Senior Quantitative Analyst: Energy Grid Modeling

Exelon Corporation; Northern (KY); Hybrid; 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

Employee Assistance Program

Tuition reimbursement and wellness

Job summary

Exelon Corporation is seeking a Sr 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 collaborate with economists, financial engineers, risk analysts, and policy experts, applying quantitative techniques to measure model risks and improve decision making for utility platform initiatives.

Qualifications

• Bachelor's degree in quantitative field required.
• 4–7 years of relevant experience.
• Strong foundation in applied and financial mathematics.
• Proficiency in programming languages and databases.
• Experience with energy commodity markets and portfolio valuation.

Responsibilities

• Develop valuation, risk management, and pricing models.
• Build proof-of-concept demonstration systems for new models.
• Translate concepts into robust system design and architecture.
• Provide leadership and mentorship to junior analysts.
• Collaborate with IT and analytics teams to enhance data platforms.
• Engage with stakeholders across the organization to refine models.

Skills

C/C++

Python

Matlab

Perl

SQL

Education

Bachelor's degree in quantitative field

Tools

PLEXOS

CapIQ

Wood Mackenzie

CC&B

PJM data sources

Job description

Exelon Corporation is seeking a Sr 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 collaborate with economists, financial engineers, risk analysts, and policy experts, applying quantitative techniques to measure model risks and improve decision making for utility platform initiatives.