Manager Quantitative Commodity Market Risk

Posting End Date:

June 10, 2026 Employee Type:

Regular-Full time Union/Non:

This is a non-union position We are looking for a Manager Quantitative Commodity Market Risk who will be accountable for the daily risk reporting function to deliver timely, accurate, and decision‑useful insights, including analysis of day‑over‑day changes in Mark‑to‑Market (MTM), Value‑at‑Risk (VaR), at‑risk metrics, and open positions in North American commodity markets (power, natural gas, crude oil, and natural gas liquids). We offer opportunities for growth, increasing your knowledge and skills, and an exciting career filled with competitive benefits and pension package including generous time off. What You Will Do

Leadership over VaR model accuracy, P&L decomposition, and end‑to‑end FEA VaR integrity, ensuring robust data connectivity, validation, explainability, effective vendor management, and scalable expansion across portfolios, commodities, and business lines, with...