Qu­an­ti­ta­ti­ve Analyst with a flair for pro­gram­m­ing


Are you passionate about designing, programming and implementing quantitative models? And can you see yourself in a position where you get to work with quantitative modelling in a structured and optimising way? Then we might have the perfect job for you.

Join a team of energy specialists

In the Power Markets Analysis team, we develop quantitative models to forecast power prices, describe market dynamics and price complex products across the European power markets. To provide this essential information to our traders and portfolio managers, we rely on thorough analyses of market fundamentals and robust data solutions. In our daily work, we work side-by-side with the traders, linking trading decisions with quantitative modelling and data. We are now looking for a quantitative analyst with a flair for programming who will play a key role in impacting the way we structure and build our model framework going forward.

You will join a team, where we have a natural interest in understanding the physicality of energy as a commodity and how it is priced and traded in the markets. The team primarily consist of people with a background in Economics, Natural Sciences or similar.  All of our analysts have strong quantitative skills, enabling them to bridge the gap between traders, quantitative modelling and data. We are looking for a new colleague who has strong programming skills to advance our technical ambitions.

An opportunity to impact our modelling framework

Starting off, we will make sure you get a thorough introduction to the team, your tasks and our existing tools, models and databases. The initial tasks include getting an overview of the needed fundamental data and familiarising yourself with our power system modelling software in order to understand and maintain the existing models and tools. You will take an active part in the development of pricing models, hedging strategies and trading tools. Down the road, you will get the opportunity to increase your area of responsibility to proactively improve and impact our modelling framework.

We have plenty of challenges for you and this is a unique opportunity to work in an international trading environment in the heart of Aarhus where your work will be used every single day to making trading decisions.

"You will join a team with a strong impact on the daily trading decisions of the business" - Martin Juhl, Manager, Head of Power Markets Analysis.

WE OFFER

  • professional and skilled colleagues, who set the bar high
  • great opportunities for individual development
  • flexible working hours
  • numerous social and professional events incl. sporting events and parties
  • an office in the heart of Aarhus, next to the central train station

RESPONSIBILITIES

  • develop pricing models for structured energy products
  • support the pricing and reporting process
  • develop hedging strategies and trading tools
  • continuously identify and implement operational optimisations

QUALIFICATIONS

We expect that you:

  • hold a relevant master’s or PhD degree in Physics, Mathematics, Economics, Engineering or similar
  • preferably, have professional experience from a similar position
  • have extensive programming experience in Python, Matlab, R or similar
  • are fluent in English – both written and verbal

PERSONAL SKILLS

We expect that you:

  • have a holistic approach to your job where you understand that the models and tools made are an important part of the trading process
  • have an eye for details and take pride in delivering tasks and tools of a high quality – you will conduct analyses that are used for decision-making and therefore it is important to be accurate
  • take a positive view: no job too big, no job too small – the team covers a wide range of tasks and we always help each other with getting the job done

JOBSTART & TYPE

  • As soon as possible. We will be screening candidates on an ongoing basis.
  • 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

Martin Juhl
Manager, Head of Power Markets Analysis
T: +45 8833 8181
E: mju@danskecommodities.com

Application deadline: 25/10.

Gem job

Danske Commodities A/S
Publiceret: 25. september 2020

Arbejdssted

Location Aarhus