Senior Quantitative Risk Analytics Leader

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

Job summary

Constellation Energy Corp. in Maryland seeks a senior risk modeler to design and prototype risk metrics, and to build the risk modeling infrastructure and production risk reports and databases.

You will provide analytical support to Risk and Commercial teams, help establish control practices, and price risk for standard products. Collaborating with IT and business units, you will enhance reporting tools, expand risk capabilities, and contribute to market and credit risk initiatives.

Qualifications

• Bachelor's degree in economics, quantitative finance, mathematics, physics or equivalent quantitative disciplines.
• Advanced degree in economics, quantitative finance, mathematics, physics or equivalent quantitative disciplines can substitute for 2 years of experience.
• Fundamental understanding of derivative products valuations including forwards and futures, options, swaptions, and exotic options.
• Knowledge of probability theory, applied and financial math concepts and techniques.
• Proficiency with programming languages or analytical packages used in model development (Python, Matlab, C/C++, R, SAS, SQL).
• Self-motivated, able to work independently and collaboratively with stakeholders at all levels.
• Ability to perform under time pressure with accuracy and prioritize multiple tasks.

Responsibilities

• Proposing risk metrics and building risk modeling infrastructure.
• Provide quantitative analyses to Risk and Commercial functions.
• Validate production models and risk reporting outputs.
• Develop risk capital framework and pricing methodologies for standard products.
• Validate option pricing and volatility/correlation curves.
• Oversee production code change management and risk IT initiatives.
• Support strategic planning and SPA updates with risk insights.
• Communicate drivers of risk changes to commercial teams.

Skills

Python

Derivatives pricing

SQL

C/C++

R

SAS

Mathematical modeling

Education

Bachelor's degree in economics, quantitative finance, mathematics, physics or equivalent

Advanced degree in economics, quantitative finance, mathematics, physics or equivalent (can substitute for 2 years experience)

Tools

Python

Matlab

SQL

SAS

R

C/C++

Databricks

Job description

Constellation Energy Corp. in Maryland seeks a senior risk modeler to design and prototype risk metrics, and to build the risk modeling infrastructure and production risk reports and databases.

You will provide analytical support to Risk and Commercial teams, help establish control practices, and price risk for standard products. Collaborating with IT and business units, you will enhance reporting tools, expand risk capabilities, and contribute to market and credit risk initiatives.