Senior Market Risk Analyst

Quantitative Risk Analytics Analyst (F/H)

📍Location : Paris – La Garenne Colombe

We are a leading global group in low-carbon energy and services. Together with our employees, customers, partners and stakeholders, we are committed every day to accelerating the transition towards a carbon-neutral world through more energy-efficient and environmentally friendly solutions. Guided by our purpose, we combine economic performance with a positive impact on people and the planet, leveraging our core businesses (gas, renewable energies and services) to provide competitive solutions to our customers.

About 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 consumers.

The 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!

Context

You will be part of the Risk Analytics team (10 people) responsible for Market & Counterparty Risk monitoring and advisory of the S&EM (International Supply and Energy Management) Global Business Unit of ENGIE and its regulated entity EGM (Engie Global Markets).

We work closely with stakeholders across trading, risk, and IT to ensure our systems are efficient, scalable, and aligned with business needs. Our expertise spans the development, enhancement, and validation of risk models, systems, and processes.

We foster a culture that values initiative, knowledge sharing, and continuous improvement. You’ll be supported by experienced colleagues and encouraged to bring fresh ideas that challenge the status quo.

We are looking for a Quantitative Risk Analytics analyst to join our growing team. You will play a crucial role in bridging the gap between quantitative finance, pricing, and risk management.

In this role, you will collaborate closely with Front Office Quants and Risk Quants to analyze the impact of new pricing and risk models on current risk metrics, reserves, and the wider risk framework. You will have significant autonomy to assess model changes, identify improvement opportunities, and contribute to the evolution of next-generation risk analytics tools and processes.

What You Will Do

• Analyze Model Impacts: Evaluate the impact of new or updated pricing and risk models (developed by front quant and risk quant teams) on current risk metrics, exposures, and the overarching risk framework.
• Bridge Quants and Risk: Collaborate with Front Office Quants, Risk Quants, and IT to align quantitative modeling standards with practical risk management, monitoring, and validation needs.
• Market & Counterparty Risk: Analyze and monitor complex market and counterparty risk metrics, understanding the underlying financial products and valuation mechanics.
• Reserves & Valuation Adjustments: Contribute to the calculation, review, and risk analysis of valuation adjustments and reserves.
• Quantitative Tooling & Automation: Develop robust Python-based solutions and analytics tools to automate risk workflows, enhance monitoring, and strengthen data quality controls.
• Drive Innovation: Participate in the design and industrialization of next-generation risk analytics infrastructure and processes.

Education & Qualifications

• Master's degree in Quantitative Finance, Financial Engineering, Applied Mathematics, Computational Finance, or a related rigorous quantitative discipline.

Skills & Experience

• 5 years of experience in Quantitative Risk, Market Risk, Quantitative Finance, or Model Risk/Validation within a financial institution.
• Strong understanding of financial products (particularly derivatives), asset classes, and financial market dynamics.
• Solid comprehension of quantitative risk metrics (e.g., VaR, Expected Shortfall, XVA, sensitivities) and familiarity with pricing/risk modeling concepts.
• Strong Python programming skills for quantitative analysis, automation, and working with analytical data structures.
• Exceptional communication and collaboration skills, with the ability to translate complex quantitative concepts and model changes for risk stakeholders and technical teams.
• Strong analytical, problem-solving, and critical thinking abilities, with a proactive approach to identifying risk nuances and optimization opportunities.

Personal Attributes

• Autonomous, curious and proactive.
• Strong communication and teamwork skills.
• Ability to collaborate effectively with multidisciplinary teams.
• Passion for using data and technology to improve risk management processes.

Fluency in French and professional proficiency in English are essential.
Remote working arrangements are subject to the applicable policies within the entity; full-time position.
Location: S&EM, France, La Garenne-Colombes Campus.

At ENGIE, every talent contributes to accelerating the energy transition. Join us to take on exciting challenges and build a career path that reflects your ambitions.

As a responsible recruiter, Suply & Energy Management is committed to the Diversity and Equality Labels obtained by the ENGIE Group and works to promote recruitment practices that ensure equal opportunities and prevent discrimination. It acts in accordance with the ENGIE Group’s Diversity, Equity & Inclusion policy, Be.U@ENGIE, which enables everyone to be respected and feel free to be themselves and give their best.