Quantitative Research & Model, Senior Advisor

What You Can Expect

ENGIE Energy Marketing North America (EEMNA) is responsible for managing the portfolio of gas electricity congestion revenues rights and environmental products for ENGIE across the United States. Within this framework EEMNA manages all the market risks (energy congestion RECs ancillaries) stemming from the C&I Retail Power contracts signed by Engie with its clients and from the Renewable and Battery Storage Assets owned by ENGIE North America. EEMNA also manages a large number of wholesale Gas and Power transactions with North American clients.

As a Quant Research and Models Senior advisor you will act as the senior US individual driving the full lifecycle of risk models and pricing engines from vision and research to production-grade deployment and integration into official risk systems in good collaboration with other related teams in other Engie offices.

This team is part of the global QRM (Quantitative Research and Modelling) group a network of quantitative experts involved in the Energy Management businesses across all ENGIE geographies.

This position is based in our Houston TX office and reports directly to the Chief Operating Officer EEMNA.

Strategic & Organizational Leadership

o Define and execute a clear quantitative and digital strategy aligned with a strong focus on risk modelling pricing and model industrialization.

o Anticipate market model and technology evolutions (non-linear risks exotics AI-based approaches) and translate them into a prioritized modelling and production roadmap.

Product Models & Production Ownership

o Own the end to end lifecycle of risk and pricing models including:

design of production grade models representing linear and non-linear risks

modelling of Greeks sensitivities and exotic parameters

supervision of model documentation testing and robustness.

o Ensure new models and exotic features are validated through appropriate governance committees and independent review processes.

o Drive the industrialization and deployment of models into official risk and pricing systems ensuring performance reliability and auditability.

o Promote reuse of existing solutions common libraries and convergence across geographies.

Business Innovation

o Identify and develop new initiatives leveraging advanced analytics AI and cloud technologies to enhance risk management and decision making.

o Balance short term business needs with the development of state of the art modelling frameworks answering tomorrows risk questions.

One QRM & Cross Functional Collaboration

o Actively contribute to the global QRM community ensuring transversality across quantitative experts across the globe.

o Work closely with other teams and Business Platforms to guarantee smooth integration of models into operational chains.

What Youll Bring

• Education & Experience

• Bachelor Degree in which you completed courses in applied mathematics engineering data science physics economics or related fields.
• A minimum of 10 years of experience in quantitative modeling risk management pricing or an equivalent combination of education and related expertise.

• Core Quantitative & Risk Modelling Skills

• Proven ability to build production grade models that represent price and monitor risks across energy markets.
• Strong experience modelling non-linear risks options complex payoffs and associated Greeks and sensitivities.
• Ability to introduce justify and get validated new models and exotic parameters within formal risk governance.
• Hands on experience in pushing models to production and integrating them into official risk and pricing systems.

• Leadership & Governance

• Experience managing multi stakeholder governance validation processes and complex delivery programs (Agile experience appreciated).
• Strong people leadership servant leader mindset and ability to operate in multicultural matrixed environments.

Additional Details

• This role is eligible for our hybrid work policy; a minimum of three days working in the office per week
• Must be willing and able to comply with all ENGIE ethics and safety policies;

Compensation

Salary Range: $155200 $237935 USD annually

This represents the average expected pay range for a qualified candidate.

ENGIE complies with all federal state and local minimum wage laws. Actual salary offered may vary depending on geography experience education internal pay alignment or other bona fide factors.

In addition to base pay this position is eligible for a competitive bonus / incentive plan.

Your Talent Acquisition Partner can share more specific information regarding the benefits or the salary for the position based on the work location.

At ENGIE we take your well-being seriously. Our comprehensive benefits package includes options for medical dental vision life insurance employer-paid short-term and long-term disability insurance ESPP generous paid time off including wellness days holidays and leave programs. We also help you plan for retirement by offering a 401(k) Retirement Savings Plan with a company match. But thats not all were dedicated to the health and happiness of your entire family offering supplemental benefits for full time employees that enhance emotional and physical well-being through all stages of life from family forming to caregiver benefits. Explore our benefits package to see how we can support you. Learn more.

Why ENGIE

ENGIE North America isnt just participating in the Zero-Carbon Transition were leading it! Join us as we develop energy that is renewable efficient and accessible to everyone.

At ENGIE every talent has a role to play in the adventure of the century. Make a difference and enjoy a fulfilling professional experience. Take on exciting challenges and build a career path that reflects who you are.

Join us and be part of the adventure!

ENGIE is proud to be an equal opportunity workplace and we are firmly committed to creating an inclusive workplace for all employees. We are committed to providing employees with a work environment free of discrimination and harassment. All qualified applicants will receive consideration for employment without regard to race color sex sexual orientation gender identity religion national origin disability veteran status or other legally protected status.

If you need assistance with this application or a reasonable accommodation due to a disability you may contact us at This email address is reserved for individuals with disabilities in need of assistance and is not a means of inquiry regarding positions or application status.

This role is eligible for sponsorship.

The safety of our employees is our number one priority. All employees at ENGIE have both a duty and the authority to STOP WORK if unsafe acts are observed.