Quantitative Analyst and Weather Forecasting Advisor

Office Montreal, QC
Status Full time - Permanent
The quantitative analyst will work in cooperation with other members of the risk management team on the operation and development of the department. Their work will have a significant impact on risk management and the optimal use of various weather data available in the industry.
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Your daily life at MAG
  • Use advanced and innovative methods in statistical and predictive analyses to exploit the full potential of weather data for decision-making and understanding electricity and natural gas price movements
  • Develop a framework of knowledge, metrics, and alerts for managing risks of extraordinary weather phenomena and their impacts on the markets
  • Monitor the performance of external data providers on a regular basis and ensure technical exchanges with their data forecasting department
  • Ensure the management of data integrity (reliability, accuracy, completeness…) for the risk management department and track relevant new data
  • Propose, develop, and revise machine learning models and stochastic models for pricing and risk management of futures contracts in North American energy markets
  • Develop, review, and recommend processes and metrics (VaR, ES, Stress-Test…) to ensure transactional risks of various departments comply with the company’s risk policy
  • Conduct quantitative and qualitative analyses and effectively communicate conclusions to teams and management
  • Simplify technical weather reports for different teams and participate in the development of post-processing for weather forecasts
Required Skills
  • Demonstrate strong interests in risk management, use of computer tools and programming languages, atmospheric sciences, as well as the application of mathematical, probabilistic, econometric, and complex statistical models
  • Be self-sufficient and show initiative
  • Demonstrate rigor in your work
  • Be perfectly bilingual
  • Your academic achievements – you must have obtained your university degree with flying colors
  • Have earned an undergraduate degree in atmospheric sciences, meteorology, or have obtained an undergraduate degree in engineering, computer science, pure science combined with experience in meteorology/climatology

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