Analyst, Market Risk-Fuels

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Location: BALTIMORE, MD, United States
Organization: Exelon Generation Co. LLC
Job ID: 234174
Date Posted: Nov 10, 2021

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Job 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!


Responsible for daily valuation and position reporting of risk portfolio. Identifies, comprehends and captures the risk of all trades and structured transactions into the risk books. Also responsible for risk management policy compliance.

  • Provide slides for the weekly Risk Management Committee meeting as well as other special/ad hoc analysis for various management meetings (30%)
  • Enforces allocated risk levels and promotes adherence to trading limits, and market risk policies and procedures. Implements validation procedures for all physical and financial transactions. Monitors and analyzes the organization's market risk exposure on a day-to-day and long-term basis for various financial products. Recommend course of action when necessary (20%)
  • Responsible for daily valuation and position reporting of risk portfolio. Identifies, comprehends and captures the risk of all trades and structured deals into the risk books. (20%)
  • Analysis of VaR, position limits, stress tests, and scenario analysis related to the portfolios (10%)
  • Using quantitative methods to implement new risk frameworks and ad-hoc scenario analyses (10%)
  • Build and maintain an active dialogue with portfolio managers and traders to understand and quantify emergent market risks and hedge strategies for their respective portfolios (10%)

  • Reports to the Director Market Risk
  • Coordinates closely with commercial, other key areas of Risk and Market Risk Managers


  • Four-year degree in economics, engineering, finance, mathematics, physics, engineering or equivalent disciplines
  • Minimum of 2-3 years of experience in a risk, financial, or valuation role or advanced degree in related field
  • Excellent academic background. knowledge of statistics, financial modeling, and options theory.
  • Analytical problem solving and data analysis skills, with attention to detail
  • Organization and time-management skills with the ability to prioritize, multi-task and adapt to the changing needs of the business
  • Experienced in Excel and PowerPoint
  • Communication skills (both orally and written) and ability to work with and add value to the business
  • Highly motivated, self-starter with ability to work independently and/or participate as a team member on multi-part projects with little oversight

  • Graduate degree in a quantitative discipline (such as accounting, mathematics, sciences, economics, finance, or engineering)
  • Strong knowledge of the energy markets
  • Completed MBA a plus
  • Experience with VBA a plus

Exelon is proud to be an equal opportunity employer and employees or applicants will receive consideration for employment without regard to: age, color, disability, gender, national origin, race, religion, sexual orientation, gender identity, protected veteran status, or any other classification protected by federal, state, or local law.

VEVRAA Federal Contractor

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