Risk Modelling at Danske Commodities (DC)
As our new quantitative analyst, you will join our Risk Modelling team in which we work to provide the necessary foundation for our Market Risk Management team to obtain complete risk control of the trading activities in the organisation – and we do so by calculating critical risk measures for all business activities. The figures are included in daily risk management and reporting and combined, they form the basis for capital and risk allocation in DC. We always seek to expand the in-house framework for performing quick and agile risk assessments of new potential business cases.
We are a team of dedicated specialists, supporting the organisation by building and overseeing models that calculate our business risks. The team culture is distinguished by being collaborative; we work best when working towards a common goal. We share the mindset that no task is impossible, and we always seek to improve our existing solutions to be the best in the game, sparring with each other as we go along.
Your journey as our new quantitative analyst
Starting out, you will get a thorough introduction to the team, your tasks and your key stakeholders. Your main area of responsibility will be our in-house model library which contains functionality and models used for calculating market valuations and risk metrics. You will be maintaining and enhancing the functionality available for the Market Risk Management team to keep up with the growing and evolving volatility-driven business. You will experience a lot of professional freedom and flexibility in how you plan and carry out your work, and you will quickly see how your modelling development will impact and support the growth of the business.
You will have the opportunity to define and implement models that will take our risk management business to the next level - Mikkel Graversen, Head of Risk Modelling
we expect that you:
we expect that you: