Manager Quantitative Commodity Market Risk

## Manager Quantitative Commodity Market RiskApplyremote type: Hybrid: Remote and Officelocations: Calgary, AB, CANtime type: Full timeposted on: Posted Todaytime left to apply: End Date: June 11, 2026 (6 days left to apply)job requisition id: 71199**Posting End Date:**June 10, 2026**Employee Type:**Regular-Full time**Union/Non:**This is a non-union positionWe 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.We'd love to hear from you! Apply today for this...