stillingsbetegnelse:
Quantitative Analyst for developing models for valuation, hedging and portfolio optimisation

jobbeskrivelse:
Are you just about to finish your university studies, or do you have 1-2 years of relevant work experience and excel in a deadline intensive environment? Join DONG Energy and become Quantitative Analyst in our Model and Tools department which is responsible for developing and maintaining models for valuation, hedging and portfolio optimisation. The department is part of Customers & Markets, which has 1,600 employees and is one of four business units in DONG Energy. We handle the production from our wind farms and oil and gas fields for the energy exchanges and customers in Northern Europe, and we distribute electricity and natural gas to businesses and private customers in Denmark. You will be based at our office in Gentofte in the Greater Copenhagen area in the beginning; however, the department will move to Virum within the next year. You should expect some travelling in relation to your work. Areas of responsibility As Quantitative Analyst, your primary task will be to provide models for valuation and pricing, hedging, and portfolio management that allow us to optimise the value extraction from our contracts and assets. Our portfolio consists of different types of long-term supply contacts, structured power and gas contracts, such as wind-related power contracts, gas storage contracts, swing contracts and LNG cargo contracts, with different levels of complexity. The model deliverables are mainly used by the structuring and valuation team as well as the front office originators and portfolio managers. Furthermore, your primary tasks will be to: . develop and implement energy commodity related derivatives models in C++ . supply and support pricing, hedging and portfolio optimisation tools for our front office . support the structuring and valuation team with deal valuations . transform term sheets of closed deals to the internally developed scripting language used for management and reporting systems. Your profile You hold an MSc or PhD degree in mathematics, physics or some other numerate discipline and are proficient in C++ programming. Preferably, you will have a basic education in financial derivatives modelling; however, we will provide on-the-job training. As we operate in an international environment, it is essential that you speak and write English fluently. Moreover, you will excel in building relationships with your stakeholders and be able to convey your knowledge in a professional manner. You will be able to create results through teamwork, and you have a result-oriented approach to your work, ensuring that you deliver on time and within scope. Moreover, you will be willing to go the extra mile in order to build a career in energy-related derivatives. We offer A unique opportunity for you to join a Northern European energy commodity quantitative team and have a challenging job where you will have plenty of opportunity to develop your competences within management of energy solutions to our customers. In DONG Energy Customers & Markets, we have a high level of expertise and many complex and challenging work tasks. We work dedicated every day to create value for both our customers and DONG Energy. We offer an exciting and informal workplace, where the individual employee's value creation and results is the focal point. Contact us Please do not hesitate to contact Per Tidlund, Head of Quantitative Analytics, on telephone +45 99 55 85 53 if you want to know more about the position. We look forward to receiving your application, CV and diplomas as electronic files by 25 June 2014.

Arbejdsgiver Navn: DONG Energy Sales & Distribution A/S Gentofte

Arbejdsgiver telefonnummer: +45 72 10 20 30

Job kort beskrivelse: Arbejde inden for samfundsøkonomi

land: Danmark

region: Hovedstaden

Kontrakt varighed: Fast

Kontrakttype: Fuldtid

krævede uddannelse: Ikke angivet

Kilde til jobtilbud: AMS, Offentlige arbejdsformidlinger, Danmark