Senior Revenue Risk Architect

Orsted Asia Pacific; Gentofte Kommune; Hybrid; DKK 1,000,000 - 1,500,000; Full time

Job summary

Ørsted is seeking a senior risk professional to design and maintain the risk framework for material revenue risks. You will provide independent, portfolio-level insights and assess hedging exposures with quantitative analysis and sound risk judgement.

You will join Oversight & Advisory within Group Revenue Risk to deliver second-line oversight of energy price and trading risks, developing transparent views of organization-wide exposures and challenging first-line teams to strengthen risk

Qualifications

• Advanced quantitative degree in economics, mathematics, statistics, physics, quantitative finance, or equivalent experience.
• Practical market-risk experience from energy or financial markets.
• Strong knowledge of VaR, Expected Shortfall, stress and scenario testing, portfolio risk decomposition, and model sensitivities.
• Ability to review model assumptions and complex payoff structures to form an independent view of risk.
• Clear communication and stakeholder influence.

Responsibilities

• Designing and maintaining the risk framework, including risk appetite and risk-limit hierarchy across material revenue risks.
• Assessing standard and bespoke transactions, identifying key risk drivers and tail risks.
• Reviewing and enhancing methodologies for Revenue at Risk, VaR, ES, and firm-wide stress testing.
• Building and validating asset and portfolio risk models, including assumptions and sensitivities.
• Providing consolidated risk transparency and challenging first-line risk owners on models and hedging strategies.

Skills

Value at Risk

Expected Shortfall

Stress testing

Portfolio risk

Model sensitivities

Stakeholder communication

Education

Advanced quantitative degree (econ/math/stat/physics/quant finance)

Job description

Ørsted is seeking a senior risk professional to design and maintain the risk framework for material revenue risks. You will provide independent, portfolio-level insights and assess hedging exposures with quantitative analysis and sound risk judgement.

You will join Oversight & Advisory within Group Revenue Risk to deliver second-line oversight of energy price and trading risks, developing transparent views of organization-wide exposures and challenging first-line teams to strengthen risk