
Intern – Quantitative Risk Analyst (m/f)
- Paris
- Stage
- Temps-plein
- Improving stochastic model designs to better capture power market behaviors;
- Helping build "hybrid" models that combine stochastic methods with physical (including assumptions on power plants, demand, interconnections) models;
- Exploring how to better model correlations between countries or price areas across our models;
- Checking how well our models align with key metrics for batteries, gas assets, and renewables;
- Modeling different battery revenue streams (day-ahead, intra-day, ancillary services, balancing mechanisms etc.).
- A background in applied math, statistics, physics, engineering, or similar ideally from top “Grandes écoles” (Mines, Ponts, Centrale...);
- Good Python skills (especially with scientific libraries like NumPy or pandas);
- Interest in energy, financial modeling, or risk;
- A proactive mindset and the ability to work both independently and in a team;
- Fluency in English, ideally fluency in French as well;
- A hands-on learning experience at the heart of the renewable energy world;
- A positive working environment characterized by expertise, responsibility and innovation;
- A diverse workplace in terms of gender, age and cultural background;
- Development opportunities at different levels of the organization, including via LinkedIn Learning;
- A workplace in the center of Paris, close to train stations and accessible to all.
Statkraft manages critical infrastructure and services in several countries. We conduct background checks on qualified applicants before hire. This may include a conflicts of interest statement from candidates.