Lead Financial and Quantitative Model Developer

Orsted Germany; Warszawa; On-site; PLN 70,000 - 90,000; Full time

Job summary

Join a leading company in the renewable energy sector as part of the Market Data team in Warsaw. You'll work on price structuring and curve modeling, collaborating with various stakeholders to drive digital transformation. This role offers a professional environment focused on transparency and continuous improvement, ideal for those passionate about financial products and energy markets.

Qualifications

• Extensive knowledge of financial products and energy markets.
• Curiosity to learn new terminologies and concepts.

Responsibilities

• Establishing contract price structuring within Risk Management.
• Enhancing forward and scenario curve modeling library in Go.
• Engaging with stakeholders to deliver tailored solutions.

Skills

Financial Products

Energy Markets

Programming

Education

Master's Degree in Financial Discipline

Job description

Join us in this role where you’ll be part of the dedicated and talented Market Data team, consisting of 7 specialists. The team is responsible for our in-house Price Store and EoD curve modelling engine, sourcing and validating external price data, modeling arbitrage-free price curves at required granularity, and exposing data to relevant stakeholders. The team supports enterprise-wide functions and covers Gas, Power, CO2, Metals, Interest Rates, FX, Inflation, etc. We are on a digital transformation journey, creating self-service tools for users, improving automatic price quality checks, collaborating with stakeholders, and guiding contract structuring as we move towards a digital future.

Welcome to Market Data
You’ll be part of the newly established 1^st line Risk Management organization within Trading & Revenue, working in a professional and informal environment alongside Risk Managers, Traders, and Quants. You'll join a team of data engineers, forward curve modelers, and full-stack developers based in Gentofte and Warsaw.

Our work culture emphasizes transparency, proactive risk management, and continuous improvement.

Your role will involve:

• Establishing a contract price structuring and pre-deal advisory capability within the 1^st line Risk Management Organization to support the Trading & Revenue strategy
• Enhancing our next-generation forward and scenario curve modeling library in Go, adding new functionalities and methodologies
• Assisting with data-related tasks, such as adding new prices, to ensure our price store contains the necessary data for timely new product implementation
• Engaging with stakeholders to understand their challenges and requirements, delivering tailored solutions to the business

To succeed in this role, you should:

• Possess a master’s degree or higher in a financial discipline
• Have extensive knowledge of financial products, energy markets, and the renewable industry
• Be curious to learn new terminologies and concepts, with a creative mindset to automate requests
• Enjoy programming — prior experience with Go is not required; we value programming experience and a desire to learn
• Enjoy working in a team and contributing to an informal, positive atmosphere

If you believe you have transferable skills even if not all points match, we encourage you to apply.

Shape the future with us
Send your application as soon as possible. We conduct interviews on a rolling basis and may close the advert once the right candidate is found.

As an applicant or employee, you may request reasonable accommodations via [e-mail].

Please submit your application through our online career pages and answer relevant screening questions. We do not accept applications from external recruiters or agencies for this position.