Senior Quantitative Analyst

Ørsted A/S; Gentofte Kommune; On-site; DKK 700,000 - 900,000; Full time

Job summary

Ørsted A/S invites you to join Quantitative Market Analytics, where you’ll apply quantitative methods to valuation of power market contracts and complex market risks. You’ll collaborate with stakeholders across the energy portfolio to enable informed decision-making and transparent risk pricing.

In this role you’ll work with a team blending power markets, financial mathematics, programming, and data analytics to deliver robust decision support, translating models into business insights for

Qualifications

• Experience with quantitative modelling, data management, and analytical problem-solving.
• Strong knowledge of statistics and financial mathematics.
• Proficient in Python programming.
• Ability to translate complex quantitative concepts into clear business insights.
• Ability to take ownership and drive own projects.

Responsibilities

• Valuing power market contracts including financial options and structured agreements.
• Delivering quantitative analysis of power market revenue to support stakeholders.
• Supporting advisory activities and valuation of non-linear risks.
• Contributing to risk capital calculations and quantitative risk pricing methodologies.
• Communicating analysis and valuation results clearly to stakeholders.

Skills

Quantitative modelling

Data management

Analytical problem-solving

Statistics

Financial mathematics

Python programming

Business insights

Project ownership

Tools

Python

Job description

Join us in this role where you’ll apply quantitative methods and models that support e.g. the valuation of power market contracts, financial options, and complex market risks. You’ll work closely with stakeholders across the business, delivering analysis that enables informed decision-making, supports risk pricing, and creates transparency around commercial opportunities and exposures in evolving power markets.

Welcome to Quantitative Market Analytics:

You’ll be part of Quantitative Market Analytics where you together with your colleagues will provide quantitative analysis, valuation methodologies, and market insights that support commercial and risk-related decisions across Ørsted’s energy portfolio. The team combines expertise in power markets, financial mathematics, programming, and data analytics to solve complex challenges and deliver robust decision support across the organisation.

As a team, we collaborate closely, share knowledge, and care about delivering high-quality insights while creating an environment where everyone can grow and contribute.

You’ll play an important role in:

• valuing power market contracts, including financial options and structured agreements
• delivering quantitative analysis of power market revenue to support stakeholders and commercial decision-making
• supporting advisory activities and valuation of non-linear risks, including subsidy-related risks
• contributing to risk capital calculations and quantitative risk pricing methodologies
• communicating analysis, model outputs, and valuation results clearly to both quantitative and non-quantitative stakeholders.

To succeed in the role, you:

• have experience with quantitative modelling, data management, and analytical problem-solving
• have good knowledge of statistics and financial mathematics
• are proficient in programming using e.g. Python
• can translate complex quantitative concepts into clear business insights for diverse stakeholders
• take ownership and drive own projects and tasks.