Manager, Market Risk Analytics
Calgary Head Office, Canada
CAD 76K-115K (estimate) Senior-level Full Time
Tasks
- Analyze P and L and exposure
- Capture physical and financial exposures for new products
- Conduct user acceptance testing
- Define and implement ETRM platform upgrades
- Design and maintain risk data architecture
- Design and refine risk limits
- Develop and mentor quantitative risk analysts
- Improve risk methodologies and tools
- Lead market risk analytics roadmap
- Maintain middle office documentation and auditability
- Monitor positions and limits
- Perform market risk governance oversight
- Perform scenario-based analysis
- Report front office exposures positions and P and L
- Resolve or escalate material market risk exposures
- Set analytics priorities
- Translate quantitative analysis into insights
- Validate valuations and risk measures
Perks/Benefits
Skills/Tech-stack
Data Architecture | Data Modeling | ETRM | Endur | Exposure Measurement | MATLAB | MTM | Market Risk | P and L | Power BI | Power Query | Python | Quantitative Analysis | Risk Modeling | SAP | SQL | Scenario Analysis | Stress Testing | VAR | VBA
Education
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