Energy Quant Engineer (Power Markets)

Location: Paris, France

Salary: €75,000–€95,000, with a stated base range of €75,000–€85,000 plus discretionary bonus.

Company

An independent French energy company that develops, owns, and operates grid-scale flexible assets while trading them on power markets through an in-house technology stack.

What you will do

• Maintain and extend live electricity price forecasting models and develop new approaches where needed.
• Build machine learning and deep learning models alongside fundamental forecasting methods.
• Develop scenario generators and quantify uncertainty around price forecasts.
• Turn market fundamentals and asset constraints into features and analyse price and volatility drivers.
• Improve MILP dispatch modules for economic performance and execution speed.
• Monitor forecast error in production and help harden the platform.

Requirements

• Three to five years of experience in forecasting, modelling, or quantitative analysis in power markets.
• Excellent Python skills and experience with time series, applied machine learning, or deep learning.
• Knowledge of statistics, applied stochastic modelling, and mixed-integer optimisation.
• Working understanding of day-ahead, intraday, balancing, and ancillary-services markets.
• Experience with Git, code review, CI/CD, and taking models into production.
• Master’s or engineering degree in energy, applied mathematics, data science, econometrics, or computer science.

Nice to have

• Experience with dispatch optimisation, systematic trading, or battery storage.
• French language skills; French is preferred but not mandatory.

Culture & Benefits

• Permanent employment with a small, well-funded team.
• Wide scope and direct ownership of production models.
• Models operate against live assets and directly support capital decisions.
• In-house technology stack spanning forecasting through execution.
• Discretionary bonus in addition to base salary.