Application deadline

29/04

Aarhus, Denmark

Are you our new Quantitative Analyst?

If you seek to work in a dynamic front office environment, where shifting market conditions require constant development and you at the same time have strong analytical and programming skills, then you might have what it takes to become our new Quantitative Analyst.

Right now, we are looking to hire an Experienced Quantitative Analyst for our Long Term Portfolio Management Team. The team consists of five dedicated Portfolio Managers who develop hedging structures and manage energy market risks, offering energy derivatives and portfolio management services.

As Quantitative Analyst, your primary tasks will be to develop models for valuating and managing long-term derivative risks, and support the front office with proactive trade recommendations and fundamental market analysis. Furthermore, you will take an active part in valuating structures and products, developing models, tools and portfolio strategies that support the Portfolio Managers in their daily decision making. You will quickly get your own areas of responsibility and play an important role.

Responsibilities

  • develop valuation models for energy and energy-related contracts
  • provide portfolio and hedging advice to the Portfolio Managers
  • development of risk management tools
  • support the Portfolio Managers with fundamental analysis for power, fuels and certificates markets
  • develop new structures and hedging products
  • development of forward curve models for power and certificate markets
  • drive the implementation of new systems and databases in the team

Qualifications

We expect that you:

  • hold a relevant Master or PhD degree in Finance, Economics, Mathematics, Physics, Engineering or Actuary
  • preferably have 3-5 years of experience as a Quantitative Analyst in the energy or financial industry
  • have strong programming skills in MatLab, Python, C++ or similar
  • have experience with SQL and working with databases is an advantage
  • have a good command of English both written and verbal
  • can keep a cool head in hectic situations
  • are proactive in your analysis and always seek to optimise where possible

Personal Skills

We expect that you:

  • are independent, active and dynamic
  • are not afraid to take responsibility
  • are dedicated and efficient
  • thrive in an international environment
  • take a positive view: no job too big, no job too small
  • live the DC values

We Offer

  • an attractive position close to the markets and the Portfolio Managers
  • responsibility
  • professional and personal challenges in an international environment
  • skilled colleagues who set the bar high
  • office in the heart of Aarhus, Denmark’s second largest city
  • a company committed to creating value

JobStart & Type

  • As soon as possible - We will be having ongoing screenings of candidates
  • Full-time

Apply for
this job

Please have the following documents ready. It only takes 5 minutes to complete the form.

  • Application
  • CV
  • Exam papers
  • References
  • Picture

GET IN TOUCH

Jay Rustulka Director, Head of Long Term Portfolio Management

If you would like to know more about this position, simply click on the button below for contact details.

CONTACT

You're welcome to call, mail, or use the form, to get in contact with

Jay Rustulka

T: +45 2777 6221

E: jru@danskecommodities.com

THANK YOU FOR CONTACTING US! We will get back to you as soon as possible.

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