Note: The job is a remote job and is open to candidates in USA. Constellation is a clean energy producer focused on meeting the country's energy needs through a diverse portfolio of power generation assets. The Senior Quantitative Analyst will develop risk models and infrastructure, design risk metrics, oversee risk reporting systems, provide quantitative analysis to Risk and Commercial functions, and manage risk pricing methodologies and related IT initiatives.
Responsibilities
• Proposing risk metrics and building risk modeling infrastructure
• Provide quantitative analyses to Risk and Commercial functions
• Validate production models
• Develop risk capital framework
• Validate option pricing and volatility/correlation curves
• Oversee the production code change management
• Support Strat Plan/SPA update
• Provide risk pricing of standard products and structured deals
Skills
• Bachelor's degree in economics, quantitative finance, mathematics, physics or equivalent quantitative disciplines
• 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
• Fundamental understanding of derivative products valuations including forwards and futures contracts, options, swaptions, and exotic options
• Understanding of probability theory, applied and financial math concepts and techniques
• Substantive experience using programming languages or analytical packages commonly used in model development, such as Python, Matlab, C/C++, R, SAS, and SQL
• 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
• 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
• Databricks experience
• PhD preferred
• Prior experience in quantitative role in the finance/energy industry
• Excellent communication, presentation, and interpersonal skills with the ability to discuss technical subjects with a wide variety of audiences
Benefits
• Eligible employees are offered a bonus program
• 401(k) with company match
• Employee stock purchase program
• Comprehensive medical, dental and vision benefits
• Robust wellbeing programs
• Disability and life insurance benefits
• Paid time off for vacation, holidays, and sick days
Company Overview
• Constellation Energy Corporation (Nasdaq: CEG), a Fortune 200 company headquartered in Baltimore, is the nation’s largest producer of reliable, emissions-free energy and a leading energy supplier to businesses, homes and public sector customers nationwide, including three-fourths of Fortune 100 companies. It was founded in 1999, and is headquartered in Baltimore, Maryland, USA, with a workforce of 10001+ employees. Its website is https://www.constellationenergy.com/.