Gas Portfolio Quant Developer - Market & Risk Analytics

Orsted; Gentofte Kommune; Hybrid; DKK 800,000 - 1,100,000; Full time

Job summary

Orsted is seeking a quantitative professional to ensure accurate and stable daily gas portfolio calculations and to explain market-to-market values and risk metrics. You will work closely with traders, risk managers, and developers to translate complex results into actionable business decisions.

Key tasks include end-of-day processing, analysis of drivers behind portfolio movements, and clear communication of technical concepts to both technical and non-technical colleagues.

Qualifications

• Master's degree in mathematics, statistics, physics, engineering, finance, or another quantitative field, or equivalent experience.
• Proven ability to apply mathematical/statistical knowledge to practical business questions with accuracy.
• Programming experience with financial domain languages, quantitative models, and calculation tools.

Responsibilities

• Ensure accuracy, consistency, and stability of end-of-day gas calculations.
• Analyze market-to-market value and drivers of the portfolio.
• Connect portfolio results with risk metrics and explain related calculations.
• Provide day-to-day quantitative analysis and investigate results.
• Act as liaison between gas portfolio and development teams to improve tools and calculations.
• Identify opportunities to strengthen calculation processes and analytical quality.

Skills

Analytical thinking

Attention to detail

Communication

Stakeholder management

Problem solving

Education

Master's degree in quantitative field

Tools

Financial DSLs

Quantitative tools

Job description

Orsted is seeking a quantitative professional to ensure accurate and stable daily gas portfolio calculations and to explain market-to-market values and risk metrics. You will work closely with traders, risk managers, and developers to translate complex results into actionable business decisions.

Key tasks include end-of-day processing, analysis of drivers behind portfolio movements, and clear communication of technical concepts to both technical and non-technical colleagues.