Optimisation and Trading Senior Analyst

Optimisation and Trading Senior Analyst

EDF Group

London, United Kingdom

We are seeking an experienced optimisation analyst with experience in the energy sector to contribute to our energy price modelling platform with an initial focus on medium to long-term power markets modelling. This role presents an opportunity to work on applications with a strong impact on the business.

As a Senior Analyst you will contribute to the design and improvement of our models in close collaboration with the wider Energy Market Analytics Team. The work will involve communicating with internal stakeholders such as traders, other analysts and software engineers.

Main responsibilities

In this role your responsibilities will include

• Model development: deliver best-in-class optimisation and/or data science models for energy price forecasting from design to coding and deploying robust applications used daily by traders. The role will initially focus on the improvement of our medium to long term power market modelling applications;
• Provide analytical support and expertise on optimisation and/or data science projects undertaken by teams across EDF Trading (Trading desks, Market Analysis and Origination) and explore and promote further quantitative approaches to enhance our models;
• Operationally support and continuously improve existing processes to increase performance and reliability of OTAT applications;
• Collaboration: engage and coordinate with internal clients and stakeholders to ensure effective collaboration across the organisation;
• Provide guidance and support to other team members.

Experience required

• 3-6 years of experience in the development of data science and/or optimisation algorithms in the energy sector.

Technical requirements

Key requirements:

• Strong knowledge of mathematical optimisation/operations research (linear programming, mixed-integer programming, stochastic optimisation, …) and/or machine learning;
• Strong analytical skills;
• Object-oriented programming in Java, Python, or another relevant language;
• Commercial awareness: ability to understand the broader business implications of projects;
• Higher education degree in a quantitative subject (Math, Physics, Computer Science, Engineering, etc.).

Beneficial skills and experience:

• Practical experience with stochastic programming;
• Practical experience with an optimisation solver (e.g. CPLEX, COIN OR Cbc/Clp, HiGHS);
• Experience of power market modelling/analysis (supply/demand equilibrium models);
• Experience in an energy trading environment (modelling, asset optimisation, portfolio management or trading);
• Tech stack: knowledge of Linux OS, SQL and noSQL databases.

Person specification

• Desire to learn and iterate quickly;
• Proactive and adaptable, positive attitude;
• Strong work ethic;
• Excellent communication skills;
• Team-oriented and customer-focused.

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