Exelon Quantitative Developer in BALTIMORE, Maryland

The Commercial Analytics organization provides a wide range of analytical support and services to the commercial organization, its embedded functions, and our corporate customers. The Structuring team 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 Analyst 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.


  • Development of pricing models and analytical techniques for valuation of fuels transactions. Incorporate new models into our application ecosystem.

  • Valuation and structuring of fuels transactions and interaction with traders, originators, and other support areas.

  • Provide valuation support for the Corporate Support team in relation to M&A and other corporate commercial activities

  • Work with the traders in the development of hedging strategy decisions that support the entire life cycle of a transaction.

  • Work closely with Wholesale Trading, Portfolio Management, Risk and FP&A on budgeting, variance analysis, and portfolio risk.


  • Python- preferred

  • Experience with stochastic calculus concepts- preferred

  • Self-starter looking to improve existing processes and models

  • Bachelor’s or Master’s degree in Engineering, Math, Physics, Economics or a related field.

  • 2-5 years of experience in quantitative or financial valuation or computer science

  • Be familiar with probability theory, Monte Carlo modeling, calculus, and numerical techniques

  • Coding experience

  • Excellent interpersonal and communication skills, including verbal and written

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

Job Constellation

Organization: Generation Constellation - Wholesale

Title: Quantitative Developer


Requisition ID: 213985