Quantitative Analyst /data Scientist Energy – Modélisation & Pricing

mylight150

Villeurbanne, France
Competitive salary; not specified; mutuelle avanta...
Hybrid (2 days remote per week)
Develop, calibrate, and maintain energy models
Implement optimization methods for portfolio management
Design and update pricing models for energy offers
mylight150 is seeking a Quantitative Analyst/Data Scientist for their Energy Management team in Villeurbanne, France. The role involves developing and optimizing models for energy pricing and valuation, contributing to the transition towards sustainable energy, particularly solar. Ideal candidates should have at least five years of relevant experience and expertise in quantitative finance, data science, and energy markets

Job Summary

  • Develop, calibrate, and maintain models for forecasting and valuing energy consumption and production, as well as their economic value, using data from over 200,000 sensors.
  • Design and update pricing models for customer offers, incorporating the valuation of solar energy, storage, and flexibility, and calculate risk premiums.
  • Collaborate with Risk Management for the development and validation of market risk models, conducting sensitivity analyses, stress tests, and backtests.

Matching Summary

Match Score: 85

mylight150 is seeking a Quantitative Analyst/Data Scientist for their Energy Management team in Villeurbanne, France. The role involves developing and optimizing models for energy pricing and valuation, contributing to the transition towards sustainable energy, particularly solar. Ideal candidates should have at least five years of relevant experience and expertise in quantitative finance, data science, and energy markets.

Salary

competitive salary; Not specified; Mutuelle avantageuse, tickets restaurants, RTT, télétravail, forfait mobilités durables

Skills & Requirements

Must-have

  • Develop, calibrate, and maintain energy models
  • Implement optimization methods for portfolio management
  • Design and update pricing models for energy offers
  • Analyze electricity markets and hedging mechanisms
  • Proficiency in Python and modeling libraries

Nice-to-have

  • Scientific rigor and intellectual curiosity
  • Analytical mindset and critical thinking
  • Autonomy and ability to simplify complex topics
  • Interest in innovation and collaborative work

Key Requirements

  • 5+ years of quantitative experience in energy, portfolio management, or financial markets
  • Master's or PhD in applied mathematics, quantitative finance, stochastic modeling, data science, or energy
  • Fluent French and English

Work Rights

Not specified

Tailored Resume

Cover Letter