Exelon Senior Quantitative Analyst in BALTIMORE, Maryland
PRIMARY PURPOSE OF POSITION
The Senior Quantitative Analyst works to design, develop and support Constellation’s core trading and risk management systems which provide proprietary mechanisms for deal pricing, entry, and settlement; physical asset management; portfolio valuation; and both daily and real-time risk reporting. A solid understanding of traditional financial valuation and modeling techniques along with a strong foundation in options theory, simulation modeling, and statistical methods is essential. As a member of the Quantitative Analytics team, he collaborates directly with quantitative developers and commercial and risk analysts to design, implement and maintain underlying financial and physical models and business processes. The models, systems, and tools are of critical importance to Constellation’s commercial operation and success. The Senior Quantitative Analyst provides leadership, training, and mentorship to less experienced members of the team and organization as a whole.
PRIMARY DUTIES AND ACCOUNTABILITIES
Develop, maintain, and extend Constellation’s underlying financial and physical pricing, valuation, and risk management models.
Conduct research and produce prototypes and proof-of-concept demonstration systems to test new approaches and solutions to complex problems
Translate quantitative and business concepts into efficient, robust, supportable system design and architecture.
Write, Test, and Deploy code supporting mission-critical commercial systems.
Provide tactical/real time support for risk/valuation systems and interfaces.
Collaborate with quantitative analysts, Risk, Front and Back office functions, and IT leadership to prioritize and execute on strategic projects.
Masters’ degree in computer science, engineering, mathematics, or a hard science and a minimum of 3 to 5 years of experience
PhD or equivalent in computer science, engineering, mathematics, or a hard science
Thorough understanding of applied and financial mathematics concepts and techniques
Energy industry experience
Ability to use a broad range of development tools supporting multiple platforms (Windows, Solaris, Linux), languages (C/C , Python, Matlab, C#, more), and databases (Oracle, Proprietary, SQL Server).
Prior experience in quantitative or financial analytics role
Ability to quickly master industry fundamental concepts including energy commodity markets, option valuation, position management and hedging.
Should be self-driven and able to work in (and lead) team sizes ranging from individual contribution to several members.
Strong organization and communication skills are required.
Proficiency with Microsoft Office applications.
· Reports to the Manager, Quantitative Analytics Team
· Works under minimal supervision, relying on knowledge, skills and judgment acquired through education and relevant experience to plan and accomplish assigned tasks and goals
Organization: Generation Constellation - Wholesale
Title: Senior Quantitative Analyst
Requisition ID: 212176