Quantitative Analyst, Energy Markets & Risk Modeling

Exelon; Philadelphia (Philadelphia County); On-site; USD 75,000 - 103,000; Full time

Job summary

Exelon is seeking a Quantitative Analyst for the Utility of the Future to design and develop proprietary simulation models for portfolio valuation, pricing, risk management and strategic planning. You will collaborate with economists, financial engineers and policy experts to measure model risks and improve system design.

The role requires a strong foundation in statistics, programming and data analysis, plus experience with energy markets and modeling techniques.

Qualifications

• Bachelor's degree in quantitative field is required.
• 2 to 4 years of relevant experience.
• Strong understanding of applied and financial mathematics concepts.
• Proficiency in development languages and databases query languages.

Responsibilities

• Leverage predictive analytics and modelling techniques to develop valuation, risk management, and pricing models. (50%)
• Conduct research and build proof-of-concept systems for new quantitative methods. (25%)
• Translate models into robust system design and architecture. (15%)
• Collaborate with stakeholder analytics teams across the Enterprise to gather feedback. (10%)

Skills

Quantitative analysis

Financial math concepts

Statistical techniques

Team collaboration

Self-driven

Education

Bachelor's degree in quantitative field

Tools

Power BI

SQL

Python

C/C++

Matlab

Job description

Exelon is seeking a Quantitative Analyst for the Utility of the Future to design and develop proprietary simulation models for portfolio valuation, pricing, risk management and strategic planning. You will collaborate with economists, financial engineers and policy experts to measure model risks and improve system design.

The role requires a strong foundation in statistics, programming and data analysis, plus experience with energy markets and modeling techniques.