Senior Quantitative Market Analyst: Power Valuation & Risk

Orsted; Gentofte Kommune; Hybrid; DKK 600,000 - 1,100,000; Full time

Job summary

Ørsted’s Quantitative Market Analytics team seeks a skilled professional to apply quantitative methods and models for valuation of power market contracts, options, and risk assessment.

You will work closely with stakeholders across the business to deliver insights that enable informed decision‑making, support risk pricing, and create transparency around commercial opportunities and exposures in evolving power markets.

Qualifications

• Experience with quantitative modelling, data handling, and solving analytical problems.
• Strong knowledge of statistics and financial mathematics.
• Proficient in programming with Python and translating complex concepts to business insights.

Responsibilities

• Valuing power market contracts, including financial options and structured agreements.
• Delivering quantitative analysis of power market revenue to support stakeholders and commercial decisions.
• 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

Tools

Python

Job description

Ørsted’s Quantitative Market Analytics team seeks a skilled professional to apply quantitative methods and models for valuation of power market contracts, options, and risk assessment.

You will work closely with stakeholders across the business to deliver insights that enable informed decision‑making, support risk pricing, and create transparency around commercial opportunities and exposures in evolving power markets.