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Sr Quant Analyst, Risk

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Location: BALTIMORE, MD, United States
Organization: Exelon Generation Co. LLC
Job ID: 227066
Date Posted: Aug 29, 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 Senior Analyst in the Risk Modeling team will be responsible for developing and maintaining Risk models, reviewing newly developed or modified Commercial models, and providing meaningful ad-hoc risk analysis which will be used throughout the commercial organization. 


- Provide independent model validation to new commercial models before deployment and assist with the establishment of risk controls and monitoring activities

- Develop, maintain, and enhance the Risk modeling infrastructure including the production models, automated reports, databases, job scheduling systems.  Work closely with Risk and other business and IT functions on developing and maintaining efficient risk reporting tools

- Provide ad-hoc quantitative analyses for Risk functions, commercial teams, finance group, and other internal stakeholders.

- Oversee the production code change management

- Diligently pursue information and conduct research to understand energy products, introduce best business practices, and propose new modeling methodologies

 

PRIMARY DUTIES AND ACCOUNTABILITIES

  • Develop and maintain risk models

  • Provide ad-hoc quantitative analysis to Risk and Commercial functions

  • Validate Commercial production models

  • Support marking of illiquid forward volatility curves

  • Oversee the production code change management 

Qualifications

POSITION SPECIFICATIONS

Minimum:

  • Advanced degree in economics, quantitative finance, mathematics, physics, engineering, computer science or equivalent quantitative disciplines.

  • Understanding of probability theory, applied and financial math concepts and techniques, trading risk management concepts, options and derivative pricing.

  • Advanced-level expertise using programming languages or analytical packages commonly used in model development, such as Python, Matlab, C/C++, R, SAS, and SQL.

  • A motivated self-starter and creative thinker with the ability to work independently and collaboratively with colleagues at all levels of the organization.  Demonstrated ability to perform responsibilities under time pressure with a high degree of accuracy, to prioritize multiple tasks effectively, build consensus, and adapt to evolving business needs.


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.

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