Manager Quantitative Commodity Market Risk
Tasks
- Automate reporting with Python
- Build data visualizations with Power BI
- Collaborate with cross-functional teams
- Communicate enterprise risk insights
- Conduct stress testing and scenario analysis
- Decompose profit and loss
- Deliver daily market risk reporting
- Develop risk reporting tools
- Ensure FEA VaR integrity
- Explain MTM VaR and at risk metrics
- Maintain pricing data warehouse connections
- Monitor market risk metrics and limits
- Monitor policy non compliance events
- Perform VaR simulations
- Perform market risk assessments for new initiatives
- Recommend commodity desk authorities and limits
- Support SOX documentation and controls
- Support risk policy approvals
- Validate VaR model accuracy
- Validate valuation controls and price curves
Perks/Benefits
- Compressed work week
- Employee and family assistance program
- Flexible benefits plan
- Flexible work hours
- Hybrid work model
- Paid Holidays
- Paid Maternity Leave
- Paid parental leave
- Paid time off
- Retirement savings plan
- Wellness program
Skills/Tech-stack
Backtesting | Calendar Spread Options | Curve validation | Data Warehouse | Endur | Energy Trading | Energy trading and risk management | Mark to market | Market Risk | Market Risk Limits | Monte Carlo | Monte Carlo Simulation | Openlink | Options valuation | Power BI | Price Curve Validation | Pricing Data Warehouse | Pricing data | Probability statistics | Profit and Loss | Profit and Loss Decomposition | Python | Risk Limits | Risk Management | SQL | Scenario Analysis | Spread Options | Stress Testing | Trading and risk management | Valuation controls | Value-at-Risk | ZEMA
Education
Bachelor of Arts | Bachelor of Engineering | Bachelor of Science
Related jobs
-
Attribution Modeling | CRM | Cohort Analysis | Commerce Cloud | Data GovernanceDental insurance | Employer REER contribution | Health and wellness reimbursement | New parent leave supplement | Online health supportEntry-level Full TimeMontreal, QC, Canada1d ago
-
Senior Manager, Advanced Analytics CAD 92K-127KArtificial Intelligence | Automation | Control self assessments | Dashboards | Data VisualizationPaid time off | Pension plan | Vacation time | Wellbeing supportSenior-level Full TimeToronto-81 Bay, 31st Floor, Canada1d ago
-
D - Data Governance CAD 94K-136KChange Management | Data Governance | Data Governance Operating Model | Data Integrity | Data Lifecycle ManagementSenior-level Full TimeQuebec - 625 rue Jacques-Parizeau - …1d ago
-
AI Engagement Manager CAD 185K-195KAPI Integration | Artificial Intelligence | Asana | Change Management | ConfluenceFlexible work environment | Remote work | Travel opportunitiesMid-level Full TimeCanada - Remote (ON, AB, BC, … R2d ago
-
AI Governance | AWS S3 | AWS SageMaker | Airflow | Anaconda EnterpriseMid-level ContractMontreal, Canada2d ago
-
Attribution Modeling | CRM | Cohort Analysis | Commerce Cloud | Customer Lifetime ValueComprehensive health insurance | Dental insurance | Employer-Matched Retirement Plan | Health and wellness reimbursement | New parent allowanceEntry-level Full TimeMontreal, QC, Canada2d ago
-
Senior Manager, Forecasting & Vintage Analytics CAD 86K-160KBusiness Intelligence | Business Rules | Change Management | Credit Risk | Credit risk analyticsHealth insurance | Retirement savings plans | Tuition reimbursementSenior-level Full TimeBMOPLACE, Canada2d ago
-
Manager, IFRS 9 Modelling & Analytics CAD 75K-136KAzure | Cloud Computing | Credit Risk | Credit risk modeling | GCPCareer development | Employee share ownership program | Health benefits | Inclusive work environment | Pension plan matchingMid-level Full TimeToronto, ON, CA, M5C2V92d ago
-
Data Analytics Manager CAD 102K-152KAgile | Alteryx | Analytics | Business Intelligence | Clarity PPMCompany pension plan | Education reimbursement | Employee discounts | Employee recognition programs | Employee resource groupsSenior-level Full TimeToronto, ON, CA2d ago
-
