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Sr. Analyst, Market Data

Capital Power
Calgary, CAN
Full-time
Senior · 5+ years experience
Onsite
Discovered 3 weeks ago
pythonsql

Full Job Posting

Technical Skills:

  • Apply risk management systems and analytical tools (ETRM, Excel, Python, R) to build, validate, and maintain pricing models and data workflows.
  • Query and integrate market data using SQL and data APIs (e.g., ICE Data Services, ZEMA, Nodal) to support curve production and validation processes.
  • Automate repetitive data processes and controls using scripting, with an ability to identify opportunities to streamline manual workflows.
  • Develop, validate, and maintain pricing methodologies, including proxy/spread-to-benchmark and regression-based approaches, across liquid and illiquid markets.
  • Demonstrate working knowledge of power market data, forward price curves, and valuation models in regional markets (e.g., WECC, AESO, PJM).
  • Leverage AI and emerging analytical tools (e.g., Copilot, LLMs, machine learning libraries) to enhance data quality checks, anomaly detection, and reporting efficiency, or demonstrate a genuine curiosity and willingness to explore these tools as they evolve.
  • Communicate technical content clearly in writing and verbally; able to present pricing governance updates, exception analysis, and model validation findings to committees and senior stakeholders.
  • Working Conditions:
  • Hybrid office/work‐from‐home environment.
  • Minimal travel required
  • Candidates must be legally eligible to work in Canada
  • The successful candidate will undergo education verification, reference checks, and a criminal and credit record check
  • Additional Details:
  • Capital Power employees that refer a successful candidate for this position are eligible for a $1000 Referral Reward!
  • We believe that supporting employee physical, mental, financial, and social well-being is critical to our success. We offer a comprehensive package including flexible benefits, retirement savings programs, paid time off, and ongoing development opportunities.
  • This role includes a competitive base salary, annual incentive, and participation in Capital Power’s long-term incentive program.
  • How To Apply and Next Steps
  • Capital Power only accepts resumes via online application at www.capitalpower.com/careers. If you choose to submit your resume by any other means, we cannot guarantee that your application will be considered for vacancies. Applicants with disabilities who require a reasonable accommodation to complete their application can request accessible formats, communication support, or other accessibility assistance by contacting [email protected]. Capital Power is committed to providing a fair and transparent hiring process. We recognize and embrace the value of diversity and hire employees with the appropriate skills, experience and knowledge for each position. Thank you for taking the time to apply and expressing interest in powering a sustainable future with Capital Power! We wish that we could personally respond to everyone who applies; however, it is our practice to contact only those individuals selected for interviews.

Qualifications

  • Post-secondary degree in Finance, Economics, Mathematics, Engineering, or a related field.
  • Advanced degree (e.g., Master’s, PhD) or professional designation (e.g., CFA, FRM, PRM) is an asset.
  • 5–7+ years in risk management, market data, model validation, or quantitative risk in a commodity trading or energy environment.
  • Hands-on experience building or validating forward price curves, including proxy / spread-to-benchmark methodologies with regression-based parameter calibration.
  • Direct experience with ZEMA and / or Allegro in a production environment strongly preferred.
  • Familiarity with model risk frameworks and organized commodity markets (AESO, IESO, CAISO, MISO, ERCOT, PJM, Henry Hub, environmental) preferred.
  • Apply risk management systems and analytical tools (ETRM, Excel, Python, R) to build, validate, and maintain pricing models and data workflows.
  • Query and integrate market data using SQL and data APIs (e.g., ICE Data Services, ZEMA, Nodal) to support curve production and validation processes.
  • Automate repetitive data processes and controls using scripting, with an ability to identify opportunities to streamline manual workflows.
  • Develop, validate, and maintain pricing methodologies, including proxy/spread-to-benchmark and regression-based approaches, across liquid and illiquid markets.
  • Demonstrate working knowledge of power market data, forward price curves, and valuation models in regional markets (e.g., WECC, AESO, PJM).
  • Leverage AI and emerging analytical tools (e.g., Copilot, LLMs, machine learning libraries) to enhance data quality checks, anomaly detection, and reporting efficiency, or demonstrate a genuine curiosity and willingness to explore these tools as they evolve.
  • Communicate technical content clearly in writing and verbally; able to present pricing governance updates, exception analysis, and model validation findings to committees and senior stakeholders.
  • Hybrid office/work‐from‐home environment.
  • Minimal travel required
  • Candidates must be legally eligible to work in Canada
  • The successful candidate will undergo education verification, reference checks, and a criminal and credit record check
  • Capital Power employees that refer a successful candidate for this position are eligible for a $1000 Referral Reward!
  • We believe that supporting employee physical, mental, financial, and social well-being is critical to our success. We offer a comprehensive package including flexible benefits, retirement savings programs, paid time off, and ongoing development opportunities.
  • This role includes a competitive base salary, annual incentive, and participation in Capital Power’s long-term incentive program.
  • How To Apply and Next Steps
  • Capital Power only accepts resumes via online application at www.capitalpower.com/careers. If you choose to submit your resume by any other means, we cannot guarantee that your application will be considered for vacancies. Applicants with disabilities who require a reasonable accommodation to complete their application can request accessible formats, communication support, or other accessibility assistance by contacting [email protected]. Capital Power is committed to providing a fair and transparent hiring process. We recognize and embrace the value of diversity and hire employees with the appropriate skills, experience and knowledge for each position. Thank you for taking the time to apply and expressing interest in powering a sustainable future with Capital Power! We wish that we could personally respond to everyone who applies; however, it is our practice to contact only those individuals selected for interviews.

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