Sr Analyst, Market Risk job in BALTIMORE
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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!
PRIMARY PURPOSE OF POSITION
Responsible for supporting and contributing to management of market and volumetric risk for Power and other commodities prop trading activities
PRIMARY DUTIES AND ACCOUNTABILITIES
1. Analysis of VaR, position limits, stress tests, and scenario analysis related to the portfolios
2. Using quantitative methods to implement new risk frameworks and ad-hoc scenario analyses
3. Provide slides for the monthly Risk Management Committee meeting as well as other special/ad hoc analysis for various management meetings
4. Build and maintain an active dialogue with portfolio managers and traders to understand and quantify emergent market risks and hedge strategies for their respective portfolios
5. Keep abreast of market trends and drivers and industry events
6. Explain trends in MTM and EVaR disclosures on quarterly basis and address SOX/Internal Audit inquiries
7. On a daily basis review the reasonableness of trades by comparing daily activity to existing portfolio in areas with dual responsibility between prop trading and hedge
- Reports to the Director/VP,Trading Market Risk
- Coordinates closely with commercial, other key areas of Risk and Market Risk Managers
The preceding position description is intended to provide the general nature and level of work to be performed by employees within this classification. It is not intended to be a detailed description of the position or a comprehensive listing of all duties, responsibilities, and qualifications required of employees assigned to this position, nor is it intended to indicate the exact amounts of time an individual will perform various position duties.
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 EEO is the Law Poster http://www1.eeoc.gov/employers/poster.cfm>
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