Sr Risk Analyst

Suncor Energy•Calgary, AB

3d•Onsite

About The Position

At Suncor, we produce and provide energy. When you join Suncor, you become part of a company that has built a solid foundation for both business and employee success. We are a place where talented people thrive. As part of our team, you play a vital role in delivering energy we all rely on, and you'll make a meaningful impact in the communities where we live and work. We’re looking for a Sr Risk Analyst professional to develop and deploy advanced risk and market analytics through an automated reporting environment, helping deliver timely insights and stronger decision-making across the business. In this role, you’ll build impactful Power BI dashboards and KPIs, enhance automated market risk systems, and design robust models for pricing, volatility, correlation, VaR, and scenario and sensitivity analysis. You’ll also play a key role in improving our CTRM platform and driving business process automation initiatives that increase efficiency, accuracy, and scalability.

Requirements

University degree in applied mathematics, engineering, mathematical finance, or physics OR equivalent
Experience with finance principles (P/L, price curves, hedging, financial instruments)
Experience in the energy market space, including a deep understanding of crude, refined products, natural gas, and power markets as well as spreads, basis, and diffs (time, location, quality)
Strong background in development of risk analytics, risk metrics, and valuation of non-linear instruments
Proficiency in Power BI, and Power Apps, and strong programming skills in SQL, VBA, Matlab, and Python
Deep knowledge of linear algebra, statistics, time series analysis, and econometrics
The ability to set priorities to meet multiple deadlines with varying urgency
Creativity to tailor oral and written materials to differing audiences with a focus on delivering concise responses

Responsibilities

Develop and deploy risk and market analytics using our automated risk reporting system
Create Power BI reports to visualize and summarize analytical results and generate KPIs
Maintain and improve all aspects of the automated market risk system (Inputs, Code, Scripts, Queries, etc.)
Design, build, and test pricing formula, volatility curves, correlation matrix, VaR models, Scenario & sensitivity analysis
Direct improvements to our commodity trading and risk management system (CTRM)
Lead business process automation support project
Valuation of complex structured deals, asset optionality, and real options
Create ad-hoc models and reports while ensuring completeness and accuracy
Implement new metrics with respect to risk and its attribution

Benefits

Competitive compensation
Regional-based uplifts
Annual bonuses
Long-term financial rewards
Pension programs
Savings plans with company matching
Employee assistance program
Comprehensive company-paid health, dental, and vision benefits for you and your family
Generous paid vacation time
Personal time-off
Internal mobility
Succession planning
Employee training and development programs