Pierre Gruet is a research engineer at EDF R&D. He has a great experience in the energy sector, and he is working on modelling and risk management issues, especially concerning electricity. Over last years, Pierre also had a growing interest for short-term electricity markets and their use for valuing flexible assets through their optimal management and trading. He is also part of research projects linked to the management of electricity production in future systems with a wide renewable energy penetration.
Pierre has written several scientific publications related to stochastic optimization and statistics of processes, with an application to energy markets. He holds a PhD in applied mathematics from Paris Diderot University, and he is also a fully-qualified actuary, member of French National Actuarial Association. Besides, he is a regular maintainer of the Debian GNU/Linux operating system.