Senior Energy Risk Quant Analyst – Modeling & Analytics

Constellation; Baltimore (MD); On-site; USD 124,000 - 138,000; Full time

Job summary

Constellation is seeking an experienced risk modeling professional in Baltimore to design and build our risk modeling infrastructure. You will develop and validate models, provide quantitative analyses to risk and commercial teams, and help shape hedging and pricing strategies in a fast-paced energy environment.

The role requires strong programming, math, and finance skills, with responsibility for pricing, risk reporting, and capital framework development.

Qualifications

• Bachelor’s degree in economics, quantitative finance, mathematics, physics or equivalent quantitative disciplines.
• Minimum 5 years related experience in quantitative or financial valuation role; advanced degree can substitute for 2 years.
• Fundamental understanding of derivative products valuations including forwards and futures, options, swaptions, and exotic options.
• Understanding of probability theory, applied and financial math concepts and techniques.
• Substantive experience using programming languages or analytical packages such as Python, Matlab, C/C++, R, SAS, and SQL.
• Self-starter with ability to work independently and collaborate across levels.
• Ability to perform under time pressure with high accuracy, prioritize tasks, build consensus, and adapt to changing needs.

Responsibilities

• Proposing risk metrics and building risk modeling infrastructure.
• Provide quantitative analyses to Risk and Commercial functions.
• Validate production models.
• Develop risk capital framework.
• Validate option pricing and volatility/correlation curves.
• Oversee the production code change management.
• Support Strat Plan/SPA update.
• Provide risk pricing of standard products and structured deals.

Skills

Python

MATLAB

C/C++

R

SAS

SQL

Financial modeling

Derivative pricing

Education

Bachelor's degree in quantitative field

Job description

Constellation is seeking an experienced risk modeling professional in Baltimore to design and build our risk modeling infrastructure. You will develop and validate models, provide quantitative analyses to risk and commercial teams, and help shape hedging and pricing strategies in a fast-paced energy environment.

The role requires strong programming, math, and finance skills, with responsibility for pricing, risk reporting, and capital framework development.