[cmath] Senior Quantitative Analyst - Hire Talent Recruitment

[Alan Kelm]

Job Summary

On behalf of a substantial international organization based in Calgary, 
Alberta, Hire Talent Recruitment is seeking a Senior Quantitative Analyst. 
The Senior Quantitative Analyst plays a key role in building models for 
valuing and risking energy and power structured products, derivatives and 
portfolio components for the Commodity Risk Management team. This role 
will primarily focus on developing, maintaining and supporting 
quantitative analytical tools to provide information and recommendations 
for the Risk Management and Trading teams.

The organization seeks a competitive, results oriented individual, who can 
effectively operate in a team based environment. The successful candidate 
must possess strong analytical skills including but not limited to 
statistics, theoretical asset pricing and computer programming, and also 
have the ability to thrive in a high pressure and rapidly changing work 
place.

Responsibilities

The successful candidate will report to the manager of Quantitative Risk 
Analytics. The candidate will be responsible for providing models and 
analysis to internal clients, particularly to other members of the 
Commodity Risk Management group. This position will appeal to individuals 
who are comfortable with detailed analytic work, have strong quantitative 
and modeling skills, thrive in a fast-paced team environment, and are 
interested in contributing to achieving business results in a rapidly 
changing and challenging area of the energy business.

Specific accountabilities would include, but are not limited to:

- Develop, maintain and support statistically based analytical tools,
   including models for evaluating price processes, products with embedded
   optionality, and other financial & physical deals. Tools must be
   accurate, reliable, timely and flexible.

- Evaluate market risks contained in the products being modeled, with a
   focus on structured products.

- Provide analytical support to Commodity Risk Management staff performing
   middle office duties, such as VaR analysis.

- Independently value Front Office structured product deals.

- Give guidance to analysts in the group.

Qualifications

- A quantitative university degree, preferably an M.Sc. in statistics or
   finance, an M.A. in economics or an M.Math with financial courses.

- A well-rounded set of knowledge in finance, economics, statistics and
   mathematics is best suited for this role.

- Demonstrated mathematical and computer skills for modeling is essential,
   along with an understanding of deal pricing and risk analysis as it
   pertains to power and natural gas markets. Preferred programming
   experience would include Visual Studios .NET, Matlab, VB, and SQL.

- The successful candidate must have a strong understanding of asset and
   market price dynamics, coupled with proven analytical skills. In
   addition, the successful candidate must have the ability to effectively summarize
   and communicated results, both verbally and in writing, to a wide range
   of audiences.

- The ability to develop risk management solutions that are business based
   rather than academic based.

- Exposure to and understanding of power markets and products, such as
   physical & financial swaps, indexed and fixed priced products, financial
   options & derivatives, and ancillary service products, would be a
   definite asset.

- The ability to work independently on a variety of simultaneous projects
   is required.

- At least 3-5 years working the power markets and/or risk analysis is desired.

Interested candidates please submit resumes to: resumes at hiretalent.ca

---------------------------------------------------------------------------
This employment position is among those listed in the Employment section
of the CMS website:
      http://cms.math.ca/Employment
-------------- next part --------------
A non-text attachment was scrubbed...
Name: Quantitative Analyst.pdf
Type: application/pdf
Size: 136081 bytes
Desc: 
Url : https://mail.cms.math.ca/pipermail/cmath/attachments/20080318/a9b02a76/QuantitativeAnalyst.pdf