Lead Revenue Risk Architect

Ørsted Group; Gentofte Kommune; On-site; DKK 900,000 - 1,300,000; Full time

Job summary

Ørsted Group is seeking a senior risk professional to design and maintain a risk framework for material revenue risks and to provide independent, portfolio-level insights. The role combines quantitative analysis with sound risk judgement to support decisions and risk control.

You will contribute to oversight of revenue risks from energy prices, production, and trading activities, and help identify, measure and monitor material exposures while challenging first-line risk owners.

Qualifications

• Requires advanced quantitative degree with practical risk experience.
• Deep knowledge of VaR, ES, stress testing and risk decomposition.
• Ability to review and challenge risk models, hedging and limits.
• Strong communication to influence diverse stakeholders.

Responsibilities

• Design and maintain the risk framework and risk-limit hierarchy across material revenue risks.
• Assess standard and bespoke transactions, identify key risk drivers and tail risks.
• Review methodologies for Revenue at Risk, Value at Risk, ES and firm-wide stress tests.
• Build and validate asset and portfolio risk models and their assumptions.
• Provide consolidated, decision-ready risk transparency of overall position and exposures.
• Guide first-line risk owners on models, hedging strategies and risk controls.

Skills

Advanced quantitative degree

Market-risk experience

Value at Risk (VaR)

Expected Shortfall

Stress testing

Model sensitivities

Risk reporting

Communication

Stakeholder influence

Education

Master's/PhD in Economics/Math/Statistics/Physics/Quantitative Finance

Job description

Ørsted Group is seeking a senior risk professional to design and maintain a risk framework for material revenue risks and to provide independent, portfolio-level insights. The role combines quantitative analysis with sound risk judgement to support decisions and risk control.

You will contribute to oversight of revenue risks from energy prices, production, and trading activities, and help identify, measure and monitor material exposures while challenging first-line risk owners.