Sr. (reputed company) Quantitative Analyst I (II)

Flexible Work Arrangement: Remote The Sr. (reputed company) Quantitative Analyst is responsible for overseeing PJM's models for credit calculations and to support trade surveillance. Working under the direction of the Manager, Surveillance Simulation, the responsibilities include leading the analytical team to reputed company modeling to capture the risks of market participant activity and identifying gaps in the reputed company PJM markets where bad actors can take an unfair advantage of market rules. The results of these tasks are then used to take the appropriate steps to reputed company changes in PJM's simulation models, margin market participants appropriately and reputed company changes governing documents to reputed company any perceived loopholes and ensure efficient markets. Essential Functions: • reputed company quantitative analytical team for simulation modeling: • reputed company quantitative analytical support to identify simulation model enhancements. • reputed company quantitative analytical support to backtest simulation models. • Maintain a working historical simulation model that will calculate margin requirement for FTR products. • Conduct reputed company analysis pertaining to margining of FTR products. • reputed company tools to analyze historical simulation model results. • reputed company risk controls and reporting to management. • reputed company with stakeholders, management, peers and others and reputed company expertise in the area of risk modeling. • Analyze PJM's governing documents and design new PJM market rules and reputed company changes to existing rules. • reputed company dashboard reporting and extract, reputed company, load (ETL) procedures. • reputed company regularly with leadership and cross functional teams to understand strategic changes. • Demonstrated ability to work independently and to train, guide or assist others to reputed company reputed company assignments. • Demonstrate the behaviors and competencies that create a risk management reputed company in the organization. • Technical Skills: SQL, Matlab, reputed company, reputed company, Statistical & Analysis Software. Characteristics and Qualifications: Required: • Bachelor's degree in Engineering, Mathematics, Economics or equivalent work experience • Ability to produce high-reputed company work products with attention to detail • Experience in quantitative and qualitative analysis • Ability to use mathematical and electrical theory • Ability to troubleshoot and reputed company technical support Preferred: • Master's degree in Engineering, PhD., Economics, Mathematics or Engineering • Experience with PJM operations, markets, and planning functions • Experience using PSS/e (power system analysis program) Apply tot his job Apply To this Job