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.
PRIMARY DUTIES AND ACCOUNTABILITIES
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.
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
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
Organization: Generation Constellation - Wholesale
Title: Quantitative Developer
Requisition ID: 213985