Senior Quantitative Developer

at  Orsted

Imagine a future where your coding skills can be directly employed in our quantitative framework for decision support, risk management, and strategic prioritisations
Join us in this role where you’ll be part of a team of quantitative developers responsible for developing, managing, and operating our calculational framework. This framework includes Monte Carlo based calculation engines written in Modern C++ with a custom programming language as interface, GUI interfaces in C#, various tools in Python, full-stack web-applications, PostgreSQL databases, and Linux servers. You’ll have plenty of opportunities to influence, drive, and learn about everything in a modern open-source Linux environment with a touch of Windows.

YOU’LL PLAY AN IMPORTANT ROLE IN:

• setting up, maintaining, and operating the models and tools used for optimising our Power and Gas Portfolio
• being responsible for continuously developing and renewing tools and models to ensure alignment with market conditions
• delivering high-quality quantitative analyses and translating mathematics into operational decisions
• setting standards to improve our code quality and shape the way we deploy solutions to production
• ensuring operational excellence of the Power and Gas Portfolio.

TO SUCCEED IN THE ROLE, YOU:

• have completed a degree within computer science, engineering, data science, mathematics, statistics, physics, or another quantitative-focused discipline
• are a team player with strong technical skills, motivated by understanding the business and transforming requirements into IT-solutions with various stakeholders in an international, English-speaking environment
• have experience working with Modern C++, Python, Docker, and Kubernetes
• have a passion for and experience with mathematical modelling as it relates to finance, such as Monte Carlo Simulations, stochastic optimisation, option pricing, or linear programming
• adapt well to change and constantly look to challenge norms to do things better
• are interested in working with custom programming languages and shaping their future development and use.
  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.