Insider attacks are one of the most dangerous threats on security of critical infrastructures. An insider attack occurs when an authorized operator misuse the permissions, and brings catastrophic damages by sending legitimate control commands. Therefore, insider attacks have great impact and higher success rate, and it is difficult to predict and protect against them. This paper, by study on the SCADA alarms, proposes a new alarm based statistical anomaly detection method to identify potential insider attacks at substations and total transmission system in power grid. To demonstrate the proposed method, two insider attack scenarios have been simulated at both substations level and transmission system. Experimental scenarios illustrate proposed method is effective, and anomalies can be detected by minimum number of alarms.