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Job Description

Your team and role in Risk Analysis

In Risk Analysis, we provide the necessary foundation and input for Risk Management to obtain complete Risk Control of the trading activity in the organisation. We calculate figures critical to the organisation, such as realised- and unrealised PnL for all business activities as well as associated risk measures. The figures are included in daily risk management and reporting and furthermore form the basis for capital and risk allocation. We also continuously expand the in-house framework for performing quick and agile risk assessments of new potential business cases. You will work alongside dedicated specialists, who co-operate with the rest of Risk Management on a daily basis to constantly support the organisation by managing and building models that calculate our business risks. Our mindset is that no task is impossible, and we encourage a culture where the status quo and existing solutions are constantly challenged.

Your responsibilities:

  • development of risk measure models
  • development of valuation models including:
    • data analysis
    • business analysis
    • model analysis and development
  • ad-hoc analyses to support e.g. business cases and risk management framework
  • development of quantitative analyses, e.g. fundamental analyses, optimisation problems and investigate new trading strategies
  • development and maintenance of the team’s quantitative model library

We expect that you:

  • have experience from the energy sector or from the financial sector. A further advantage would be experience in working with risk management of non-linear products, however this is not a requirement for applying
  • have a relevant master’s or PhD degree within Mathematics, Economy, Finance or similar
  • have a good command of English both written and verbally
 
If you are interested in this role, please apply below or contact me for more information.