[R] Quantitative Position with Constellation

[Tzamouranis,Yannis C]

Content listed in R-Help and R-Finance

We have a couple of openings in the Risk Management Group of
Constellation Commodities and specifically in the Deal Review Team which
examines, analyzes and models structured transactions.  Brief
description follows.  If interested, please email me at
yannis.tzamouranis at constellation.com with questions and a resume.

Regards,

Yannis Tzamouranis
---------------------------------
Summary of Responsibilities, Essential Duties & Expectations:
 The Quantitative Analyst/Associate, Risk Management is responsible for:


*	Work within the Structured Deal analysis group to understand,
value and place risk metrics around new deals of some complexity, size
and risk; examine how they have been modeled by origination, how they
will be booked into the trading systems and how they are modified over
time.
*	Help in the valuation of financial and physical trading
instruments and derivatives.
*	Independently create models (usually Monte Carlos) to value
deals and confirm risk models created by the front office or Strategists
*	Develop models in support of various other risk management
functions
*	Develop new risk metrics for management to better understand the
risk /return tradeoffs of complex deals.  
*	Study the impact of hedging strategies, stress tests, critical
exposures, risks interacting across various regions and commodities.

Qualifications (Experience, Competencies, Skills, Education):
Ph.D. (in hard sciences or engineering) or Masters degree required in
technical field, e.g., computational finance, mathematics, physics,
economics, statistics or engineering. Some experience in energy is a
plus.  A good subset of the following skills and experience (with the
capability to eventually learn and cover all the areas below) is
desired: 

*	Advanced knowledge of mathematics and statistics, especially the
mathematical framework underlying the valuation and risk management of
futures, options and other derivatives. 
*	A thorough working knowledge of options valuation as it relates
to energy markets, especially North American gas markets. 
*	Advanced modeling and support of system operation, risk
management, and valuation systems. 
*	A well developed understanding of the fundamentals of various
North American power or gas markets and instruments.
*	Good knowledge of R (or SPLUS) and Visual Basic are desired.
SAS, Matlab and C++ are welcomed as are other programming languages.
Extensive experience in Microsoft Excel is also a must.
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