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Quantitative AnalystQuantitative AnalystFalseFalse213985https://exeloncorp.taleo.net/careersection/exelon_external/jobdetail.ftl?job=213985, https://exeloncorp.taleo.net/careersection/exelon_external/jobdetail.ftl?job=213985<p class="MsoNormal" style="MARGIN:0in 0in 10pt;"><font size="2">The Commercial Analytics organization provides a wide range of analytical support and services to the commercial organization, its embedded functions, and our corporate customers. The Structuring team develop and use custom, in-house models to value complex, structured transactions. In addition to providing valuations for new deals, the Structuring team also offers detailed analytics, risk assessment, and hedging advice for the entire Constellation portfolio. </font><br><p class="MsoNormal" style="MARGIN:0in 0in 10pt;"><font size="2">The Quantitative Analyst applies theoretical and mathematical valuation techniques to real-world deals and situations. The Analyst should be well-versed in concepts related to options, simulation modeling, and risk assessment. <span style="">  </span>The candidate must also effectively communicate recommendations to a wide variety of audiences, including senior management. </font><br><p style="MARGIN-BOTTOM:0px;MARGIN-TOP:0px;"><font size="2"> PRIMARY DUTIES AND ACCOUNTABILITIES<span style="">  </span></font></p><br><ul><br><li><font size="2"><span style=""></span></font><font face="Arial"><font size="2">Development of pricing models and analytical techniques for valuation of fuels transactions. Incorporate new models into our application ecosystem. </font></font></li><br><li><font face="Arial"><font size="2">Valuation and structuring of fuels transactions and interaction with traders, originators, and other support areas. </font></font></li><br><li><font face="Arial"><font size="2">Provide valuation support for the Corporate Support team in relation to M&A and other corporate commercial activities </font></font></li><br><li><font face="Arial"><font size="2">Work with the traders in the development of hedging strategy decisions that support the entire life cycle of a transaction. </font></font></li><br><li><font face="Arial"><font size="2">Work closely with Wholesale Trading, Portfolio Management, Risk and FP&A on budgeting, variance analysis, and portfolio risk. </li></ul><br><p style="MARGIN-BOTTOM:0px;MARGIN-TOP:0px;"> </p></font></font><br><p style="MARGIN-BOTTOM:0px;MARGIN-TOP:0px;"><font size="2">POSITION SPECIFICATIONS </font></p><br><ul><br><li><font face="Arial"><span style=""><font face=""arial", "sans-serif""><font size="2">Python- preferred</font></font></span></font></li><br><li><font face="Arial"><span style=""></span></font><font face="Arial"><span style=""><font face=""arial", "sans-serif""><font size="2">Experience with stochastic calculus concepts- preferred</font><span style=""><font size="2"> </font></span></font></span></font></li><br><li><font face="Arial"><span style=""><font face=""arial", "sans-serif""><span style=""></span></font></span></font><font face="Arial"><font size="2"><span style="LINE-HEIGHT:115%;"><font face=""arial", "sans-serif"">Self-starter looking to improve existing processes and models</font></span> </font></font></li><br><li><font face="Arial"><font size="2"><span style="LINE-HEIGHT:115%;"><font face=""arial", "sans-serif"">Bachelor�s or Master�s degree in Engineering, Math, Physics, Economics or a related field. </font></span></font></font></li><br><li><font face="Arial"><font size="2"><span style="LINE-HEIGHT:115%;"></span></font></font><font face="Arial"><font size="2"><span style="LINE-HEIGHT:115%;"><font face=""arial", "sans-serif"">2-5 years of experience in quantitative or financial valuation or computer science</font></span> </font></font></li><br><li><font face="Arial"><font size="2"><span style="LINE-HEIGHT:115%;"><font face=""arial", "sans-serif"">Be familiar with probability theory, Monte Carlo modeling, calculus, and numerical techniques</font></span> </font></font></li><br><li><font face="Arial"><font size="2"><span style="LINE-HEIGHT:115%;"><font face=""arial", "sans-serif"">Coding experience</font></span> </font></font></li><br><li><font face="Arial"><font size="2"><span style="LINE-HEIGHT:115%;"><font face=""arial", "sans-serif"">Excellent interpersonal and communication skills, including verbal and written</font></span></font></font></li></ul><br><p class="MsoNormal" style="MARGIN:0in 0in 10pt;"><span style=""><font face="Calibri">                </font></span></p><br><p style="MARGIN-BOTTOM:0px;MARGIN-TOP:0px;"> </p><br><p style="MARGIN-BOTTOM:0px;MARGIN-TOP:0px;"> </p>