Market Risk Analyst

6 days ago

Calgary, Alberta, Canada Atco Ltd Full time

We care about our communities, we care about each other, and we care about showing up for those who need us.

The Quantitative Market Risk Analyst position provides an excellent opportunity for you to be at the center of major developments in the field of market risk pertaining to commodities (Nat Gas, Power Trading, Renewables), environmental and emission products (RECs, Carbon Offsets, etc.) You will also be involved in the implementation and deployment of counterparty credit risk models (PFE & XVAs).

As the Quantitative Market Risk Analyst, you will have a broad set of opportunities for interaction with a wide range of internal functions as well as senior management within ATCO.

You will also assist the Manager Commodity Risk in supporting strategic commercial initiatives through the application of sound risk management practices.

Measure and monitor market risk and counterparty credit risk exposures for commodities (natural gas storage assets, power trading, renewables), environmental and emission products as well as foreign exchange and interest rates

Develop, maintain, and support market risk and counterparty credit risk models (VaR, CVaR, EaR, CFaR, PFE, XVAs); design and develop in-house tools for quantitative analysis.

Develop and deliver advanced market risk data analytics solutions
Provide technical advice on Energy Trading and Risk Management System (ETRM) configuration pertaining to position and Mark to Market (MtM) reporting, curve construction as well as market risk and counterparty credit risk measures
Perform model performance testing, including portfolio back-testing using historical data.
Develop risk reports using R, Python, SQL, Power BI
Participate in development, maintenance, and support of the Enterprise Risk Management system
Assist Manager Commodity Risk with risk-related questions and analysis
CFA, FSA/ASA, FRM, PRM or any relevant designation would be an asset
~3-5 years of experience in Model Development or Validation in finance, risk management, or Middle/Front Office Quant role
~ Solid knowledge in quantitative finance and financial risk management:
~ Risk management methods; value-at-risk, PFE, XVAs, stress testing, back testing
~ Financial mathematics; time series analysis, GARCH, fat-tailed distributions
~ Monte Carlo simulation and finite difference techniques

Able to read and write code using a programming language, in R, Python, SQL, Power BI

Financial products knowledge:
good understanding of markets and financial derivatives in commodity, foreign exchange and interest rates products
Experience with Palisade @Risk would be a plus
Ability to establish effective relationships within the organization (Front Office, Business Development, Accounting, Treasury, and Internal Audit) and externally
Training and mentorship programs

We are a diversified global corporation with investments in the essential services of Structures & Logistics, Utilities, Energy Infrastructure, Retail Energy, Transportation and Commercial Real Estate.

Learn more about how we build communities, energize industries and deliver customer-focused solutions like no other company in the world at

At ATCO, we support a diverse and inclusive environment that values the contributions and perspectives of everyone on the ATCO team.

We believe the ATCO team is the foundation of our business and our most valuable asset across our global operations.

ATCO is an equal opportunity employer, and we do not discriminate on the basis of race, religion, color, national origin, sex, gender, gender expression, sexual orientation, age, marital status, veteran status, or disability status.

#

  • Market Risk Analyst

    6 days ago

    Calgary, Alberta, Canada IFG International Financial Group Ltd Full time

    Our client, in energy sector is looking to hire a Market Risk Analyst in their team to provide support to the centralized pricing function for an initial 12-month contract. This role is 4 days in office in Calgary. Responsibilities Include: End-to-end delivery of commodity pricing from data provider to aggregation point, and to consuming application...

  • Analyst, Risk

    7 days ago

    Calgary, Alberta, Canada Canada Mortgage and Housing Corporation Full time

    Senior Analyst, Mortgage Underwriting Quality Assurance Office Location:Toronto (ON); Halifax (NS); Montreal (QC); Language Skill Levels (Read/Write/Speak): ZZZ We work together as a team, taking bold steps to create a meaningful impact on housing across Canada. As a permanent employee, here's what you'll enjoy: Annual individual performance bonus. Support...

  • Risk Business Analyst

    7 days ago

    Calgary, Alberta, Canada beBee Professionals Full time

    Job Title: Risk Business AnalystLocation: Calgary, CanadaCompany: beBee ProfessionalsJob Description:We are looking for a Risk Business Analyst to join our team in Calgary. The successful candidate will be responsible for analyzing and evaluating business risks and developing strategies to mitigate them.The Risk Business Analyst will be responsible for:...

  • Compliance Risk Analyst

    7 days ago

    Calgary, Alberta, Canada beBee Professionals Full time

    Job Title: Compliance Risk AnalystLocation: Calgary, CanadaCompany: beBee ProfessionalsJob Description:We are looking for a Compliance Risk Analyst to join our team at beBee Professionals in Calgary. The successful candidate will be responsible for developing and implementing risk management strategies to ensure compliance with applicable laws and...

  • Risk Analyst

    7 days ago

    Calgary, Alberta, Canada Brunel Full time

    Brunel is currently seeking a Downstream Risk Analyst to work for a Canadian integrated oil and natural gas company headquartered in Calgary, Alberta.The successful candidate will will support the implementation of the risk management standardization program, assist in risk assessments, develop and maintain risk registers and dashboards, and generate Risk...

  • Analyst, Risk

    7 days ago

    Calgary, Alberta, Canada Parkland Corporation Full time

    At Parkland, our purpose is to Power Journeys & Energize Communities. We are a prominent independent supplier and marketer of fuel and petroleum products and a leading convenience store operator. As One Parkland team, we proudly serve diverse retail, commercial and wholesale customers across Canada, the United States, the Caribbean region, and South America....

