage, renewables, …).Implement validated stochastic models in C# within the risk methodologies pricing https://jobeax.com/link/jhAApiZ7ivOooyL2 and test alternative models to benchmark and assess the robustness of valuation https://jobeax.com/link/NlnkKrMRZ4tBaSI3 in internal model committees by providing theoretical and numerical https://jobeax.com/link/XNjNGWtWL1SwRRyD risk metrics for market risks (VaR, SVaR, quantitative stress tests), implement prototypes and present method specifications for future IS https://jobeax.com/link/2mPn9RYrrMGrixE2 risk metrics for credit risks (PFE, CVA, DVA), implement prototypes and present method specifications for future IS https://jobeax.com/link/T6Voxml0ySrpw4Du full documentation of models and methods for traceability, auditability, and regulatory https://jobeax.com/link/D2eJPle92dYub4Nm : You hold a Master’s degree or PhD in a quantitative discipline such as Financial Engineering, Applied Mathematics, Statistics, Physics, Computer Science, or a related field. Your academic background has equipped you with a solid foundation in modeling, analytics, and problem-solving. Beyond your studies, you bring at least three years of hands-on experience as a quantitative analyst, during which you’ve developed, implemented, and challenged pricing and risk models in real-world financial environments. You are now looking to take on a new challenge where your expertise can make a real impact — bridging cutting-edge theory with practical, high-stakes applications in trading and risk https://jobeax.com/link/q3Fyl5F5j0bT3wD1 Skills :Solid knowledge of stochastic models applied to derivative pricing and risk https://jobeax.com/link/fGEqahtC6QEz74Nt background in statistics: hypothesis testing, time series analysis, regression https://jobeax.com/link/AH9ZxSKcF5EJ4jkG in object-oriented programming (C#, Python), with the ability to independently develop models and https://jobeax.com/link/d4KJ9xeXu3ep1juS with Big Data technologies, particularly Amazon Web Services (AWS) or Dataiku, is a https://jobeax.com/link/YliYw4uEe7r78IDO experience in Commodity Markets is a strong https://jobeax.com/link/cxObNyYMv0wI4qVP Skills :Strong analytical skills, conceptual thinking, and scientific https://jobeax.com/link/hew34nZ1SIQmCIPz to communicate complex concepts clearly and effectively to both technical and non-technical https://jobeax.com/link/4lwEySsvtJKsd5qr spirit and ability to work collaboratively in a fast-paced and multidisciplinary https://jobeax.com/link/USdj6tAqn8FJsabN :Fluent in EnglishWhy join us?Diversity & InclusionIf you meet these requirements, then you are the talent we are looking for. Don’t wait – apply now with your https://jobeax.com/link/itUFrbItrhPLssF2 ENGIE S&EM, we are committed to fostering a gender-neutral and inclusive environment where everyone’s potential can https://jobeax.com/link/IEwm5a17ctpaAeei our positions are open to people with disabilities. If you need any reasonable accommodations during the recruitment process, please inform your recruiter — we will be happy to support https://jobeax.com/link/qiV0qEIRzLikLRZv ENGIEENGIE is a global leader in low-carbon energy and services, committed to accelerating the transition towards a carbon-neutral world. Our purpose (“raison d’être”) is clear: act to reduce energy consumption and develop cleaner, more sustainable solutions that balance economic performance with a positive impact on people and the https://jobeax.com/link/ByB5yflC9btDONJl rely on our core businesses — gas, power, renewable energy, and services — to deliver competitive, tailored solutions to our customers https://jobeax.com/link/metQaW6orW0Hv039 96,000 employees and a strong network of partners and stakeholders, ENGIE is more than a company: we are a community of Imaginative Builders, working every day to create harmonious, sustainable progress.