Senior Quantitative Analyst — Energy Grid Modeling & AI

Transmission & Distribution World; Oak Brook (IL); Hybrid; USD 95,000 - 131,000; Full time

Benefits offered by this job

Salary range

Annual bonus

401(k) match

Medical insurance

Life Insurance

Paid time off

Employee assistance program

Job summary

Exelon is seeking a Sr Quantitative Analyst to design and develop proprietary simulation models for portfolio valuation, pricing, risk management, and strategic planning within its Advanced Analytics team in Illinois.

You will collaborate with economists, financial engineers, risk analysts, and policy experts, applying quantitative techniques to assess model risk and translate concepts into robust system design and architecture.

Qualifications

• Bachelor's degree in quantitative field.
• 4-7 years of relevant experience.
• Strong understanding of applied and financial mathematics concepts (incl. advanced statistics).
• Proficiency in C/C++, Python, Perl, Matlab and databases query languages.
• Knowledge of energy commodity markets, portfolio valuation and system dynamics.
• Able to work in and lead teams of varying sizes.

Responsibilities

• Develop valuation, risk management, and pricing models using analytics and simulation.
• Research and test new quantitative modeling approaches with proof-of-concept systems.
• Translate concepts into efficient, robust system design and architecture.
• Provide leadership and mentorship to junior analysts.
• Partner with IT to build data structures and a BI platform for reporting.
• Collaborate with analytics teams across ComEd and the Enterprise to gather feedback.

Skills

C/C++

Python

Matlab

Perl

Statistical methods

Education

Bachelor's degree in quantitative field

Tools

PLEXOS

S&P CapIQ

Wood Mackenzie

ComEd Exelon systems

Job description

Exelon is seeking a Sr Quantitative Analyst to design and develop proprietary simulation models for portfolio valuation, pricing, risk management, and strategic planning within its Advanced Analytics team in Illinois.

You will collaborate with economists, financial engineers, risk analysts, and policy experts, applying quantitative techniques to assess model risk and translate concepts into robust system design and architecture.