Quantitative Researcher


DK - Aalborg




As soon as possible


We process applications on a continuous basis


Quantitative Researcher

Are you an expert in mathematical finance models, seeking to extend your knowledge and tackle the challenges posed by energy markets? Join our dynamic team and work collaboratively to address the price risk and volumetric risk associated with structured products in the power markets.

We are seeking a creative, highly skilled individual with a mature skillset in mathematics and finance, as well as the ability to work closely with other technical backgrounds in the pricing and risk management of complex structured products.

Key Responsibilities

  • Collaborate with the team to develop and implement (stochastic multi-factor) models for the risk-adjusted pricing of structured products, for instance power purchase agreements or structured retail products.
  • Propose joint models for the price and volumetric risk, and for spatial and temporal price-volume dependencies in general.
  • Backtest various hedging strategies and communicate the results and risk assessment.
This is an exciting opportunity for highly motivated and experienced quantitative researchers to join our team and collaborate on innovative solutions to the renewable industry as we work towards our ambition of becoming a world-class energy trading company with a fast-growing global footprint and asset management

Lasse Bork

Head of Structured Desk


  • A solid understanding of asset pricing in incomplete/incomplete markets, probability measures, and mathematical finance. Most likely, you have acquired this knowledge through a (PhD) degree in Mathematics, Finance, Statistics, Physics, Economics, Engineering, or a related quantitative field.
  • A strong quantitative experience with programming, simulating, and estimating these models; preferably but not necessarily in Python.
  • Good knowledge of statistics and time series econometrics.
  • Excellent team player in interdisciplinary teams and good at explaining technically involved problems and solutions in a simple way.
  • A commercial mindset and the drive to move your projects forward in close collaboration with your team.

What We Offer

  • 160 highly dedicated and friendly colleagues from more than 19 different nationalities
  • A large degree of autonomy and influence on your daily tasks
  • Opportunities to grow and educate yourself further during your employment
  • An active staff association with many social activities all year round
  • A competitive salary and good pension agreement

Ready to power your career?

Submit your application and resume via the link below as soon as possible. We invite candidates in for interviews continuously.

If you have any questions regarding the job, please contact Lasse Bork.

Want to know more?

Feel free to reach out if you have any questions about this opportunity

Lasse Bork

Lasse Bork

Head of Structured Desk