An Important Message about Exelon Recruitment during COVID-19

We hope that you and your loved ones are managing through this challenging and uncertain time. The COVID-19 pandemic has demanded unprecedented changes to our daily lives. That said, what hasn’t changed for us is the vital work we do, and our commitment to ensuring the safety of our candidates, employees, customers, and communities. While our hiring process looks a bit different today, with 100 percent virtual interviewing and other solutions in place to facilitate proper social distancing, we remain focused on powering possibilities for new talent who are ready to join us in making a difference. As always, you can find our available opportunities here. We truly appreciate your continued interest in opportunities with Exelon and our family of companies.

Those who apply for employment with Exelon must be fully vaccinated against COVID-19 as a condition of hire (i.e., have received two doses of a two dose vaccine, or one dose of a single dose vaccine), subject to approved requests for accommodation.

Senior Quantitative Analyst

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Location: BALTIMORE, MD, United States
Organization: Exelon Generation Co. LLC
Job ID: 235063
Date Posted: Nov 27, 2021

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Job Description



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.


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.
Conducts ad-hoc analysis of market data and compare to model simulation. Presents the results to help capture market trend and commodity risk.
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.
Does research on new mathematical models and writes code to facilitate company-wide endeavor of platform transformation.



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.



Energy industry experience
Prior experience in quantitative or financial analytics role
Strong programming skills preferably in Python or Matlab

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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