Senior Quantitative Analyst

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Location: BALTIMORE, MD, United States
Organization: Exelon Generation Co. LLC
Job ID: 222392
Date Posted: Jan 21, 2020

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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 Structuring team provides a wide range of analytical support and services to the commercial organization, its embedded functions, and our corporate customers.  We develop and use custom, in-house models to value complex, structured transactions. In addition to providing valuations for new deals, the Structuring team also offers detailed analytics, risk assessment, and hedging advice for the entire Constellation portfolio.

               

The Quantitative Analyst applies theoretical and mathematical valuation techniques to real-world deals and situations. The candidate 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
  1. Prices regular and complex products on wholesale level using corresponding pricing tools and coordinates pricing among different functional groups across the company including origination, trading desk, risk. Also supports retail pricing group upon their request for exotic products.

  2. Conducts ad-hoc analysis of market data and compare to model simulation. Presents the results to help capture market trend and commodity risk.

  3. Maintains and improves crucial pricing tools in pricing platform of the company including troubleshooting and adding new features due to rule change in the market.

  4. Does research on new mathematical models and writes code to facilitate company-wide endeavor of platform transformation.


Qualifications

POSITION SPECIFICATIONS
Minimum:
  • Bachelor’s Degree in engineering, mathematics, business, or other applicable discipline and 5+ years of experience in quantitative or financial valuation role
  • Understanding of applied and financial mathematics concepts and techniques
  • A strong foundation in probability theory, optimization and financial math plus familiarity with mathematical techniques used for decision making under uncertainty such as stochastic dynamic programming
  • Should be self-driven and able to work in team sizes ranging from individual contribution to several members.
  • Strong organization and communication skills are required.
  • Proficiency with Microsoft Office applications.
Preferred:
  • Master Degree in a quantitative field and 3+ years of experience in quantitative or financial analytics role or PhD degree in a quantitative field
  • Energy industry experience
  • Strong programming skills preferably in Python or Matlab
DISCLAIMER
The preceding position description is intended to provide the general nature and level of work to be performed by employees within this classification.  It is not intended to be a detailed description of the position or a comprehensive listing of all duties, responsibilities, and qualifications required of employees assigned to this position, nor is it intended to indicate the exact amounts of time an individual will perform various position duties.
  •  

    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
     

    EEO is the Law Poster: http://www1.eeoc.gov/employers/poster.cfm


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