2022 Exelon Hiring Update
Our hiring process looks a bit different today as a result of the COVID-19 pandemic, 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. 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 exemption.

Exelon was recently separated into two publicly traded companies, Exelon and Constellation. Exelon is the parent company for our fully regulated transmission and distribution utilities, delivering electricity and natural gas to more than 10 million customers. Constellation is the largest supplier of clean energy and sustainable solutions to homes, businesses and public-sector customers across the continental U.S., backed by more than 31,000 megawatts of generating capacity consisting of nuclear, wind, solar, natural gas and hydro assets. If you are looking for career opportunities in commercial, generation or home services, please visit jobs.constellationenergy.com for more information.

Quantitative Analyst, Risk Analytics

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Location: BALTIMORE, MD, United States
Organization: Constellation Energy Generation, LLC
Job ID: 235348
Date Posted: Feb 10, 2022
Job: Accounting & Finance

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Job Description


At Constellation, 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.

Constellation 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 Constellation 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 Constellation!


The Risk Analytics team supports Constellation's trading and marketing business, which relies heavily on complex models for asset valuation, as well as to measure key risks in a large, integrated energy commodity portfolio.  Specifically, this job has responsibility for developing and maintaining Risk models, validating newly developed or modified commercial models, and providing meaningful ad-hoc risk analysis which will be used throughout the commercial organization.  In this position, you will develop expertise across both power and gas wholesale markets, follow industry trends impacting energy markets, and apply quantitative methods that support effective insights for commercial decision-making.
&bull    Provide independent model validation to new models before deployment and assist with the establishment of risk controls and monitoring activities
&bull    Build and maintain the risk modeling infrastructure including the production models, automated reports, databases, job scheduling systems
&bull    Provide ad-hoc quantitative analyses for Risk functions, commercial teams, finance group, and other internal stakeholders.  Examples include alternative commodity trading or hedging strategy assessment, product risk premium pricing, illiquid forward curve marking (volatilities, correlations), price verification, hedging effectiveness testing, and financial planning.
&bull    Design and prototype new market, credit, liquidity, and operational risk metrics, assist with the establishment of risk controls and monitoring activities
&bull    Diligently pursue information and conduct research to understand energy products, introduce best business practices, and propose new modeling methodologies


  1. Validation of production models
  2. Develop and maintain risk models
  3. Ad-hoc quantitative analysis to Risk and Commercial functions
  4. Support Risk reports and metrics
  5. Information gathering, research, best-practices benchmarking


&bull    Reports to the Director, Risk Analytics
&bull    Works with 2 other quantitative analysts with varying levels of experience
&bull    Supports key risks systems used to produce daily risk measures and critical risk information to external stakeholders
&bull    Coordinates closely with Quantitative Analytics, Pricing, Fundamental, Portfolio Strategy, Trading, Treasury, Finance, and all Risk functions



•    Undergraduate 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
•    Substantive experience 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. Driven to develop and maintain effective relationships with internal and external partners.   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


•    Graduate degree preferred
•    Prior experience in quantitative role in the finance/energy industry
•    Strong communication, presentation, and interpersonal skills with the ability to discuss technical subjects with a wide variety of audiences

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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