Prin Quantitative Analyst
Location:
Baltimore , Maryland
Posted:
November 19, 2017
Reference:
203570

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 150 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 Principal Quantitative Analyst works to design, develop and support Constellations 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 Constellations commercial operation and success. ; The Principal Quantitative Analyst provides leadership, training, and mentorship to less experienced members of the team and organization as a whole.

PRIMARY DUTIES AND ACCOUNTABILITIES

1 Develop, maintain, and extend Constellations underlying financial and physical pricing, valuation, and risk management models.

2 Conduct research and produce prototypes and proof-of-concept demonstration systems to test new approaches and solutions to complex problems

3 Translate quantitative and business concepts into efficient, robust, supportable system design and architecture.

4 Write, Test, and Deploy code supporting mission-critical commercial systems.

5 Provide tactical/real time support for risk/valuation systems and interfaces.

6 Collaborate with quantitative analysts, Risk, Front and Back office functions, and IT leadership to prioritize and execute on strategic projects.


POSITION SPECIFICATIONS

Minimum:

Masters degree in computer science, engineering, mathematics, or a hard science and a minimum of 5 to 8 years of experience

Thorough understanding of applied and financial mathematics concepts and techniques

Ability to use a broad range of development tools supporting multiple platforms (Windows, Solaris, Linux), languages (C/C++, Python, Perl, Matlab, C#, more), and databases (Oracle, Proprietary, SQL Server).

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.

Preferred:

PhD or equivalent in computer science, engineering, mathematics, or a hard science

Energy industry experience

Prior experience in quantitative or financial analytics role

Qualifications



 

 



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

EEO is the Law Poster


A little about us:

Exelon ​​believes in hiring men and women who've served in the military: they exemplify the leadership, teamwork, integrity, and commitment to excellence we need. Exelon attends military recruiting fairs with members of E-MAC (Exelon - Militaries Actively Connected), our employee resource group that supports veteran employees. We advertise in military publications, and partner with Transition Assistance Program (TAP) offices.

To learn more about where your skills in the military can be applied at Exelon, visit our military careers site.

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