Gas Portfolio Quant Developer: Risk & Analytics

Ørsted A/S; Gentofte Kommune; On-site; DKK 700,000 - 1,100,000; Full time

Job summary

Ørsted A/S is seeking a quantitative professional to ensure accurate end-of-day calculations for the gas portfolio and to analyse market-to-market values and risk metrics. You will connect portfolio results with risk reporting and support daily commercial decisions.

The role sits within Structuring & Analysis and collaborates closely with trading and risk teams. The successful candidate will have a strong quantitative background, programming experience, and the ability to communicate complex

Qualifications

• Master's degree in mathematics, statistics, physics, engineering, finance, or another quantitative field, or equivalent experience.
• Strong mathematical and statistical reasoning applied to business questions.
• Experience with financial domain language and risk reporting calculations.

Responsibilities

• Ensure accuracy and stability of end-of-day calculations for the gas portfolio.
• Analyse and explain market-to-market value and drivers of changes.
• Link portfolio results with risk metrics and explain risk calculations.
• Provide day-to-day quantitative analysis and timely investigations of results.
• Collaborate with development colleagues to improve tools and calculations.

Skills

Mathematics

Statistics

Programming

Financial domain knowledge

Communication

Education

Master's degree in quantitative field

Job description

Ørsted A/S is seeking a quantitative professional to ensure accurate end-of-day calculations for the gas portfolio and to analyse market-to-market values and risk metrics. You will connect portfolio results with risk reporting and support daily commercial decisions.

The role sits within Structuring & Analysis and collaborates closely with trading and risk teams. The successful candidate will have a strong quantitative background, programming experience, and the ability to communicate complex