Gas Portfolio Quant Developer: Market Risk & Analytics

Orsted Hornsea Project Four Limited; Gentofte Kommune; Hybrid; DKK 850,000 - 1,100,000; Full time

Job summary

Orsted Hornsea Project Four Limited is seeking a quant analyst to ensure accurate end-of-day calculations for the gas portfolio and to explain market-to-market values and risk metrics. You’ll work closely with trading and risk teams to connect results with risk reporting and support day-to-day quantitative analysis.

The role emphasizes clear communication of complex concepts and ownership of analytical improvements within a fast-paced environment.

Qualifications

• Master’s degree in mathematics, statistics, physics, engineering, finance, or another quantitative field, or equivalent experience.
• Strong mathematical/statistical knowledge applied to business questions.
• Programming experience with financial domain languages, quantitative models, and calculation tools.
• Ability to explain complex technical concepts clearly to technical and non-technical colleagues.
• Experience working with stakeholders in a fast-moving environment and taking ownership of issues.
• Knowledge of European gas markets or related desk quant/ trading/risk experience is a plus.

Responsibilities

• Ensuring the accuracy, consistency, and operational stability of end-of-day calculations for the gas portfolio.
• Analysing and explaining the market-to-market value of the portfolio and the factors driving changes.
• Connecting portfolio results with risk metrics and explaining the calculations used in risk reporting.
• Supporting the gas portfolio with day-to-day quantitative analysis and timely investigation of results.
• Acting as a point of contact between the gas portfolio and development colleagues to improve tools and calculations.
• Identifying opportunities to strengthen calculation processes, controls, and analytical quality.

Job description

Orsted Hornsea Project Four Limited is seeking a quant analyst to ensure accurate end-of-day calculations for the gas portfolio and to explain market-to-market values and risk metrics. You’ll work closely with trading and risk teams to connect results with risk reporting and support day-to-day quantitative analysis.

The role emphasizes clear communication of complex concepts and ownership of analytical improvements within a fast-paced environment.