​Our client is a major international energy trading organisation at the forefront of the green energy transition. Operating across Europe, the US and global LNG markets, they play a critical role in moving energy from source to use while enabling more sustainable, predictable energy solutions for producers, consumers and investors.

With a strong focus on renewables, optimisation assets and green gas, the business combines sophisticated quantitative modelling, advanced software platforms and real-time physical trading to deliver best-in-class route-to-market and risk management solutions.

About the role:

This role sits within the Transaction and Quantitative Risk (TQR) team, which is responsible for quantitative model development and independent model validation across the wider Risk function.

Based in Aalborg, you will join a highly international office of over 250 energy specialists and collaborate closely with front office teams and senior stakeholders across multiple locations.

As a Quantitative Risk Manager, you will play a key role in strengthening risk modelling capabilities across market, credit and liquidity risk. You will contribute to both the development and validation of quantitative models, while supporting the leadership of the TQR team and helping maintain high standards of technical excellence and professionalism.

Key responsibilities:

• Review, validate and challenge front office valuation and risk models across a broad and evolving product set.

• Contribute to the design, development and implementation of quantitative risk models, including:

--> Market Risk (e.g. Value at Risk, Profit at Risk).

--> Credit Risk (e.g. PFE, CVA/DVA).

--> Liquidity and margin models (e.g. Variation Margin at Risk).

• Partner closely with quantitative analysts, traders and originators to ensure models are fit for purpose and commercially relevant.

• Clearly communicate analytical results and model limitations to senior management and non-technical stakeholders.

• Stay current with industry best practice and emerging trends in quantitative finance, energy markets and risk modelling.

• Support continuous improvement of risk frameworks and modelling standards across the business.

What we’re looking for:

• Strong academic background in a highly quantitative discipline (e.g. Mathematics, Quantitative Finance, Economics, Engineering, Sciences or similar).

• Proven experience reviewing and validating complex quantitative models.

• Excellent modelling and programming skills (Python or similar) with the ability to build and maintain sophisticated models.

• Solid understanding of quantitative finance, valuation techniques and risk management concepts.

• Experience working in a fast-paced, trading-related risk environment under tight deadlines

• Good knowledge of energy commodity markets.

• Strong communication skills, with the ability to explain complex quantitative topics clearly to both technical and non-technical audiences.

• High attention to detail in numerical analysis and written work.

• Strong collaboration and influencing skills, with the confidence to constructively challenge assumptions and proposals.

Why apply?

This is an opportunity to join a business that is genuinely shaping the future of energy. You’ll work in a highly skilled, international environment where quantitative insight directly influences real-world trading and investment decisions. The organisation places strong emphasis on employee wellbeing, flexibility and long-term development, recognising that performance is best supported when people are backed both professionally and personally. If you’re passionate about quantitative finance, energy markets and sustainability and want your work to have real impact, this role offers both challenge and purpose.