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Quantitative Analyst

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Date: Oct 10, 2018

LOCATION: Calgary, Alberta (CA-AB)

Job Overview

Do you value complex financial instruments and use ground breaking computational techniques to quantify associated risk? Working out of Calgary or Houston and reporting to the manager, quantitative analysis within our risk management department, you will be responsible for the creation of extensive models and computational analyses in order to assess market risk associated with Suncor’s trading operations.

Key Accountabilities

  • Support Suncor’s business using various technologies together with a thorough understanding of finance and markets
  • 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
  • Support in preparing ad-hoc modeling and reporting requests while ensuring completeness and accuracy
  • Implement new metrics with respect to risk and profit and loss attribution
  • Implement improvements to our commodity trading and risk management system (CTRM)
  • Assist various internal groups with business process automation

Required Qualifications

Experience and Education:

  • Experience with finance principles (P/L, price curves, hedging, financial instruments)
  • Experience in the energy market space, including a deep understanding of crude, natural gas, and power spreads (time, location, quality)
  • University degree in applied mathematics, engineering, mathematical finance, or physics
  • Certificate in quantitative finance professional (CQF), professional risk manager (PRM), financial risk manager (FRM), chartered financial analyst (CFA) designation an asset

Skills and Knowledge:

  • 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)
  • Proficient in Excel as well as strong programming skills in SQL, VBA and Matlab
  • You are able to set priorities and handle deadlines
  • You are creative and able to tailor oral and written materials to differing audiences with a focus on delivering concise responses

Working Conditions

  • You have the option of working out of our Calgary, Alberta or Houston, Texas office, depending on where you live
  • You will work in an open trading floor environment
  • 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

Before applying, you must have:

  • Been in your current position for 24 months, and
  • Have consent from your current leader

Please also review the Internal Job Postings and Transfer Policy: the Core > My Life at Suncor > Jobs at Suncor

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Please note that our job postings are typically open for 14 calendar days, so if you are interested and qualified, apply now.

Job Segment: Engineer, Engineering

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