Senior Quantitative Analyst for Forward Curve Modelling
Your responsibilities
•further development of the forward curve modelling framework
•participate in the design and development of our quantitative model library
•ensure high performance of the power forward curve modelling framework in terms of computations and system resources
•ensure applicability of the forward curve modelling framework across business and support activities in Danske Commodities
•communication of the price curve modelling framework to relevant stakeholders
Your qualifications
We expect you to
•have at least three years of experience with forward curve modelling in commodity markets and in particular power markets
•have a thorough knowledge of the energy markets
•have solid programming skills within C# and/or C++, SQL, VBA and preferably within MATLAB
•possess excellent project management and communications skills
•possess an entrepreneurial and creative mind-set
•have the ability to perform independently
•have a good command of English both written and oral
We look forward to hearing from you.
We offer
•an attractive remuneration package commensurate with your qualifications
•professional and personal challenges in an international environment
•professional and skilled colleagues who set the bar high in the heart of Aarhus, Denmark’s second largest city
•a job where no two days are ever the same
•a company committed to creating value
Personal skills
We expect that you
•are efficient
•are independent, active and dynamic
•are not afraid to take responsibility
•are dedicated and take a holistic approach
•see opportunities where others see problems
•thrive in an international and often hectic environment
•live the dc values
•take a positive view: No job too big, no job too small
•want to and are able to make a difference
We look forward to hearing from you
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