Sr. (Lead) Quantitative Analyst I (II)
PJM Interconnection(1 month ago)
About this role
A Senior (Lead) Quantitative Analyst at PJM oversees models for credit calculations and trade surveillance, ensuring simulations capture market participant risk and identify gaps in market rules. The role leads an analytical team, maintains historical simulation models for FTR margining, and works with stakeholders to support rule changes that promote efficient markets.
Required Skills
- Simulation Modeling
- Risk Modeling
- Backtesting
- ETL
- SQL
- Matlab
- SAS
- Alteryx
- Dashboarding
- Quantitative Analysis
+2 more
Qualifications
- Bachelor's Degree in Engineering, Mathematics, or Economics
- Master's Degree (preferred)
- PhD (preferred)
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