Senior Quant Gas Trader

Aarhus Denmark Quant Developer, Quant Engineer Ref: 1992

We are looking for a Quantitative Developer to join our Quantitative Research team at InCommodities Asset Management. In this role, you’ll build and evolve the core simulation framework used for pricing, valuation, and risk analysis across the company.

From day one, you’ll create the abstractions, tooling, and workflows that make quantitative decision-making scalable, reproducible, and trusted – while also supporting the modelling of structured power products in close collaboration with stakeholders. Sounds like your kind of challenge? Then keep reading.

The Journey 

At InCommodities Asset Management, we’re not just building a company – we’re facilitating the future of renewable energy. 

Back in 2022, we launched our dedicated Asset Management (AM) team in Aarhus, Denmark, with a clear ambition: to accelerate the green transition by making renewable energy investments both attractive and bankable. Through Power Purchase Agreements (PPAs), we help renewable asset owners and producers unlock value, manage risk, and ensure stable, long-term returns.

In 2025, we took the next bold step – becoming an independent company. This move gives us full autonomy and a sharp commercial focus on asset trading and optimization.
Now, we’re a fast-growing team of 35+ ambitious professionals, and we’re just getting started. With big plans to scale across the entire renewable value chain, now is the perfect time to come on board and be part of something meaningful – and truly exciting.

Ready to rethink the future of energy with us?

What you’ll do 

You’ll help build the technical foundation that enables quantitative decision-making across the company. Your core responsibility is to design, build, and evolve our simulation and research framework, ensuring that models and flows are scalable and reproducible across the organization. 
This involves ongoing improvements in the engineering maturity of the quant platform by setting standards and practices that keep the codebase robust, maintainable, and production ready. Day-to-day, you’ll:

• Build and maintain the core backend for simulation, back testing, and forward-looking market and cashflow analysis
• Design and implement a lean, modular framework architecture that balances performance, flexibility, and maintainability as usage grows 
• Create reusable abstractions and tooling that accelerate research and reduce friction between ideas and implementation
• Establish and uphold engineering standards across the quant codebase (testing, CI/CD, structure, documentation, versioning)
• Ensure correctness and reproducibility through structured workflows, automated testing, and clear assumptions
• Drive modelling and forecasting of structured power products in close collaboration with the Portfolio Management team and other stakeholders

What you bring 

• A master’s or PhD in a quantitative field (e.g. Mathematics, Engineering, Computer Science, or Data Science)
• Relevant professional experience from a financial company (e.g. bank, fund/asset-manager, trading company) and/or a strong academic background with hands-on technical projects
• Strong skills in Python and experience with SQL
• Solid understanding of software engineering fundamentals such as design patterns, API/library design, testing, and CI/CD
• Preferably an interest in numerical methods, optimization, dynamic programming, and asset pricing
• You’re fluent in English, both written and verbal   

How you work 

• You bring strong commercial drive and are motivated by delivering solid results
• You’re structured and systematic with a strong sense of correctness and quality
• You are accountable and thrive by taking ownership of several areas of work 
• You enjoy building robust systems and are comfortable working independently on complex problems that others depend on
• You’re people-oriented and collaborate naturally with both quant and commercial stakeholders
• You bring a can-do attitude and thrive in a fast-paced, evolving environment