Senior Market Risk Specialist — Power & Gas (Hybrid)

Capital Power Corporation

Calgary

Híbrido

CAD 110.000 - 160.000

Jornada completa

Hace 2 días
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Descripción de la vacante

Capital Power Corporation in Calgary seeks a Senior Specialist, Market Risk to join our middle office and provide independent analysis of market risk exposures across power, natural gas, and environmental portfolios.

You will evaluate trading and hedging strategies, govern price curves and valuation methodologies, and develop and execute market risk analytics including Value‑at‑Risk, stress testing, scenario analysis, and assessment of non‑linear exposures.

Formación

  • Post‑secondary degree in Finance, Economics, Mathematics, Engineering.
  • Advanced degree or professional designation is an asset.
  • 5+ years in market risk or related middle office roles in trading or commodities.
  • Experience with VaR, stress testing, back testing, and pricing/risk models.

Responsabilidades

  • Lead analysis of market risk exposures across power, natural gas and environmental portfolios.
  • Validate trading/hedging strategies and valuation methodologies.
  • Develop and maintain analytics: VaR, stress testing, scenario analysis.
  • Monitor risk limits, escalation, and produce exception reporting.
  • Develop, validate pricing and risk models for new/complex instruments.
  • Support governance and independent validation of models and inputs.

Conocimientos

ETRM
Excel
Python
R
MATLAB
VaR
Back-testing
Price curves
Risk reporting

Educación

Finance
Economics
Mathematics
Engineering

Herramientas

WECC data

Descripción del empleo

Capital Power Corporation in Calgary seeks a Senior Specialist, Market Risk to join our middle office and provide independent analysis of market risk exposures across power, natural gas, and environmental portfolios.

You will evaluate trading and hedging strategies, govern price curves and valuation methodologies, and develop and execute market risk analytics including Value‑at‑Risk, stress testing, scenario analysis, and assessment of non‑linear exposures.

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