Senior Quantitative Analyst/Quantitative Analyst, Risk Analytics

Overview

Develop and maintain risk models, analytics, and pricing for energy portfolio risk management.

Key Responsibilities

• code management
• option pricing
• risk pricing
• quant analysis
• capital framework
• risk metrics

Tasks

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

Requirements

• bachelor's
• phd
• python
• derivatives
• quantitative
• communication

What You Bring

-Demonstrated ability to perform responsibilities under time pressure with a high degree of accuracy, to prioritize multiple tasks effectively, build consensus, and adapt to evolving business needs -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. -Some experience using programming languages or analytical packages commonly used in model development, such as Python, Matlab, C/C++, R, SAS, and SQL. -Demonstrated ability to perform responsibilities under time pressure with a high degree of accuracy, to prioritize multiple tasks effectively, build consensus, and adapt to evolving business needs. -Bachelor’s degree in economics, quantitative finance, mathematics, physics or equivalent quantitative disciplines. -Substantive experience using programming languages or analytical packages commonly used in model development, such as Python, Matlab, C/C++, R, SAS, and SQL. -Minimum 2 years related experience in quantitative or financial valuation role; Advanced degree in economics, quantitative finance, mathematics, physics or equivalent quantitative disciplines can be used in lieu of 2 years of experience. -Understanding of probability theory, applied and financial math concepts and techniques. -Fundamental understanding of derivative products valuations including forwards and futures contracts, options, swaptions, and exotic options -Minimum 5 years related experience in quantitative or financial valuation role; Advanced degree in economics, quantitative finance, mathematics, physics or equivalent quantitative disciplines can be used in lieu of 2 years of experience. -Prior experience in quantitative role in the finance/energy industry. -A motivated self-starter and creative thinker with the ability to work independently and collaboratively with colleagues at all levels of the organization. Driven to develop and maintain effective relationships with internal and external partners. -Excellent communication, presentation, and interpersonal skills with the ability to discuss technical subjects with a wide variety of audiences. -PhD preferred. -Understanding of derivative products valuations including forwards and futures contracts, options, swaptions, and exotic options.

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About Constellation

-Reclaimed independence in 2022 to focus on clean-energy goals. -Powers over 20 million U.S. homes and businesses with diverse energy sources. -Restarted Three Mile Island Unit 1 with Microsoft's 20-year energy agreement. -Provides retail energy services to ~2 million customers, including Fortune 100 companies.

Sector Specialisms