Location: Aarhus, Denmark
Company: InCommodities Europe
Application deadline: 5th of August - We’ll review applications on an ongoing basis, so don’t wait too long to send yours. Start date is no later than 1st October 2026
Help shape the models behind better trading decisions.
We're looking for a Student Quantitative Analyst to join our Nordic Power Trading team. You'll play a key role in developing and improving the fundamental stack model that supports our trading strategies in the Nordic power market.
This is an opportunity to apply your quantitative skills to real market challenges while working closely with experienced analysts and traders. From day one, you'll take ownership of meaningful tasks, challenge assumptions, and help turn complex data into actionable insights.
What you'll do
- Develop, maintain, and improve our in-house Nordic stack model
- Analyze, validate, and transform input data to improve forecast quality and model performance
- Test model robustness through sensitivity analysis, scenario testing, and systematic evaluation of assumptions
- Develop new approaches for handling forecast uncertainty and translating it into trading-relevant insights
- Identify and analyze biases in forecasts, input data, and model outputs, and propose improvements
- Represent the Nordic perspective in the development of InCommodities' overall stack model setup
- Collaborate with other stack model teams to align methodologies and continuously improve model quality
- Challenge assumptions, methodologies, and results to build transparent and trustworthy solutions
Your team
You'll join our Nordic Power Trading team, where analysts and traders work closely together to understand market fundamentals and create a competitive edge. We combine deep market expertise with curiosity, collaboration, and a strong drive to keep improving. You'll be part of an environment where ideas are discussed openly, responsibility comes early, and learning happens every day.
What you bring
- You're currently studying Economics, Math-Econ, Engineering, Data Science, Finance, or a similar quantitative degree, with approximately 2–3 years left of your studies
- Strong Python programming skills and experience working with data analysis and data wrangling
- An interest in model development, time-series analysis, and forecasting techniques
- Curiosity about energy markets and quantitative analysis
- Fluent English, written and spoken
Bonus points if you have
- Experience from the energy sector, especially power trading or weather fundamentals
- Exposure to real-time or automated trading systems
- Understanding of stack modelling
How you work
- You take ownership and actively look for opportunities to create value
- You're analytical, curious, and confident enough to challenge assumptions
- You enjoy asking questions, testing ideas, and improving based on feedback
- You're collaborative and motivated by achieving the best outcome for the team
- You combine attention to detail with high-quality execution
- You thrive in a fast-paced environment where priorities can evolve
- You're flexible, open-minded, and ready to take on a broad range of challenges
What you can expect
- Real responsibility from the start and the opportunity to influence how we work
- Close collaboration with experienced analysts and traders in a high-performing environment
- Hands-on experience with quantitative modelling in the energy markets
- A steep learning curve supported by trust, transparency, and continuous feedback
- A casual workplace with a flat organization, no unnecessary bureaucracy, and plenty of room to grow
If you're eager to apply your analytical skills in a fast-moving environment and help rethink energy trading, we'd love to hear from you.
Start date: No later than 1st of October 2026
