Senior Quantitative Analyst

Ørsted Group; Gentofte Kommune; Hybrid; DKK 700,000 - 900,000; Full time

Job summary

Ørsted Group in Denmark seeks a Quantitative Market Analytics professional to apply quantitative methods for valuing power market contracts, financial options, and complex market risks. You’ll deliver analysis that informs commercial decisions, supports risk pricing, and enhances transparency across evolving power markets.

You’ll work with colleagues to provide quantitative analysis, valuation methodologies, and market insights that support commercial and risk-related decisions across Ørsted’s

Qualifications

• Experience with quantitative modelling, data management, and analytical problem-solving.
• Knowledge of statistics and financial mathematics.
• Proficiency in programming with Python.

Responsibilities

• 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.

Skills

Quantitative modelling

Data management

Analytical problem-solving

Statistics

Financial mathematics

Python

Stakeholder communication

Project ownership

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.