Senior Quantitative Developer

  • Company: Exelon
  • Location: Baltimore, Maryland
  • Posted: January 17, 2018
  • Reference ID: 208569

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 100 company. Establish yourself in a place where you can truly shine and create a brighter, more sustainable tomorrow. Energize your career at Exelon!

The Senior Quantitative Developer 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.  As a member of the Quantitative Analytics team, he collaborates directly with quantitative and risk analysts to implement and maintain underlying models, nightly processes and reports, external APIs and user interfaces and tools.  The systems, tools and models are of critical importance to Constellation’s commercial operation and success.  The Senior Quantitative Developer provides leadership, training, and mentorship to less experienced members of the team and organization as a whole.

 

PRIMARY DUTIES AND ACCOUNTABILITIES

  • Write, Test, and Deploy code supporting mission-critical commercial systems.      
  • Translate quantitative and business concepts into efficient, robust, supportable system design and architecture.
  • Conduct research and produce prototypes and proof-of-concept demonstration systems to test new approaches and solutions to complex problems.
  • 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.

POSITION SPECIFICATIONS

  • 4-year degree in computer science, engineering, mathematics, or a hard science and a minimum of 3 to 5 years of experience
  • Thorough understanding of advanced programming concepts, data structures, and algorithms
  • 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 team sizes ranging from individual contribution to several members.
  • Strong organization and communication skills are required.
  • Proficiency with Microsoft Office applications.
  • Master’s degree or equivalent in computer science, engineering, mathematics, or a hard science
  • Understanding of financial concepts, financial markets, energy commodities markets, hedging and/or position management

Qualifications

- Reports to the Lead Quantitative Developer, 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


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

Share this Job