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.  This position will also support Constellation growth initiatives such as CORE+ to scale up processes and platforms. 

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.

SALARY

Expected salary range of $117,000 to $130,000, varies based on experience, along with comprehensive benefits package that includes bonus and 401(k).

LOCATION

This role offers remote & hybrid flexibility. Our ideal candidate will live within commuting distance to one of our office locations and have the ability to participate in in-office meetings and collaboration, as needed - up to 2 days per week in-office anticipated. Office locations include Baltimore, MD; Chicago, IL; Kennett Square, PA; Houston, TX; Indianapolis, IN; De Pere, WI; Boston, MA; or Louisville, KY.

However, we are also open to this role being fully remote as well. Fully remote candidates must reside in the USA and be able to able to work EST or CST time. 

PRIMARY DUTIES AND ACCOUNTABILITIES

• Ensure daily execution, quality, and correctness of underlying physical and financial risk and valuation models, interpreting results and investigating issues as they arise. (30%)
• Maintain production system inputs, transaction modelling and content providing scheduled and ad-hoc analysis to business, analytic, and executive stakeholders as changes are implemented. (20%)
• Translate quantitative and business concepts into efficient, robust, supportable system and business process design. (20%)
• Collaborate with Commercial teams, Risk, front and back-office functions, and IT leadership to prioritize and execute on strategic growth projects (such as CORE+). (15%)
• 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. (10%)
• Provide tactical/real time support for risk/valuation systems and interfaces. (5%)

• Bachelor’s Degree in Finance, engineering, mathematics, business, or other applicable discipline and 3+ years of experience
• Understanding of applied financial concepts and techniques
• Intermediate proficiency with Excel, including, pivot tables, v-lookups, & if-then statements, & financial modeling formulas
• Ability to quickly master industry fundamental concepts including energy commodity markets, option valuation, position management and hedging.
• Should be self-driven and able to work in team sizes ranging from individual contribution to several members.
• Strong organization and communication skills are required.
• Proficiency with Microsoft Office applications.

Preferred:

• Energy industry experience
• Prior experience in quantitative or Financial Analyst, Business Analyst, or similar analytics role
• Experience translating data insights to actionable solutions for internal business partners & customers
• Understanding of scripting/programming concepts and experience with relevant languages such as Matlab, SQL, and Python
• Advanced knowledge of Excel, including VBA & macros creation, a plus
• Understanding of options theory and other portfolio management and hedging concepts and strategies
• Proficiency in analytical and/or data visualization tools such as MS Power BI, Tableau, or similar