Senior Quantitative Risk Analyst

 

Your responsibilities

•definition and implementation of a risk management system, including the technical specification of requirements as well as testing and approval of these

•pricing and risk measurement of physical and financial linear and non-linear products in liquid and illiquid markets

•implementation and validation of various models or tools for risk measurement, such as VaR models

•to understand, quantify, monitor and analyze market risks, such as price risk, volume risk and liquidity risk

 

 

 

Your qualifications

Our ideal candidate:

 

•holds at least a Master’s degree or similar university level education

•has extensive experience (+5 years) from a similar position within the energy or financial sector

•has strong programming (MatLab, SQL, C#, etc.) and quantitative skills

•can convert strong academic knowledge into energy specific applications and models

•has a qualified opinion on best practice system design

•has a natural impact and thrive in an environment with open dialogue, co-operation and freedom with responsibility

•has practical experience with IT projects

•has a strong command of English both written and oral

 

 

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

•are analytical, well organised and have a good balance between detail and overview

•thrive in an international and often hectic environment

•live the dc values

•are a team player

•take a positive view: No job too big, no job too small

•want to and are able to make a difference

 

 

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

 

 

 

June 4, 2013 • Tags:  • Posted in: Financial

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