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Quantitative Analyst - Internship
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Total Energies
13 days ago
Posted date
13 days ago
N/A
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N/A
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Candidate Profile

Your Profile
  • You are enrolled in your last year of a Master or engineering school (Mathematics, Physics, Data Engineering or Quantitative Finance)
  • Coding being at the heart of our job, you have good programming skills (object oriented)
    1. Python: a minimum.
    2. VBA: a plus.
    3. C++: a plus.
    4. React: a plus.
    5. Django or streamlit: a plus.
  • Having sound knowledge of financial mathematics, probability theory and stochastic calculus would be seen as an advantage
  • Knowledge of continuous integration tools such as Git, TFS, Docker, and Swarm/Kubernetes would be seen as an advantage
  • Experience in the implementation of large IT projects would be a plus.

Activities

Take your first steps into a fulfilling career and join our team as an intern!

Are you looking to grow your career in the vibrant world of energy trading?

Do you have a quantitative background with sound knowledge of financial instruments coupled with solid programming and data mining skills?

If yes, we would love to see your profile!

To support TotalEnergies's ambitions, the Front Innovation Tools team (FIT) is looking to hire their next intern.

Depending on your appetite, the internship will be one of the following topics:
  • Work on an AI tool enabling us to better anticipate client behaviour depending on its past trades and market values at the times of these trades. At the same time work on supervised machine learning algorithms to better interpret broker chats and store them in a structured database without the use of "Regular Expressions" functions. The aim of this internship is also to develop an internal "machine learning" library reusable by the rest of the team.
  • Improve our representation of volatility model for all options on cracks and spreads in general. The internship will consist in storing all option prices published by brokers, implement a new model with smile in our pricing library (C++) that fits as best as possible those prices, develop closed form formulas where possible and Monte Carlo for the rest and put it in production in our global Risk Management System.

The internship also comprises several day-to-day tasks:
  • Elaborate and price structures meeting the clients' needs and analyse along with the trading floor the model risks associated with these structures.
  • Provide technical and modelling support to the trading floor.
  • Take part in the team's daily work (studies, bug fixes)

Context & Environment

You will be part of the FIT team, a team of 8 members with a front status, sitting on the trading floor. The FIT team is responsible for the derivatives pricing library and all its related tools. It is the entry point for all trading desks, whether they are physical or paper, regarding risk management or new digital tools.

The tools provided by the team cover a large range of business-oriented problems (paper trading, pricing methodologies, proxies on illiquid products, physical optionalities, database management, blending, shipping, automatic hedging...) and technical solutions (Excel & VBA, Python, C++, Web-based in React / Django).

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Become one of the drivers of energy transition with TotalEnergies Trading & Shipping.
TotalEnergies is a broad energy company that produces and markets energies on a global scale: oil and biofuels, natural gas and green gases, renewables and electricity. Our 105,000 employees are committed to energy that is ever more affordable, clean, reliable and accessible to as many people as possible. Active in more than 130 countries, TotalEnergies puts sustainable development in all its dimensions at the heart of its projects and operations to contribute to the well-being of people
Trading Shipping :
Give your best to better energy and make the commitment with TotalEnergies. We are one of the most active players in the international oil markets, trading with a vast network of customers and suppliers worldwide: national oil companies, producers, other oil majors, refiners, traders, distributors and end-users.
We have developed a set of trading strategies and expertise, which allows us to respond permanently to market changes and opportunities, on all physical and paper oil markets.
Satisfying the energy needs of a growing world population, curbing global warming, and adapting to changing customer behaviors and expectations are the three challenges that TotalEnergies must meet over the next 20 years. With its biomass blending and trading activity, TotalEnergies Trading & Shipping is an active participant in the development of sustainable biofuels. Our maritime transport expertise also helps to reduce the carbon footprint of sea transportation and we recently announced the time chartering of new vessels equipped with LNG propulsion.
Learn more about us on:
https://ts.totalenergies.com/
https://www.linkedin.com/company/total/life/979fceb8-cd76-40d0-bb97-ed457c7868a9/.
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JOB SUMMARY
Quantitative Analyst - Internship
Company logo (non-clickable)
Total Energies
Sachseln
13 days ago
N/A
Internship / Apprenticeship