Quantitative Analyst

Come work at a place where innovation and teamwork come together to support the most exciting missions in the world!

When you join EDF Trading you’ll become part of a diverse international team of experts who challenge conventional ideas, test new approaches and think outside the box.

Energy markets evolve rapidly so our team needs to remain agile, flexible and ready to spot opportunities across all the markets we trade in: power, gas, LNG, LPG, oil and environmental products.

EDF Group and our customers all over the world trust that their assets are managed by us in the most effective and efficient manner and are protected through expert risk management. Trading for over 20 years, it’s experience that makes us leaders in the field. Energy is what we do.

Most of all, we value our people. Become part of the team and you will be offered a great range of benefits which include hybrid working, a personal pension plan, private medical and dental insurance, bi-annual health assessment, corporate gym memberships, electric car lease programme, childcare vouchers, cycle to work scheme, season ticket loans, volunteering opportunities and much more. We even provide free fruit to keep you healthy.

Gender balance and inclusion are very high on the agenda at EDF Trading so you will become part of an ever-diversifying family of around 800 colleagues based in London, Paris, Singapore, Tokyo and Houston. Regular social and networking events, both physical and virtual, will ensure that you always feel connected to your colleagues and the business.

Who are we? We are EDF Trading, part of the EDF Group, a world leader in low-carbon sustainable electricity generation partnered with JERA, one of Japan’s largest utilities; the perfect organisation at which to begin or progress your career in the commodities sector.

Join us, make a difference and help shape the future of energy. 

Job Description:

Department

Energy Market Quantitative Analytics (EMQA)

The EMQA team is part of the front office organisation. The purpose of the team is to develop and run systematic strategies and automated execution solutions through research and technical implementation.

Position purpose

Develop, implement and backtest systematic trading strategies and automated execution algorithms with a focus on intraday power market which is traded out of Paris.

Main responsibilities

• Engage with trading desks and other analysts to develop systematic trading and/or automated execution strategies from the formulation of the initial idea through the strategy implementation and analysis to go-live
• Carry out exhaustive analysis to accurately describe strategies’ performance and present it to traders in a transparent and objective manner as to best support the go/no go decision
• Monitor live strategies
• Work with team members to continuously improve the systems supporting the team activities to ensure their suitability and performance

This list is not exhaustive and may include other tasks assigned by the manager.

Experience required

Essential requirements:

• Prior experience applying probability and/or statistical methods (time-series, stochastic calculus, machine learning, …) to derive analytics/signals supporting trading decisions
• Higher education degree in a quantitative subject  (Maths, Physics, Engineering, Computer Science, …)
• Ability to understand the commercial context of projects and communicate advanced concepts in a concise and logical way

Beneficial requirements:

• Experience in a quantitative trading environment
• Knowledge of power market

Technical requirements

• Strong programming skills (C# and python ideally)
• Knowledge of Dash, Power BI or similar frameworks/tools beneficial
• Proficiency with SQL/NoSQL databases desirable

Person specification

• Excellent analytical skills
• Hands-on approach, flexible and positive attitude
• Attention to detail and strong focus on accuracy of information
• Strong work ethics
• Excellent communication skills
• Team player
• Proficient in both French and English

Hours of work:

210 days worked per year