Gas Portfolio Quant Developer: Market Insights & Risk

Ørsted Group; Gentofte Kommune; Hybrid; DKK 700,000 - 1,100,000; Full time

Job summary

Ørsted Group's Structuring & Analysis team seeks a quantitative professional to ensure accurate end‑of‑day calculations for the gas portfolio, analyse market‑to‑market values, and explain risk metrics to colleagues.

You’ll work closely with trading and risk management, translate complex results into clear insights, support day‑to‑day quantitative analysis, and help improve tools and calculations for timely commercial decisions.

Qualifications

• Master's degree in a quantitative field or equivalent experience.
• Strong mathematical and statistical skills applicable to business questions.
• Programming experience with financial domain languages, quantitative models and calculation tools.
• Excellent communication of complex technical concepts to technical and non-technical colleagues.
• Ability to work with stakeholders in a fast-moving environment and take ownership of issues.
• Knowledge of European gas markets or willingness to develop this knowledge.

Responsibilities

• Ensure accuracy, consistency, and stability of end-of-day calculations for the gas portfolio.
• Analyse and explain the market-to-market value of the portfolio and its drivers.
• Connect portfolio results with risk metrics and explain calculations used in risk reporting.
• Support the gas portfolio with day-to-day quantitative analysis and timely investigation of results.
• Act as a point of contact between the gas portfolio and development colleagues to improve tools and calculations.
• Identify opportunities to strengthen calculation processes, controls, and analytical quality.

Skills

Programming

Math & Stats

Communication

Gas Markets

Education

Master's degree or equivalent

Job description

Ørsted Group's Structuring & Analysis team seeks a quantitative professional to ensure accurate end‑of‑day calculations for the gas portfolio, analyse market‑to‑market values, and explain risk metrics to colleagues.

You’ll work closely with trading and risk management, translate complex results into clear insights, support day‑to‑day quantitative analysis, and help improve tools and calculations for timely commercial decisions.