The Quantitative Analyst for the Utility of the Future will design and develop proprietary simulation models to support portfolio valuation, pricing, risk management, and overall strategic planning for innovative utility platform initiatives. As a member of the Advanced Analytics team, the successful candidate will collaborate directly with economists, financial engineers, risk analysts, and policy experts. He or she will apply quantitative techniques to measure and analyze model risks and form opinions on the strengths and limitations of the respective models. A solid understanding of traditional financial valuation and modeling techniques along with a strong foundation in programing, statistical methods, and data analysis is essential.
Primary Duties
PRIMARY DUTIES AND ACCOUNTABILITIES
- Leverage in-depth technical knowledge of predictive analytics, statistics, modelling techniques and simulation approaches to develop valuation, risk management, and pricing models. (50%)
- Conduct research and produce proof-of-concept demonstration systems to test new quantitative modeling approaches and solutions to complex problems (25%)
- Translate quantitative and business concepts into efficient, robust, supportable system design and architecture. (15%)
- Partner with stakeholder analytics teams across ComEd and the Enterprise to expand the use and gather feedback on the models and systems (10%)
Job Scope
JOB SCOPE
- Reports to the Director Advanced Analysis
- This is an individual contributor position that woks under general supervision, relying on knowledge, skills and judgment acquired through education and relevant experience to plan and accomplish assigned tasks and goals
Baltimore Gas and Electric Company (BGE)
Maryland United States
www.bge.com
