Work Location: National Capital Region (Gatineau/Ottawa)
Reference Number: 08-ERM-01

Reporting to the Vice President, Enterprise Risk Management, this position offers an opportunity to play an integral role in the risk management of a dynamic company in a high growth industry. The incumbent will be primarily responsible for a team of quantitative analysts whose functions include forward curve development, implementation of VaR and other risk measures, risk analysis of proposed transactions, and quantitative support of credit functions. The Manager, Quantitative Analysis will also help improve the effectiveness of middle office reporting and perform ad-hoc analysis in a variety of areas within the company.

More specifically, the Manager, Quantitative Analysis will have the following responsibilities:

• Oversee the daily reporting of VaR and other risk reports on the corporate portfolio and subsets thereof;
• Develop and implement new risk measures such as Earning at Risk; improve and extend existing risk reporting, including adapting reports to new assets;
• In cooperation with the Manager, Credit Risk and Insurance, develop tools to aid the company in its assessment, monitoring, and management of credit exposures;
• Help assess the risks involved with new and proposed transactions;
• Provide analytical support as needed to various groups within the company, including the front office.

Candidate profile – Experience and qualifications

• Experience in quantitative market risk with approximately 5 years of relevant experience;
• University degree in mathematics, economics, engineering, or similarly quantitative field;
• Knowledge of commodity markets (particularly electric power);
• Demonstrated analytical abilities; quality driven and detail oriented;
• Capable of managing priorities and meeting strict deadlines inherent in a demanding environment;
• Ability to work collaboratively and to develop business relations/partnerships;
• Programming skill, with knowledge of Matlab an asset;
• Highly proficient in English, with good overall communication skills; bilingualism an asset.