Quantitative Analyst

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City : Calgary

Category : Business Professionals

Industry : Oil and Gas

Employer : Suncor

LOCATION: Calgary, Alberta (CA-AB)
JOB NUMBER: 29755

Why you should join us:

Do you value complex financial instruments and enjoy using ground-breaking computational techniques to quantify risk? If so, we want to talk to you!  In this role you will provide expert, quantitative analysis within our risk management department, and will be responsible for the creation of extensive models and computational analyses in order to assess market risk associated with our trading operations.

You will use your expertise to:

  • Support daily risk-reporting requirements
  • Design, build and test price curve, volatility, correlation, VaR and stress test models
  • Assist with the valuation of complex and non-linear financial instruments
  • Help prepare and complete ad-hoc modeling and reporting requests
  • Implement new metrics with respect to risk and profit and loss attribution
  • Manage improvements to our commodity trading and risk management system (CTRM)
  • Assist various internal groups with business process automation

We’d like to review your application if you have…

Must-haves (minimum requirements):

  • Experience with finance principles (P/L, price curves, hedging, financial instruments)
  • Experience in the energy market space
  • A Bachelor’s Degree in applied mathematics, engineering, mathematical finance, or physics
  • Knowledge of various market and risk metrics (VaR, volatility, CVaR, etc.)
  • Knowledge of linear algebra (matrix and vector mathematics), statistics and probability theory (correlation, variance, covariance, conditional distributions)
  • Proficiency in Microsoft Excel, as well as programming skills in SQL, VBA and Matlab
  • The ability to set priorities and balance deadlines
  • Strong creativity and are able to tailor oral and written materials to differing audiences with a focus on delivering concise responses
  • Alignment with our values of: safety above all else, respect, raise the bar, commitments matter and do the right thing

Preference for:

  • Enrollment in a certificate program in quantitative finance professional (CQF), professional risk manager (PRM), financial risk manager (FRM), or chartered financial analyst (CFA)

Where you’ll be working, your work schedule, and other meaningful information:

  • You will work out of our Calgary head office, located in the Suncor Energy Centre at 150 – 6th Ave S.W.
  • Hours of work are a regular 40-hour work week, Monday to Friday
  • Your work schedule will mirror US, UK, and/or Canadian trading day environments, which may require working some Canadian holidays with a day taken in lieu
  • You will work in an open trading floor environment

Why Suncor?

We are Canada's leading integrated energy company with a business portfolio that includes oil sands development and upgrading, offshore oil and gas production, petroleum refining, and product marketing under the Petro-Canada brand. Our global presence offers rewarding opportunities for you to learn, contribute, and grow in a variety of career-building positions. We live by the value of safety above all else – do it safely, or don’t do it. Our strong track record of growth and a focus on sustainability mean tremendous potential for the future. Learn about our mission, vision and values.

In addition to rewarding job opportunities, we offer an attractive employee package, including:

  • Competitive base salary, compensation programs, and an annual incentive program
  • Flexible benefits package
  • Rewarding pension and savings plans

Stay connected to us:

We are an equal opportunity employer and encourage applications from all qualified individuals. We are committed to providing a diverse and inclusive work environment where every employee feels valued and respected. We will consider accessibility accommodations to applicants upon request. Check out our social goal to learn how we are working to build greater mutual trust and respect with the Indigenous Peoples in Canada.

Please note that our job postings are typically open for two weeks, so don't delay, apply now.

JOB CATEGORY: Business Professionals

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