Manager, Capital Analytics & Internal Models CAD 54K-100KArtificial Intelligence | Concentration risk | Credit Risk | Machine Learning | Power BICareer growth opportunities | Competitive benefits package | Inclusive work environment | Professional developmentEntry-level Full TimeToronto, ON, CA, M5H 3Y22d ago
-
Manager, Quantitative Models Development CAD 92K-142KC++ | Data Integrity | Derivative valuation | Equity Derivatives | Fixed IncomeDental insurance | Disability insurance | Employee assistance program | Health insurance | Hybrid work environmentMid-level Full TimeCAN, Ontario, Toronto, 200 Bloor Street …3d ago
-
Senior Manager, Supplier Insights & Analytics CAD 86K-130KCategory Mapping | Change Management | Compliance Management | Contract Economics | Dashboard ReportingAccessibility accommodations | Comprehensive benefits | Diversity Inclusion Allyship | Employee Resource Groups (ERGs) | Flexible vacationSenior-level Full TimeToronto, ON, CA, M5H 4B63d ago
-
Manager, Product Analytics & Reporting CAD 69K-129KAnalytics | Data Mining | Data Modeling | Data Quality | Data StorytellingAccident insurance | Health insurance | Life insurance | Retirement savings | Tuition reimbursementMid-level Full TimeBMOPLACE, Canada3d ago
-
Manager, Product Analytics & Reporting CAD 69K-129KAutomation | Data Mining | Data Modeling | Data Storytelling | Data VisualizationAccident and life insurance | Health insurance | Hybrid work | Manager support | Retirement savings planMid-level Full TimeBMOPLACE, Canada3d ago
-
Senior Manager, Conversion & Funnel Optimization CAD 105K-135KA/B | A/B Testing | Analytics reporting | Attribution | Attribution ModelingSenior-level Full TimeMississauga, ON, Canada4d ago
-
A/B | A/B Testing | B testing | Customer Analytics | Data AnalysisDental insurance | Equity opportunities | Health insurance | Paid time off | Parental leaveSenior-level Full TimeCanada4d ago
-
Manager, Finance Data Analytics & Insights CAD 105K-133KBusiness Intelligence | Data Management | Data Visualization | FP and A | Financial ModelingCompetitive time off | Defined benefit pension plan | Employee discount programs | Flexible Travel Program | Flexible work environmentSenior-level Full TimeToronto - 36.25, Canada4d ago
-
Business Intelligence | Business Rules | Dashboards | Data Modeling | Data QualityAccident insurance | Health insurance | Life insurance | Retirement savings plan | Tuition reimbursementSenior-level Full TimeBMOPLACE, Canada4d ago
-
Cause analysis | Compliance reporting | Data Governance | Data Modeling | Data TransformationCareer development | Health and well-being benefits | Paid time off | Reward and recognition programs | Savings and retirement programsMid-level Full Time3500 Steeles Avenue East, Markham, Ontario, …7d ago
-
AI Agents | Analytics | Business Intelligence | Data Governance | Data ModelingSenior-level Full TimeToronto, ON, CA, M5H3Y27d ago
-
Databricks | Delta Lake | Hudi | Iceberg | JavaCommuter benefits | Dental insurance | Disability benefits | Flexible work arrangement | Health insuranceMid-level Full TimeToronto, Canada R8d ago
-
A/B | A/B Testing | Analytics engineering | Automation | B testingAutonomy | Collaborative fast moving environment | Exposure to modern data stacks AI driven analytics and experimentation frameworks | Flexibility | High impact influence on business decisionsSenior-level Full TimeCanada8d ago
-
Senior Manager, Data Engineering CAD 94K-176KAPI Integration | APIs | Agile | Analytical modeling | AnaplanHigh-performing culture | Inclusive workplace | Professional developmentSenior-level Full TimeToronto, ON, CA, M5H 1H18d ago
-
Engineering Manager, AI Engineering CAD 184K-205KAWS Bedrock | Agentic Workflows | Agile | Async Programming | Azure OpenAIAutonomy | Career growth | Learning and experimentation culture | Psychological safety | Remote-first cultureMid-level Full TimeCanada Remote R9d ago
-
A/B | A/B Testing | AI Tooling | Analytics engineering | AutomationCareer growth opportunities | Fully remoteSenior-level Full TimeToronto, Canada R9d ago