Head of Revenue Risk & Hedging Strategy

Orsted; Gentofte Kommune; Hybrid; DKK 1,000,000 - 1,400,000; Full time

Job summary

Orsted is seeking a senior risk professional to design and maintain a robust risk management framework for material revenue risks in energy trading. You will provide transparent portfolio-level insights and independently assess complex trading and hedging exposures.

Joining Oversight & Advisory in Group Revenue Risk, you will identify, measure, limit, and monitor material risks, support risk owners, and contribute to a strong risk culture through rigorous methodologies and clear communication.

Qualifications

• Advanced quantitative degree required.
• Experience in energy or financial markets is essential.
• Strong knowledge of VaR, ES, stress tests, and portfolio risk.
• Ability to review model assumptions and payoff structures.

Responsibilities

• Design and maintain risk framework and risk-limit hierarchy.
• Provide independent second-line oversight of material revenue risks.
• Assess transactions and identify key risk drivers.
• Review methodologies for Revenue at Risk, VaR, ES, and stress testing.
• Build and validate asset and portfolio risk models.
• Provide consolidated risk transparency to stakeholders.

Skills

Quantitative degree

Market-risk experience

VaR / ES knowledge

Model validation

Education

Advanced degree in economics/math/physics/quantitative finance

Job description

Orsted is seeking a senior risk professional to design and maintain a robust risk management framework for material revenue risks in energy trading. You will provide transparent portfolio-level insights and independently assess complex trading and hedging exposures.

Joining Oversight & Advisory in Group Revenue Risk, you will identify, measure, limit, and monitor material risks, support risk owners, and contribute to a strong risk culture through rigorous methodologies and clear communication.