Quantitative Analyst, Energy Markets & Risk (Philadelphia)

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

Benefits offered by this job

401(k) match

Medical, dental and vision insurance

Generous paid time off

Employee Assistance Program

Tuition reimbursement

Job summary

Exelon is seeking a Quantitative Analyst for the Utility of the Future to design proprietary simulation models for portfolio valuation, pricing, and risk management. You will collaborate with economists, financial engineers, risk analysts, and policy experts to analyze model risks and their limitations.

The role requires a solid foundation in traditional financial valuation, programming, statistics, and data analysis, with on-site work at our Philadelphia location.

Qualifications

• Bachelor's degree in quantitative field required.
• 2–4 years of relevant experience.
• Strong foundation in applied and financial mathematics concepts.
• Proficiency in development languages (C/C++, Python, Perl, Matlab) and databases query languages.

Responsibilities

• Develop valuation, risk management, and pricing models using predictive analytics and statistics.
• Build proof-of-concept systems to test new quantitative approaches.
• Translate quantitative concepts into robust system designs and architectures.
• Collaborate with analytics teams across the enterprise to gather feedback on models and systems.

Skills

Programming languages

Financial mathematics

Statistical methods

Predictive analytics

C/C++

Python

Perl

Matlab

Education

Bachelor's degree in quantitative field

Tools

Power BI

SQL

Python

Job description

Exelon is seeking a Quantitative Analyst for the Utility of the Future to design proprietary simulation models for portfolio valuation, pricing, and risk management. You will collaborate with economists, financial engineers, risk analysts, and policy experts to analyze model risks and their limitations.

The role requires a solid foundation in traditional financial valuation, programming, statistics, and data analysis, with on-site work at our Philadelphia location.