Sr Analyst Investment Strategy

Chicago, Illinois
07 Oct 2016
23 Oct 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!

Employer: Exelon Business Services Company, LLC
Position: Senior Analyst, Investment Strategy
Locations: Chicago, IL

Duties: Draw on experience with financial quantitative modeling, statistical techniques, Bloomberg, Excel, defined Pension Benefit Obligation (PBO) liabilities valuation and Pertrac database to provide analytical support for all aspects of investment strategy across the various Exelon investment portfolios. Develop and recommend asset allocations for each portfolio. Study and monitor investment markets to determine the relationship between various types of investments and asset classes to assist in portfolio structuring. Support all aspects of the pension fund liability driven investment (LDI) program. Calculate the predicted hedge level & realized hedge level for the LDI portfolio. Perform stress testing on pension assets & liabilities to forecast the funded status under different economic variables. Provide analytical support for the Exelon hedge fund program including portfolio construction, investment sourcing, investment due diligence and ongoing monitoring. Provide analytical support for the Exelon private credit investment portfolio including portfolio construction, investment sourcing, investment due diligence and ongoing monitoring. Assist in special projects, special requests and prepare financial presentations as requested by senior investment team leadership and CIO.

This position is eligible for our employee referral program.

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.

VEVRAA Federal Contractor

Requirements: Master's degree in Finance, Economics, Business Administration or a related field plus three years of experience reflecting demonstrable ability in the skill set described above. Alternatively, the employer will accept a Bachelor's degree plus five years of progressive, post-bachelor's experience.