Scanenergi is providing energy consultancy and electricity contracts, such as price insurance, to Danish businesses, municipalities and energy suppliers. My main responsibility is to build derivative pricing models in the electricity market and assist colleagues in analysis and risk management. My current tasks entail: - Building several models for pricing different exotic options, with elements of Lookback and Asian-type options, on the spot and forward price of electricity… Show more Scanenergi is providing energy consultancy and electricity contracts, such as price insurance, to Danish businesses, municipalities and energy suppliers. My main responsibility is to build derivative pricing models in the electricity market and assist colleagues in analysis and risk management. My current tasks entail: - Building several models for pricing different exotic options, with elements of Lookback and Asian-type options, on the spot and forward price of electricity. - Supply diagnostics on said models, including uncertainty measures and sensitivities to underlying features of the contracts.Outcome: I will gain a thorough understanding of energy markets, further programming experience in R and knowledge of hedging strategies in the electricity market. Show less