Job Title: Expert Global Quants & Risk Modelling
In the role of Expert Global Quants & Risk Modelling, you will be part of the Global Quants & Risk Modeling team that develops, industrialises and maintains models to support all Energy Management activities, addressing topics in Quantitative Finance, Forecasting and Optimisation.
Main Activities:
* Develop and maintain the creation of the energy scenario basket for commodities
* Develop and maintain Monte Carlo simulation models for commodity prices
* Support pricing and costing activities by developing and applying calculation models for risk valuation associated with commodity purchases and structured products origination
* Support portfolio management activities by defining methodologies and developing calculation models for portfolio optimisation and hedging strategies
* Determine and apply mathematical models for calculating risk management metrics to support portfolio management activities
Required Skills:
* Degree in Engineering, Mathematics, Physics
* At least 3 years of experience in the field
* Proven experiences and skills acquired in defining and applying quantitative finance methodologies and processes to support risk management, forecasting, risk/portfolio management and pricing areas
* Excellent knowledge of Python (pandas, numpy, etc.), SQL, Spark and main machine learning and deep learning frameworks (tensorflow, pytorch, keras, scikit-learn, etc.) and Databricks
* Experience in using cloud computing tools and platforms (aws, azure, google cloud, etc.)
* Good English language knowledge
About Us
We are Plenitude Societa Benefit, a company controlled by Eni, present on the market with a distinctive business model that integrates renewable production, energy sales and energy solutions, as well as an extensive network of electric vehicle charging points.
We provide energy to 10 million European retail customers with the goal of reaching 11.5 million customers by 2027. The Company aims to reach over 8 GW of installed renewable capacity by 2027 and over 15 GW by 2030. In the e-mobility sector, we have a network of thousands of charging points that will be expanded both in Italy and Europe with the goal of reaching 40,000 points by 2027. We are also leaders in Italy in distributed generation from small-scale photovoltaic plants.
Plenitude is a Benefit Society, which integrates, within its Statute, the objective of having a positive impact on people, communities and the environment and fits into Eni's broader commitment to create value through the energy transition. Present in several countries around the world, Plenitude aims to zero out net CO2 emissions Scope 1, 2 and 3 by 2040 and, thanks to an integrated and diversified proposal, to provide decarbonised energy to all customers.