Liquidity And Quantitative Risk Manager

Join us in this role where you’ll support trading activities by measuring, monitoring, and optimising collateral and margin usage, while enhancing quantitative tools within credit and liquidity risk. You’ll translate market developments into practical risk management solutions and help shape robust frameworks supporting our trading activities across major exchanges.

Welcome to Trading & Revenue

You’ll be part of the Credit and Liquidity Risk team where you together with your colleagues will develop and implement liquidity risk management practices for trading activities. You’ll work closely with trading, finance, and Second Line Risk to support informed decision-making and optimise liquidity risk across products and markets. As a team, we collaborate closely with trading and finance, challenge each other constructively, and share knowledge openly to support continuous learning and collective success.

You’ll play an important role in:

• building and maintaining tools and dashboards to monitor collateral and margin usage.
• delivering recurring reporting and stress testing for liquidity risk.
• collaborating with Credit Risk to identify and optimise collateral structures.
• engaging with traders and stakeholders to support liquidity mandates.
• running back-testing and calibrating quantitative credit risk models.
• maintaining and improving infrastructure, data flows, and tooling.

To succeed in the role, you:

• have hands-on skills in SQL, Python, and agentic tools.
• bring a strong mathematical background and enjoy quantitative problem-solving, including model design and simulation techniques.
• have an understanding of, or the ability to quickly learn, margin mechanics, CCP and broker models, CSA and netting terms, and counterparty exposure modelling.
• are proactive, curious, and comfortable working in a fast-paced, evolving environment.
• hold a degree in finance, economics, engineering, or similar, or equivalent experience.

Maybe you’ve read the above and can see you have some transferable skills, even though they don’t quite match all the points. If you think you can bring something to the team, we still encourage you to apply.

Shape the future with us

Send your application to us as soon as possible. We’ll be conducting interviews on a continuous basis and reserve the right to take down the advert when we’ve found the right candidate.

As an applicant or employee, you may request reasonable work and position accommodation or adjustments via accommodation@orsted.com.

Please note that for your application to be taken into consideration, you must submit your application via our online career pages and answer the screening questions relevant for your country. We don't take applications or inquiries from external recruiters or agencies into account for this position.