Sr. Quantitative Support Analyst
Location:
Candler Building, BALTIMORE 21202
Posted:
December 10, 2016
Position Type:
Full Time
Category:
Information Technology, Other
Reference:
201402

Description

PRIMARY PURPOSE OF POSITION:

 

The Senior Commercial Quantitative Support Analyst supports Constellation’s core trading and risk management systems and business processes which provide proprietary mechanisms for deal pricing, entry, and settlement; physical asset management; forecasting; portfolio valuation; and both daily and real-time risk reporting. As the front line support function for the Commercial Analytics organization he must have a broad understanding of the techniques used for asset valuation and forecasting and an ability to quickly understand commercial issues and concerns - analyzing and addressing where appropriate and escalating as necessary.  This analyst is the face of the Quantitative Analytics team, and collaborates directly with front and back office personnel, quantitative developers and commercial and risk analysts to design, implement and maintain reporting and business processes.  The proprietary models, systems, and tools are of critical importance to Constellation’s commercial operation and success, and the Commercial Quant support team ensures the broader organization has the information it needs to maximize the value of the company’s portfolio. The Senior Commercial Quant Support Analyst provides leadership, training, and mentorship to less experienced members of the team and organization as a whole.

 

PRIMARY DUTIES AND ACCOUNTABILITIES:

1. Ensure daily execution, quality, and correctness of underlying physical and financial risk and valuation models, interpreting results and investigating issues as they arise.

2. Maintain production system inputs, transaction modeling and content providing scheduled and ad-hoc analysis to business, analytic, and executive stakeholders as changes are implemented.

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

4. Utilize strong written and verbal communication to provide updates and analysis results to all stakeholders, including senior management, traders, portfolio managers, risk, mid and back office functions.

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.

 

Qualifications

POSITION SPECIFICATIONS:

 

Minimum:

 

  • Bachelor’s Degree in engineering, mathematics, business, or other applicable discipline and 3+ years of experience
  • Understanding of applied and financial mathematics concepts and techniques
  • 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.

 

Preferred:

 
  • Energy industry experience
  • Prior experience in quantitative or financial analytics role
  • Basic understanding of scripting/programming concepts and experience with relevant languages such as Matlab or Python

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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