  • Credit Risk Analyst

    6 days ago

    Calgary, Alberta, Canada Helcim Full time

    Helcim is searching for a talented and passionate Credit Risk Analyst to join us on our mission to become the world's most loved payments company.As our Credit Risk Analyst, you will focus on refining our credit risk frameworks, processes and guidelines with the goal of minimizing our exposures associated with both new customer onboarding as well as ongoing...

  • Contract Downstream Risk Analyst

    7 days ago

    Calgary, Alberta, Canada Airswift Full time

    Airswift is seeking a Jr. Downstream Risk Analyst to work with one of our clients in the oil and gas industry in Calgary, AB on a 12-month contract.The Contract Downstream Risk Analyst shall assist the Sr. Downstream Risk Management Specialist in facilitating the Risk Management process across Downstream entities. This position will support the...

  • Marketing Analyst

    7 days ago

    Calgary, Alberta, Canada Gibson Energy Full time

    Marketing Analyst (Asset Optimization)Location: Calgary Head OfficeJob status: Full Time PermanentDepartment: Crude Oil - CanadaIs this position safety sensitive: NoWhat it's like to Work HereAt Gibson Energy, we are powered by the diverse, skilled and innovative talent of our employees to ensure safe and responsible operations. Employees take pride in being...

  • Marketing Automation Analyst

    6 days ago

    Calgary, Alberta, Canada Isarta Full time

    Marketing Analyst (Asset Optimization)Location: Calgary Head Office Full Time Permanent Crude Oil - Canada Is this position safety sensitive: At Gibson Energy, we are powered by the diverse, skilled and innovative talent of our employees to ensure safe and responsible operations. Employees take pride in being a trusted member of our communities where we...

  • Marketing Analyst

    1 month ago

    Calgary, Alberta, Canada Gibson Energy Full time

    Marketing Analyst (Asset Optimization) Location: Calgary Head Office Job status: Full Time Permanent Department: Crude Oil - Canada Is this position safety sensitive: No Apply today Application deadline is June 4, 2024 at 11:59pm MST. What it's like to Work Here At Gibson Energy, we are powered by the diverse, skilled and innovative talent of our...

  • Marketing Analyst

    7 days ago

    Calgary, Alberta, Canada Gibson Energy Full time

    Please apply on Marketing Analyst (Asset Optimization) Location: Calgary Head Office Job status: Full Time Permanent Department : Crude Oil - Canada Is this position safety sensitive: No Apply today Application deadline is June 4, 2024 at 11:59pm MST. What it's like to Work Here At Gibson Energy, we are powered by the diverse, skilled and...

  • Marketing Analyst

    7 days ago

    Calgary, Alberta, Canada Gibson Energy Full time

    Marketing Analyst (Asset Optimization) Location: Calgary Head Office Job status: Full Time Permanent Department: Crude Oil - Canada Is this position safety sensitive: No Apply today Application deadline is June 4, 2024 at 11:59pm MST. What it's like to Work Here At Gibson Energy, we are powered by the diverse, skilled and innovative talent of our...

  • Marketing Analyst

    3 weeks ago

    Calgary, Alberta, Canada Gibson Energy Full time

    Marketing Analyst (Asset Optimization) Location: Calgary Head Office Job status: Full Time Permanent Department: Crude Oil - Canada Is this position safety sensitive: No Apply today Application deadline is June 4, 2024 at 11:59pm MST. What it's like to Work Here At Gibson Energy, we are powered by the diverse, skilled and innovative talent of our...

  • Credit & Risk Analyst

    6 days ago

    Calgary, Alberta, Canada Dyno Nobel Full time

    Job Brief:Manage a portfolio of accounts to ensure corporate AR compliance targets are met. You will be responsible for attending monthly compliance reviews with Management and provide updates on Portfolio of accounts.Who We AreDyno Nobel is a global leader in the commercial explosives industry. We provide innovative blasting solutions and quality explosives...

  • Marketing Analyst

    7 days ago

    Calgary, Alberta, Canada bp Full time

    Job Profile SummaryAbout the roleThis role will support the commercial delivery of the Calgary Origination team. The role will involve communicating across teams including trading, scheduling, risk, settlements as well as external stakeholders (customers, pipeline contacts etc). Primary responsibilities include PnL reconciliation, managing customer requests,...

  • Analyst, Market Implementation

    3 weeks ago

    Calgary, Alberta, Canada Alberta Electric System Operator Full time

    The Alberta Electric System Operator (AESO) is responsible for the safe, reliable, and economic planning and operation of the Alberta Interconnected Electric System. We provide open and non-discriminatory access to Alberta's interconnected power grid and also facilitate Alberta's competitive wholesale electricity market. The AESO strives to foster an...

  • Analyst, Market Implementation

    2 months ago

    Calgary, Alberta, Canada Alberta Electric System Operator Full time

    The Alberta Electric System Operator (AESO) is responsible for the safe, reliable, and economic planning and operation of the Alberta Interconnected Electric System. We provide open and non-discriminatory access to Alberta's interconnected power grid and also facilitate Alberta's competitive wholesale electricity market. The AESO strives to foster an...

  • Risk Analyst

    7 days ago

    Calgary, Alberta, Canada TC Energy Full time

    Determined. Imaginative. Curious. If these are some of the ways you describe yourself — we want to learn more about you At TC Energy, we are Energy Problem Solvers — passionate about transitioning North America to cleaner energy while meeting the energy demands of today and tomorrow. If that sounds like a challenge you want to help tackle, we want you...

  • Marketing Analyst

    7 days ago

    Calgary, Alberta, Canada Gibson Energy Full time

    Marketing Analyst (Asset Optimization) Location: Calgary Head Office Department: Crude Oil - Canada Is this position safety sensitive: No Apply today Application deadline is June 4, 2024 at 11:59pm MST. What it's like to Work Here At Gibson Energy, we are powered by the diverse, skilled and innovative talent of our employees to ensure safe...