Senior Quantitative Analyst

Who We Are

As the nation's largest producer of clean, carbon-free energy, Constellation is focused on our purpose : accelerating the transition to a carbon-free future. We have been the leader in clean energy production for more than a decade, and we are cultivating a workplace where our employees can grow, thrive, and contribute.

Our culture and employee experience make it clear : We are powered by passion and purpose. Together, we're creating healthier communities and a cleaner planet, and our people are the driving force behind our success. At Constellation, you can build a fulfilling career with opportunities to learn, grow and make an impact. By doing our best work and meeting new challenges, we can accomplish great things and help fight climate change. Join us to lead the clean energy future.

Total Rewards

Constellation offers a wide range of benefits and rewards to help our employees thrive professionally and personally. We provide competitive compensation and benefits that support both employees and their families, helping them prepare for the future. In addition to highly competitive salaries, we offer a bonus program, 401(k) with company match, employee stock purchase program; comprehensive medical, dental and vision benefits, including a robust wellness program; paid time off for vacation, holidays, and sick days; and much more.

Expected salary range of $121,500 to $135,000, varies based on experience, along with comprehensive benefits package that includes bonus and 401(k).

Primary Purpose of Position

The Senior Quantitative Analyst supports Constellation's core trading and risk management systems and business processes which provide proprietary mechanisms for deal modeling, pricing, entry, and settlement; physical asset management; forecasting; portfolio valuation and position reporting; and both daily and real-time risk reporting. As the front-line support function for the Commercial organization, the candidate must have a broad understanding of the techniques used for asset valuation and forecasting and an ability to quickly understand commercial issues and concerns - analyzing and addressing where appropriate and escalating as necessary. The candidate is the face of the Portfolio Management team and collaborates directly with front and back-office personnel, quantitative developers and commercial and risk analysts to design, implement and maintain reporting and business processes. The proprietary models, systems, and tools are of critical importance to Constellation's commercial operation and success, and the Portfolio Valuation and Reporting team ensures the broader organization has the information it needs to maximize the value of the company's portfolio. The Senior Quantitative Analyst provides leadership, training, and mentorship to less experienced members of the team and the organization.

Primary Duties and Accountabilities

Ensure daily execution, quality, and correctness of physical and financial risk and valuation models, interpreting results and investigating issues as they arise.

Understand and maintain production modeling system and provide regular and ad-hoc analysis of portfolio valuation and risk management to business, finance, and executive stakeholders.

Provide tactical / real time support for risk / valuation systems and interfaces.

Collaborate with Commercial teams, Risk, front and back-office functions, and IT leadership to prioritize and execute on new business, operational excellence and strategic growth projects.

Utilize strong written and verbal communication to provide updates and analysis results to all stakeholders, including senior management, traders, portfolio managers, risk, mid and back-office functions.

Minimum Qualifications

Bachelor's degree in Finance, Engineering, mathematics, business, or other applicable discipline and 3-years of experience

Demonstrated ability to rapidly grasp key industry concepts such as energy commodity markets, option valuation, position management, and hedging

Demonstrated strong understanding of financial concepts and financial analysis

Demonstrated ability to work both independently and as part of cross-functional teams ranging from individual contributors to multi-member groups

Proficiency with Microsoft Office Suite applications

Experience with scripting languages

Demonstrated strong communication and organization skills

Preferred Qualifications

Master's Degree or MBA

Energy industry experience

Foundational understanding of options theory along with portfolio management and hedging concepts and strategies

2-years quantitative or financial valuation role experience

Experience with data visualization and scripting tools including Power BI, SQL, Python, and Matlab

Constellation is proud to be an equal opportunity employer and employees or applicants will receive consideration for employment without regard to : age, color, disability, gender, national origin, race, religion, sexual orientation, gender identity, protected veteran status, or any other classification protected by federal, state, or local law.