Senior Quantitative Analyst

Location: BALTIMORE, MD, United States
Organization: Exelon Generation Co. LLC
Job ID: 230848
Date Posted: Apr 2, 2021

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Job Description

Description

At Exelon, we've got a place for you!

Join the nation's leading competitive energy provider, with one of the largest electricity generation portfolios and retail customer bases in the country. You will be part of a family of companies that strives for the highest standards of power generation, competitive energy sales, and energy delivery. Our team of outstanding professionals is focused on performance, thought leadership, innovation, and the power of ideas that come from a diverse and inclusive workforce.

Exelon will provide you the tools and resources you need to design, build and enhance a successful career. We are also dedicated to motivating the success of our employees through competitive base salary, incentives, and health and retirement benefits.
Join Exelon and share your passion at a forward-thinking Fortune 100 company. Establish yourself in a place where you can truly shine and create a brighter, more sustainable tomorrow. Energize your career at Exelon!

    PRIMARY PURPOSE OF POSITION

    The Commercial Analytics organization provides a wide range of analytical support and services to the commercial organization, its embedded functions, and our corporate customers. The Portfolio Management team develops and uses custom models to forecast and value complex commodity positions. In addition to providing commodity valuation expertise, the portfolio team also offers detailed analytics, risk assessment, and hedging advice for the entire Constellation portfolio. The (Principal) Quantitative Analyst applies theoretical and mathematical valuation techniques to real-world deals and situations. The Analyst should be well-versed in concepts related to options, simulation modeling, and risk assessment.  The candidate must also effectively communicate recommendations to a wide variety of audiences, including senior management.

    
    PRIMARY DUTIES AND ACCOUNTABILITIES 

    Develop, maintain, and extend Constellation’s underlying financial and physical valuation, and risk management models.
    Conduct research and produce prototypes and proof-of-concept demonstration systems to test innovative approaches and solutions to complex        problems
    Translate quantitative and business concepts into efficient, robust, supportable system design and architecture.
    Write, Test, and Deploy code supporting mission-critical commercial systems.       
    Provide tactical/real time support for risk/valuation systems and interfaces.
    Collaborate with quantitative analysts, Risk, Front and Back office functions, and IT leadership to prioritize and execute on strategic projects.


    POSITION SCOPE 
•    Reports to the Manager, Quantitative Analytics
•    Works under minimal supervision, relying on knowledge, skills and judgment acquired through education and relevant experience to plan and accomplish assigned tasks and goals
 

 

 

Qualifications

    POSITION SPECIFICATIONS 

    Minimum:


Masters’ degree in computer science, engineering, mathematics, or a hard science and a minimum of 5 to 8 years of experience
Thorough understanding of applied and financial mathematics concepts and techniques 
Ability to use a broad range of development tools supporting multiple platforms (Windows, Solaris, Linux), languages (Python, Matlab, C#, more), and databases (Oracle, Proprietary, SQL Server).
Ability to quickly master industry fundamental concepts including energy commodity markets, option valuation, position management and hedging.
Should be self-driven and able to work in (and lead) team sizes ranging from individual contribution to several members.
Strong organization and communication skills are required.
Proficiency with Microsoft Office applications.

    Preferred:
    PhD or equivalent in computer science, engineering, mathematics, or a hard science
    Energy industry experience
    Prior experience in quantitative or financial analytics role


 

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