[cmath] Senior Quantitative Risk Analyst - TransCanada Corp.

[Alan Kelm]

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Senior Quantitative Risk Analyst

The Company

Our client, TransCanada, is a leader in the responsible development and 
reliable operations of North American energy infrastructure. 
TransCanada's network of approximately 41,000 kilometers of pipeline 
transports the majority of Western Canada's natural gas production to key 
Canadian and U.S. markets.  A growing independent power producer, 
TransCanada owns, or has interests in, approximately 7,700 megawatts of 
power generation in Canada and the United States.

Founded in 1951 and headquartered in Calgary, Alberta, they have 2,400 
employees.  TransCanada common shares trade under the symbol TRP on the 
Toronto and New York Stock exchanges.

Further information regarding TransCanada may be obtained from the 
company's website at: www.transcanada.com.

The Position

Based in Calgary, and reporting to the Director, Risk Management, the 
Senior Quantitative Risk Analyst will be a key member of the Risk 
Management Team.  The successful candidate will provide risk analysis in 
support of TransCanada's pipeline, power, gas storage and other 
businesses.  The individual will be responsible for the development and 
maintenance of various risk models including Value-at-Risk (VaR), 
Earnings-at-Risk (EaR) and Counterparty Value-at-Risk (CVaR).

Specific duties include:

* For existing businesses, develop automated database query models to
   extract and analyze existing positions, related market data and evaluate
   portfolio strategies including the assessment of related risk measures
   including VaR, EaR, and CVaR.

* For development and investment opportunities, develop models to compile
   and synthesize detailed information to assess market and counterparty
   related risks and exposures.

* Perform scenario-based analysis on alternative strategies to determine
   range of potential outcomes with respect to exposures and the impact on
   various risk measures.

* Assist in the preparation and presentation of the underlying assumptions
   and overall results to TransCanada management.

* Work closely with other internal stakeholders in order to validate and
   refine modeling results; identify key risks; analyze and propose
   alternatives to address these risks.

* Research industry data sources for possible incorporation into
   decision-making processes.

* Track key market data and maintain databases to support ongoing
   analytical efforts.

* Maintain and adopt industry best practices.

* Clearly, accurately and concisely communicate results to other team
   members.


The Individual

TransCanada provides a balance between social responsibility and financial 
performance, emphasizing spirit, confidence and focus among employees. 
Their values include social responsibility, passion, integrity, results, 
innovation and teamwork.  They are therefore seeking a likeminded, 
talented individual with the following qualifications:

* A masters degree in a quantitative or computational field (computer
   science, math, physics or financial engineering).

* A professional designation (CFA, CA, CMA, CGA) will be considered an
   asset.

* A thorough understanding of various risk measures (VaR, EaR and CVaR)
   and the related principles of economic, financial, and counterparty risk
   analysis, and their application to business situations.

* Minimum of 5 years progressive experience in modeling, monitoring,
   researching and gathering energy market data, preferably in the power
   and gas industry.

* Demonstrated ability to work with complex financial models and to apply
   superior modeling skills in a problem-solving context.

* Strong business aptitude plus the ability to be innovative and capable
   of critical analysis and problem solving.

* A general understanding of the pipeline, gas storage and power
   infrastructure business would be beneficial.

* Ability to handle multiple assignments on a timely basis, with a high
   degree of accuracy.

* Capability and flexibility to respond to critical deadlines by adjusting
   work hours to meet deadlines.

* Proven team player with the ability to work effectively in
   cross-functional teams and to develop and maintain collaborative working
   relationships.


The Compensation

An excellent compensation package, including annual bonus and long term 
incentive, is available to the successful candidate.

The Location: Calgary, Alberta


FOR MORE INFORMATION, PLEASE CALL 261-8080 FOR:
BRYAN ARTHUR (EXT 348)  OR  MARK HOPKINS (EXT 303)
CONROY ROSS PARTNERS LIMITED, Suite 830, 255 - 5 Avenue S.W., Calgary, Alberta  T2P 3G6
Telephone:  (403) 261-8080; Fax: (403) 261-8085  Email:  mail at conroyross.com
For additional opportunities, please visit our Website at www.conroyross.com

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