Senior Revenue Risk Manager for Energy & Hedging

Orsted Hornsea Project Four Limited; Gentofte Kommune; Hybrid; DKK 900,000 - 1,200,000; Full time

Job summary

Orsted Hornsea Project Four Limited is seeking a senior risk professional to design and maintain a risk framework for material revenue risks and provide transparent portfolio-level insights. You will independently assess complex trading and hedging exposures, combining quantitative analysis with sound risk judgement to support decisions and risk control.

You will join Group Revenue Risk and provide independent second-line oversight of revenue risks from energy prices, production volumes, and

Qualifications

• Advanced degree in economics, mathematics, statistics, physics, quantitative finance, or equivalent experience.

Responsibilities

• Designing and maintaining the risk framework across material revenue risks.
• Assessing standard and bespoke transactions, identifying key risk drivers and tail risks.
• Reviewing and enhancing methodologies for Revenue at Risk, Value at Risk, and Expected Shortfall.

Skills

Market risk

VaR

Expected Shortfall

Stress testing

Model validation

Communication

Education

Advanced quantitative degree

Tools

Python

R

SQL

Excel

Job description

Orsted Hornsea Project Four Limited is seeking a senior risk professional to design and maintain a risk framework for material revenue risks and provide transparent portfolio-level insights. You will independently assess complex trading and hedging exposures, combining quantitative analysis with sound risk judgement to support decisions and risk control.

You will join Group Revenue Risk and provide independent second-line oversight of revenue risks from energy prices, production volumes, and