Quant ERM Manager

Illinois, Illinois
09 Sep 2016
16 Dec 2016
Oil and Gas
Contract Type
Full Time

At Exelon, we've got a place for you!

Join the nation's leading competitive energy provider, with one of the largest electricity generation portfolios and retail customer bases in the country. You will be part of a family of companies that strives for the highest standards of power generation, competitive energy sales, and energy delivery. Our team of outstanding professionals is focused on performance, thought leadership, innovation, and the power of ideas that come from a diverse and inclusive workforce.

Exelon will provide you the tools and resources you need to design, build and enhance a successful career. We are also dedicated to motivating the success of our employees through competitive base salary, incentives, and health and retirement benefits.

Join Exelon and share your passion at a forward-thinking Fortune 150 company. Establish yourself in a place where you can truly shine and create a brighter, more sustainable tomorrow. Energize your career at Exelon!


The Principal Quant Analyst will be responsible for supporting Corporate departments in all aspects of enterprise risk management. The Principal Quant will need to understand different sources of risks across the enterprise, be able to properly quantify the risks and provide valuable insights to support key decision makings. Other responsibilities include:

- Lead efforts to quantify the companys strategic and tactical risk frameworks

- Develop tools and processes that identify, quantify and prioritize risks to enable Senior Management to act against defined risk appetite statements

- Analyze risks and their linkages across the enterprise and develop solutions to model and communicate to Senior Management of the incremental portfolio impacts

- Collabrate with and provide analytical support to other Risk and Corporate functions

- Help to gather quarterly Enterprise Risk Dashboard report that is presented to the CEO and Senior Management and the Finance and Risk Sub - Committee of the Board


- Develop the Economic/Risk Capital framework and mailto: Earnings@Risk model

- Apply Economic/Risk Capital to RAROC calculation, risk capital allocation, strategic plan prioritization diversification analysis as well as risk appetite quantification.

- Conduct strategic deal review and provide necessary commercial deal review support to Risk Analytics

- Provide quantitative analyses to Risk and Corporate functions such as interest rate hedges, business hurdle rate analysis, capital investments review, etc

- Support the development of risk limit and tolerance framework with corporate functions (e. g. Treasury, Investments, Financial Planning and Analysis, Project Evaluation)

- Help develop functional specific standards, practices, metrics and KPIs

- Maintain relevant risk polices and ensure compliance with coporate risk appetite limits and structures



- Strong quantitative skills with advanced degree in quantitative finance, economics, mathematics, physics, engineering or equivalent quantitative disciplines.

-8 years related experiences in strategy, deal structuring, pricing or risk management at a major energy company or financial instituation.

- Demonstrated ability to perform responsibilities under time pressure with a high degree of accuracy

- Substantial experience using programming languages or packages commonly used in model development, such as C/C , Matlab, R, SAS and SQL.

- Strong veral and written communication skills

- Experience in managing high profile projects

- Ability to interact with senior key-decision makers across the the Enterprise such as the CEO, CFO, COO, CRO in understanding and balancing risks and returns more effectively in key decisions and processes


- Demonstrated strong leadership skills in promoting cross-functional collaborations and critical thinking

- Superior communication and presentation skills with ability to communicate technical subjects to a wide range of audiences

- Enterprise Risk Management experience

- Reports to the Manager, Strategic Risk Analytics within the Enterprise Risk Management organization

- Manages the Corporations risk profile, provides valuable insights to ensure the Corporations financial viability

- Develop and maintain quantitative risk models and infrastructures to support key decision making

- Coordinates closely with Risk, Corporate and Commercial functions

Exelon 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.

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