Lead Quantitative Analyst - Energy Markets & Valuation

Exelon; Oak Brook (IL); On-site; USD 95,000 - 131,000; Full time

Benefits offered by this job

401(k) match

Medical, dental and vision insurance

Life and disability insurance

Paid time off

Job summary

Exelon is seeking a Senior Quantitative Analyst to design and develop proprietary simulation models for portfolio valuation, pricing, risk management, and strategic planning within the Advanced Analytics team. You will work with economists, financial engineers, risk analysts, and policy experts to apply quantitative techniques and assess model strengths and limitations.

The role requires a solid foundation in financial valuation, strong programming skills, and experience with energy markets.

Qualifications

• Bachelor's degree in quantitative field
• 4-7 years of relevant experience
• Thorough understanding of applied and financial mathematics concepts
• Ability to use a broad range of development languages (e.g. C/C++, Python, Perl, Matlab) and databases query languages
• Ability to master energy commodity markets, portfolio valuation, and system dynamics
• Self-driven and able to lead small to medium teams

Responsibilities

• Develop valuation, risk management, and pricing models using predictive analytics and simulations
• Research and prototype new quantitative modeling approaches
• Translate quantitative concepts into robust system design and architecture
• Provide leadership, training, and mentorship to analysts
• Collaborate with IT to build data structures and BI reporting platforms
• Coordinate with stakeholder analytics teams across ComEd and the Enterprise to broaden model usage

Skills

Quantitative analysis

Programming

Statistical techniques

Energy markets

Leadership

Education

Bachelor's degree in quantitative field

Tools

Excel

PLEXOS

S&P CapIQ

Wood Mackenzie

SQL

Matlab

Job description

Exelon is seeking a Senior Quantitative Analyst to design and develop proprietary simulation models for portfolio valuation, pricing, risk management, and strategic planning within the Advanced Analytics team. You will work with economists, financial engineers, risk analysts, and policy experts to apply quantitative techniques and assess model strengths and limitations.

The role requires a solid foundation in financial valuation, strong programming skills, and experience with energy markets.