Description
EDF Trading is hiring a Quantitative Analyst to research and implement derivatives pricing and market-analysis models, including C++ libraries and Python services for pricing, risk calculation, and parameter estimation and calibration. The role partners with trading, structuring, quantitative development, and quantitative risk teams, backtests models, and develops pricing tools. It requires at least five years of experience in a similar trading environment, exposure to complex structured commodity derivatives in gas and power markets, knowledge of option pricing and numerical methods, and strong C++ and Python programming skills.
