Senior Quantitative Analyst (Hybrid)

As a Senior Quantitative Analyst, you will lead the development of quantitative risk measurement tools and models and provide analytical / mathematical / statistical decision-making support for various areas across the organization. Your goal will be to support the Senior Manager, Middle Office & Quantitative Analytics by successfully leading the development of risk reporting tools and valuation methodologies used for market, credit, liquidity, and operational risk measurement, and by providing back-up support for Middle Office daily risk monitoring and reporting activities, as required.

What we offer:

• Work environment - Work in our beautiful home office building with access to a fitness facility, onsite nurse, and a café

• Hybrid work model - Allows for a blend of in-office and work-from-home days

• Competitive compensation - Includes an annual bonus plan, pension plan, and parking allowance

• Flexible Benefits Plan - In effect from day one and offers three levels of coverage to select from to meet your unique, personal needs

• Paid vacation - There is an annual option to purchase additional vacation, too

• Wellness support - With an annual wellness allowance, paid personal care days and a 24/7 Employee & Family Assistance Program

• Opportunity to give back to some amazing causes in our community - Choose when and where to make an impact with a paid volunteer day, company volunteer opportunities, and a donation-matching program

Your Responsibilities:

• Lead the development and maintenance of analytical/mathematical/statistical models such as Earnings-at-Risk (EaR), Cash Flow-at-Risk (CFaR) and Value-at-Risk (VaR) for use in measuring and monitoring financial risk across the organization

• Lead quantitative model development, testing and deployment. Monitor the effectiveness, accuracy and appropriateness of risk and valuation models as the business strategy and/or market environment evolves and make recommendations for change as required. Develop full model documentation to foster long-term model sustainability and education for future users

• Lead activities and processes for providing decision support analytics, including building new models / tools for use by internal teams including, but not limited to, Commodity Risk Management, Financial Planning & Analysis, Treasury, Accounting and Middle Office

• Lead analytic support for other teams with quantitative / mathematical / statistical model as required, including supporting financial accounting & reporting teams with yearend regression analysis for hedge accounting purposes

• Establish and lead other model governance activities are required, including leading research into new and/or alternative risk measurement methodologies

• Actively participate in, and often lead, activities with focus on providing quantitative modeling and risk management education to other areas of the organization

• Provide back-up support to the Middle Office for daily risk monitoring and reporting tasks, as required

Your Skills:

• Ability to interact and work with other areas of the organization to promote a collaborative working environment

• Strong modelling and analytical skills

• Demonstrated experience & knowledge of SAS, Python, or R and/or experience with statistical / data analysis using other programming languages

• Strong working knowledge of Microsoft Office suite of products, particularly Excel

Your Experience:

• Bachelor's degree in a quantitative field, such as mathematics, statistics, financial engineering, actuarial science, or equivalent disciplines

• 5+ years' experience in a quantitative role

• Experience in energy commodities and financial derivatives markets

• Experience in commodity/banking/energy trading company considered an asset

#LI_Hybrid

Irving Oil is committed to supporting a diverse and inclusive work environment. We thrive on the good energy that's created when our people from different backgrounds, identities, cultures and experiences share their unique perspectives. Diversity is key to our success and inclusion is everyone's responsibility.​

Job Requirements - Work Experience

Job Requirements - Education