Key responsibilities
- Develop financial models to address optimization and pricing problems for various financial contracts (e.g., Power Purchase Agreements) and products (such as futures and options)
- Lead the financial modelling aspect of 24/7 Carbon Free Energy project
- Use and adapt the existing in-house tools to assess economic viability for renewable projects based on the result of financial models and energy modelling simulations
- Enhance the existing in-house optimization algorithms to effectively address local optimization scenarios
- Gather market intelligence like market landscape, market regulations, etc. in the power markets in Asia Pacific
- Facilitate communication between EDF Lab Singapore and local market players, government agencies and academic communities
Requirements
- Master’s degree in a quantitative discipline, such as Mathematics/Statistics, Computer Science, Quantitative Finance, Data Science or Engineering
- Preferrable with 3 years of relevant work experience in an Analytics or Data Science role
- Relevant work experience and knowledge with the energy market will be a plus
- Strong programming skills in Python or C++.
- Practical knowledge in machine learning (TensorFlow, PyTorch, etc.) and statistical modelling (multivariate regression, time series modelling, etc.)
- Strong understanding in financial mathematics (derivative pricing, risk management, etc.)
- Team-oriented and ability to work in a diverse, international and cross-disciplinary research and development environment
- Strong communication in English writing skills (technical report, tender proposal…) and verbal presentation skills (reporting to internal management and external customers…)
Why EDF Lab Singapore?
- You’ll be part of a world-renowned energy company, with an international network of over 2,000 researchers (France, China, US, Germany, UK…)
- You are exposed to the most cutting edge of research topics, including risk, mathematics, data science, etc.
- You are interested in the future of power systems, smart and sustainable cities, and net-zero energy applications
- You like applying innovative research to real-world applications
- You are constantly challenging yourself to bring positive impact to those around you
- You enjoy working with a young, multicultural and flexible team
- We offer a competitive salary and benefits package
