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Front-Office Risk Senior Analyst (Gas Trading Focus)

Calgary, Alberta

Post Date: 09/19/2017 Job ID: 1187 Industry: Energy-Middle Office

A global energy trading and marketing firm is searching for an experienced market risk professional to support a natural gas trading desk in Calgary. This is both a traditional market risk role (VaR calculation, back-testing, portfolio stress testing, and sensitivity analysis) and a proactive risk advisory role that interacts daily with the trading desk and fundamentals team to provide an independent analysis of risk around trading strategies. Responsibilities include highlighting key portfolio risk metrics, summarizing the themes and strategies of the trades and portfolios versus the broader energy markets, quantifying impact of new and material trades on the trades books and identification of risks not captured in systems and traditional risk metrics. In addition, position will be involved with assessing risk related to new business and complex transactions.  This position requires a strong commercial and fundamental understanding of physical and financial gas markets, as well as related instruments and derivatives. 

Educational and professional requirements include: 

  • a bachelor's degree in Finance, Math or other quantitative field;

  • 2-5 years' experience in risk management in a gas trading environment; 

  • experience with energy products, options and physical assets;

  • strong understanding of energy risk metrics/models;

  • advanced skills in Excel/VBA, Matlab (or other statistical package) and SQL; and

  • experience interacting with traders and upper management.

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