Lead Risk Manager designing and implementing risk management frameworks at Ørsted. Collaborating with Finance and Trading while fostering a strong risk culture within the company.
Responsibilities
Design and implement robust risk management frameworks and limits
Deliver high-quality analytics and ensure transparent risk representation
Partner with risk owners to strengthen models and assumptions and hedging strategies
Build and validate asset/portfolio risk models and deliver concise reporting
Collaborate closely with Finance, Trading, and risk teams while managing priorities
Requirements
Advanced quantitative degree (Master’s or PhD) in economics, mathematics, statistics, physics, or quantitative finance
Experience from energy or financial markets; strong derivatives knowledge
Deep expertise in VaR, ES/CVaR, stress/scenario testing, and portfolio risk decomposition
Familiar with model governance and validation best practices
Clear communication with diverse stakeholders; analytical translation into actions
Thrive in a collaborative, international environment; self-starter with ownership for timely delivery
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