Quantitative Credit Analyst at TotalEnergies Gas & Power Ltd

The Trading activity accounts for almost 90% of Gas and Power’s revenue, representing over £10 billion per annum of delivered natural gas, LNG, power, coal and emissions. Transactions average in excess of 10,000 per month covering both intra-desk and external counterparty deals. The counterparts for these operations and contracts take various forms (such as long-term contracts, forwards, futures, options, swaps, transportation and storage).  You will join the credit team whose role is to assist in the day-to-day management of the counterpart portfolio risk under the Gas and Power sectors mainly. You will be a member of a team of professionals handling over 1.000 counterparties representing billion of US Dollars in credit lines.  You will assist the team members on its operational activities: Activity 1 Goal : Reviewing and establishing credit limits on counter parties in the Gas and Power portfolio.Action : Credit risk analysis and preparation of credit risk summary including recommendation on credit limits , terms, and risk mitigation.Tools : Familiar with financial and macro analysis techniques. Activity 2 Goal : Quantitative credit indicators developmentAction : Assist in ongoing project building, improving and maintaining PFE/CVA metrics for the credit portfolio.Tool : Python for development/testing, familiarity with quantitative models. Activity 3 Goal : Support the development of the Credit System, Cube, and related functions.Action : Intern will be in charge of supporting the portfolio manager in the management of data and supporting new developments.Tools : IT literate with some coding knowledge (e.g. Python). Apply Now