Job ad: Quantitative analyst

Danske Commodities A/S
Quantitative analyst

Danske Commodities A/S, Aarhus

Are you familiar with the methods of option pricing? Do you have programming experience? And would you like to work in a dynamic trading environment? Then you could have an exciting future as a quantitative analyst in our Power Markets Analysis team!

In the role, your main objective will be to provide quantitative solutions for our trading teams, managing structured cross-commodity and power products. You will be working closely with experienced traders and analysts to further develop our modelling framework. As such, you will become an expert in bridging energy markets and derivatives pricing. Concretely, your areas of responsibility will include the following:

  • develop pricing and simulation models for structured cross-commodity products
  • develop and back-test hedging strategies and trading tools
  • support the pricing and reporting process
  • identify and implement operational optimisations
Danske Commodities A/S
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