Do you want to apply your quantitative skills to real world problems in the energy sector?
Join us and become Senior Quantitative Analyst in Quantitative Valuations. You will become part of a team which is the centre of excellence for quantitative analysis in the DONG Energy group. We work closely with negotiators, originators, portfolio managers and traders to deliver quantitative insights and solutions. We create value and develop the business by constantly adapting our skills and model framework to market changes and commercial needs.
Quantitative Valuations is part of Distribution & Customer Solutions which has 1400 employees and is one of four business units in DONG Energy. In Distribution & Customer Solutions, we supply the energy our customers need every day. In addition, we purchase and sell energy at North European energy exchanges and wholesale markets, and we develop intelligent and energy-efficient customer solutions.
You will be based at our office in Virum in the Greater Copenhagen area.
In your daily work, you will have very frequent interaction with colleagues and stakeholders, and you will actively take part in the ongoing planning and prioritisation of activities. Your main responsibilities will be to support the business with valuations, analysis, structuring support and risk assessment of ongoing business transactions.
Furthermore, your key tasks will be to
- develop, run and maintain valuation models for complex gas and power asset and derivatives contracts
- communicate results to stakeholders and actively engage in developing their business areas from a quantitative perspective
- provide structuring, pricing and hedging advise to portfolio managers, negotiators and originators
- perform ad hoc analyses of the contract portfolio
- take part in the ongoing development of existing and new quantitative models
- document valuation principles.
Your qualifications and core competences include that you
- have experience with derivatives pricing from a similar quantitative position in the energy or financial sector
- have a master’s or PhD degree in finance, economics, physics, mathematics or similar quantitative field, but with an interest in mathematical finance. Programming skills is an advantage
- enjoy communicating complex quantitative matters in a simple way
- are used to working closely with stakeholders
- are commercially orientated with strong focus on accuracy of information and attention to details
- are a self-driven and passionate team player.
Moreover, you are a quick learner and have a broad knowledge of the European energy markets. In addition, you have expertise in applying mathematical finance to complex non-linear structures in commodity markets.
A challenging position with all the responsibility you want to take and plenty of opportunities for personal and professional development. The team consists of very experienced colleagues from various international backgrounds.
In DONG Energy Distribution & Customer Solutions, we have a high level of expertise and many complex and challenging work tasks. We work every single day to create value for both our customers and DONG Energy. We offer an exciting and informal workplace, where your value creation and results are the focal points.
Please do not hesitate to contact Peter Lyk-Jensen, Head of Quantitative Valuations, on telephone +45 9955 7944 if you want to know more about the position.
We look forward to receiving your application, CV and diplomas as electronic files as soon as possible and no later than 4 January 2017 as we will be conducting interviews on a continuous basis.
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