Lead Quantitative Developer

  • G07 Affordable and Clean Energy
  • G13 Climate action
  • Virum, Denmark
  • June 30, 2019

Website orsted Ørsted

Fully dedicated to green energy

Do you want to use your
expertise, passion and integrity to impact the financial modelling methods and
commercial decisions of the global leader in green energy production?



Join us and become Lead Quantitative Developer in the
Analytics team in Finance & IT where you’ll be responsible for developing
new pricing products for our rapidly transforming commercial landscape. Our
data scientists, quantitative developers and quantitative analysts are the beating
heart of analytics-fuelled initiatives in the organisation’s market and trading
operations, and we are truly dedicated to accelerating the organisation’s overall
digital transformation.

 

Among
our delivered outcomes are the valuation, optimisation and risk management of the
organisation’s energy assets, from our primary wind asset to complex gas and
power derivatives. Working closely with our stakeholders across functions like Markets
and Risk, we also develop and operate high-quality financial models, analytical
tools and digital products.

 

Your key tasks will be to

  • apply theoretical and practical expertise in financial mathematics to
    develop and deploy new pricing models and methodologies, while also providing ad
    hoc analyses and deliverables (a variety of exotic contracts are used as well)
  • bring a ‘software product mindset’, such as ensuring even ‘short notice’
    code changes to support day-to-day operations are carried out in manner
    consistent with best-practice for software development
  • deliver work in a structured manner and actively educate and share knowledge
    with team members
  • become a visible senior voice and an integral part of the team, as well
    as help foster and grow a culture of transparency and positive communication.

 

As Lead Quantitative Developer, you’ll collaborate closely with a
diverse set of business stakeholders, energy originators and analysts, as well
as the broader technical delivery organisation.

 

Your competences include that you

  • have an MSc or PhD in finance, mathematics, statistics, physics or a similar
    quantitative field
  • have in-depth experience with modelling energy markets (primarily
    European gas and power) and pricing derivatives, ideally including gas
    swings/storages and power options
  • possess strong coding skills across a variety of languages in Unix and
    Windows environments, from low-level (e.g. C/C++) to high-level (e.g. Java, C#,
    Python, Bash), and that you have experience with data bases
  • are curious, humble and have a strong desire to be part of – and greatly
    impact – our diverse team of strong analysts, developers and data scientists
  • speak and write English fluently and will thrive in an international
    environment and be able to establish positive working relationships.

 

Working at Ørsted

To be the frontrunner in the green energy transformation, we invest
significantly in innovation and empower our employees to help shape the
renewable energy technologies of the future. We cultivate a collaborative,
dynamic and diverse work environment and encourage career-long learning and
development so our people can realise their full potential.

 

Would you like to help
shape the renewable technologies of the future?

Send your application
to us as soon as possible and no later than 30 June 2019, as we’ll be
conducting interviews on a continuous basis.

 

Please don’t hesitate
to contact Jan Voetmann, Head of Analytics, by telephone on +45 99 55 41 05,
if you’d like to know more about the position.

 

This particular
position is currently based out of our offices in Virum. Towards the end of
2019, the Analytics team will relocate permanently to the organisation’s main
Copenhagen location in Gentofte.

 

About Ørsted

Headquartered in
Denmark, Ørsted’s 6,000 employees develop,
construct and operate offshore and onshore wind farms, bioenergy plants and
innovative waste-to-energy solutions and provide smart energy products to its
customers. In Ørsted Finance, we support the business in making optimal
decisions and ensure healthy and proper financial management. For more
information on Ørsted, visit orsted.com.

To apply for this job please visit candidate.hr-manager.net.