MODÈLES DE PRÉVISION APPLIQUÉS AU MARCHÉ ÉLECTRIQUE DANS LE CONTEXTE...

Job description

ROYAUME-UNI(LONDRES)
du01 mai 2020au01 mai 2021(pour12mois)
ETABLISSEMENT :ELECTRICITE DE FRANCE
REMUNERATION MENSUELLE :2162€ (indemnité non contractuelle fixée par décret et arrêté, dont le montant peut varier notamment en
fonction de l’évolution du barème de référence, de la localisation de la mission et des cas d’abattements prévus par les textes)

Entreprise:
EDF Energy is present in the United Kingdom and is part of the EDF Group, one of the world leaders in energy. EDF Energy is the largest electricity producer in the United Kingdom, supplying about 20% of England's electricity from nuclear, coal and gas. The renewable energy joint venture is developing the wind power business. Other activities focus on gas storage. EDF Energy is the leading supplier of electricity to business customers in the UK and is one of the leading suppliers of electricity and gas to residential customers, with around 5.5 million customers.

EDF R&D and EDF Energy R&D UK Centre: EDF's R&D activity is centralized in Paris (2100 employees in 8 centres) in addition to a large network of industrial and academic partners. The mission of R&D is to support EDF Group's business units and to anticipate and prepare the group for the future. In 2012, EDF Group R&D and EDF Energy opened an R&D centre in the United Kingdom with 50 researchers to strengthen the group's research activity. This R&D centre is an integral part of the group's R&D network and works across the entire electricity value chain, representing a portfolio of £15 million of international projects.

Poste et missions:

The VIE will report to the Smart Energy Systems manager in UK Center. The Smart Energy Systems team is working on various topics, including power systems, energy markets, storage, flexibility, local energy markets... The team is working closely with the EDF Group R&D and more specifically with OSIRIS (Department of Optimisation, Simulation, Risks and Statistics)

The mission will be articulated around two different subjects:
NIV Forecasting
OSIRIS and the R&D UK Centre are working together to develop a tool to forecast the national imbalance volume on the UK wholesale market. The aim is to deliver the tool to the EDF Energy Shift Trading team.
Following trial at the shift trading desk in 2019, some variable needs to be added to the tool to reflect changes in the market conditions. The VIE will work on including these added variables (NG actions during a settlement period) to the core forecasting algorithm. UI development will be transferred to the Quant team for full industrialisation.
Working closely with EDF Energy business units and OSIRIS, the VIE will develop new functionalities to enhance the tool and explore new approaches: use demand and generation forecasting to forecast the NIV.

Short-term generation Forecasting
EDF R&D has developed a renewable forecasting software (solar and wind power) called REEF (Renewable Energy Forecast). This software is under licence agreement, and is only covering France nowadays. The VIE will facilitate the adaptation to the UK case. Firstly, the VIE will collect and analyse data for UK (wind and solar power measurement, installed capacity, technologies, meteorological forecasts). Then, the VIE will process the data in order to eliminate the values that are not correct and will compare those data with the French public data on solar and wind power. Finally, the VIE will create (thanks to OSIRIS’help) the configuration files that a required as an input of the software.

The VIE candidate will also contribute to
•Strengthening the on-going collaboration between UKC and R&D OSIRIS and develop further projects opportunities together.
•Investigate business requirements for modelling solutions in the field of power systems modelling and short-term energy market forecasting with external and internal (Wholesale Market Optimisation) stakeholders
•Draft model solution and test different use case or market scenarios, in accordance with stakeholders, using machine learning and statistical modelling
•Deliver chosen solution in the form of operational tool or library for broader business usage, through Python coding
•Train other members of the team on technical and modelling advancements in the field of data science and machine learning

Profil:
NIVEAU D’ETUDES Bac + 5
DIPLÔME(S) : Ecole d’ingénieur ou Master 2
SPÉCIALISATION : Mathématiques appliquées et data science