Senior Revenue Risk Strategist

Ørsted A/S; Gentofte Kommune; Hybrid; DKK 900,000 - 1,300,000; Full time

Job summary

Ørsted A/S in Denmark is seeking a risk professional to design and maintain a risk management 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 prudent decision-making.

You’ll join the Group Revenue Risk, Oversight & Advisory, contributing to second-line oversight of revenue risks from energy prices, production volumes, and

Qualifications

• Advanced quantitative degree in economics, mathematics, statistics, physics, quantitative finance, or equivalent experience.
• Strong practical market-risk experience from energy or financial markets and understanding of trading, hedging, and portfolio decisions shape risk.
• Knowledge of Value at Risk, Expected Shortfall, stress and scenario testing, portfolio risk decomposition, and model sensitivities.

Responsibilities

• Design and maintain the risk framework, including risk appetite statements and risk-limit hierarchy across material revenue risks.
• Assess standard and bespoke transactions, identify key risk drivers, non-linear payoffs, embedded optionality, and tail risks.
• Review and enhance methodologies for Revenue at Risk, Value at Risk, Expected Shortfall, and firm-wide stress testing.
• Build, review, and validate asset and portfolio risk models, including assumptions and data.
• Provide consolidated risk transparency, including overall position and material exposures.
• Guide first-line risk owners on models, hedging strategies, limits, and risk-management practices.

Skills

Market-risk experience

Risk modelling

VaR (Value at Risk)

ES (Expected Shortfall)

Stress testing

Model sensitivities

Education

Advanced quantitative degree in economics/mathematics/statistics/physics/quantitative finance

Equivalent experience

Job description

Ørsted A/S in Denmark is seeking a risk professional to design and maintain a risk management 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 prudent decision-making.

You’ll join the Group Revenue Risk, Oversight & Advisory, contributing to second-line oversight of revenue risks from energy prices, production volumes, and