About Danske Commodities
We are a tech-driven energy trading company that trades power, gas and certificates across 40 markets. Working for a viable energy future, we use our trading expertise to connect producers and large-scale consumers to wholesale markets.
Quantitative analyst for Risk Modelling
As our new quantitative analyst, you will join our Risk Modelling team in which we work to provide the necessary foundation for our Market Risk Management team to obtain complete risk control of the trading activities in the organisation – and we do so by calculating critical risk measures for all business activities. The figures are included in daily risk management and reporting and combined, they form the basis for capital and risk allocation in DC. We always seek to expand the in-house framework for performing quick and agile risk assessments of new potential business cases.
We are a team of dedicated specialists, supporting the organisation by building and overseeing models that calculate our business risks. The team culture is distinguished by being collaborative; we work best when working towards a common goal. We share the mindset that no task is impossible, and we always seek to improve our existing solutions to be the best in the game, sparring with each other as we go along.Your journey as our new quantitative analyst
No matter your level of experience, we will make sure you get a thorough introduction to the team, your tasks and your key stakeholders. In the beginning, we will focus on getting you familiarised with the business areas we cover, and the approach we take to evaluate the risk within. You will get to know our in-house model library that contains all functionality and models used for calculating market valuations and risk metrics. On the longer term, you will have the responsibility of enhancing – and expanding – the functionality available for the team to keep up with the growing and evolving renewables-related business.
- professional and skilled colleagues, who set the bar high
- great opportunities for individual development
- flexible working hours, including the opportunity to work from home up to two days a week
- numerous social and professional events, incl. sporting events and parties
- an office in the heart of Aarhus, next to the central train station
- develop risk measure and valuation models, including data analysis and model analysis and development
- perform ad-hoc analyses to support business cases and risk management framework
- develop quantitative analyses, e.g. fundamental analyses and optimal hedging strategies
- develop and maintain the team’s quantitative model library
we expect that you:
- have a relevant educational background, e.g. within Mathematics, Economy, Finance or similar
- have programming experience in Python, R, .NET, SQL or similar
- are interested in and curious about the energy business –perhaps you even have some experience from the industry
- are proficient in English – both written and verbal
we expect that you:
- are innovative and not afraid of taking responsibility. In the team, we wish to move things forward and challenge the status quo when needed
- approach any problem with a structured solution-oriented mindset, as you will act in a dynamic environment
- can work independently - but also enjoys cooperating with colleagues and stakeholders across an international organisation
Not the right fit for you? We might have something else that proves to be a better match.