Quantitative Analyst - Energy-StartUp-Lyon

  • Competitive salary according to experience
  • Lyon, Rhône-Alpes, France
  • CDI, Plein-temps
  • 28 juil. 17

BCM Energy (www.bcmenergy.fr) is looking for an experienced Quantitative Analyst, in Lyon (France) The principal role of the Quantitative Analyst is to support development projects in the Power Trading team to support Asset Optimization and Trading strategies. You will be expected to contribute to projects and development application in areas such as asset optimization, portfolio optimization, flexibility valuation, hourly shape valuation, storage/swing valuations, visualization tools and dispatch models and any other areas relevant to the standard and non-standard transactions.

You will be expected to develop advanced mathematical models to capture the value on the market. You will work closely with the rest of the team to develop asset optimization models.

To be eligible for this position the candidate must have the following technical skills:

  • Knowledge of Commodities and Derivatives
  • Knowledgeable in complex mathematical methods including the solution of constrained optimization problems. Strong analytical and problem-solving skills
  • Demonstrable experience of optimization modelling is required with the ability to create complex financial models.
  • Should can develop a good understanding of market dynamics and modelling methods, and apply it to real-world transactions.
  • An understanding of the principles and concepts of the European gas and electricity market, infrastructure and key players is desirable
  • Team working abilities and capacity to adapt to a Start-up environment: Being cooperative, leader and able to work alone
  • Fluent in English, knowledge of French is desirable

Experience required:

  • Qualification: Master or PhD degree in Mathematics, Statistics or Applied Maths to Finance
  • Strong model validation experience in a trading environment
  • Is an experienced user of programming languages like Julia, Python, Matlab or  R.
  • Interest or experience in energy markets

Please apply if you have the required experience and skills. Apply with a motivation letter highlighting your experience or projects in the above mentioned tools and technologies. We are a growing company and we believe in long lasting relationships based on the performance. Competitive salary according to experience.

To apply for this position please send a copy of your CV and cover letter to: info@bcmenergy.fr