Join us in this role where you’ll be responsible for developing, maintaining, and advancing our quantitative and technical setup of our option trading business. You will leverage your quant finance and programming skills in the exciting world of energy trading, while collaborating closely with traders, analysts and other quantitative developers.

Welcome to Trading & Revenue
You’ll be part of Trading Applications & Insights team where you, together with your colleagues, will be supporting the European Trading department and key decision makers across Trading & Revenue. Our team consists of dedicated desk analysts and model developers with diverse backgrounds in energy market analysis, data science, engineering, mathematical modelling, quantitative finance and meteorology.

As a team, we value flexibility, experimentation, innovation and knowledge sharing, working in virtual teams with experienced traders, revenue managers, analysts, quants, and other specialists.  We are committed to building a diverse and inclusive team. We encourage women, men, and individuals from underrepresented backgrounds to join us.

You’ll play an important role in:

• developing and improving analytical tools for the option trading desk, including real-time risk and sensitivity reports, pricing models, PnL explainers, and volatility analysis
• building and calibrating volatility surfaces across various commodity markets.
• collaborating closely with traders and other specialists to analyse ad-hoc trading ideas and back test trading strategies.
• enabling both hedging and proprietary trading decisions through robust analytical support.
• providing seamless access to data, web applications, dashboards, and quantitative models across the trading organization.
• ensuring the technical infrastructure supports agile decision-making and continuous improvement in trading performance.

To succeed in the role, you:

• have a background in quantitative finance, mathematics, statistics, or a related field, with experience in financial modelling, stochastic calculus, and option pricing theory
• demonstrate deep theoretical and applied understanding of quantitative finance models, from one-factor models to multifactor term structure models
• enjoy reading quantitative finance papers and applying traditional theory to commodity markets
• poses a solid understanding of sensitivities/Greeks and their practical applications
• are proficient in Python and capable of writing maintainable, scalable code (experience with C/C++ is a plus)
• show interest in cloud technologies like JupyterHub, Kubernetes, and Airflow, and possess basic SQL and database knowledge.

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.