#REQ-2026-4119
dentify simulation model enhancements.**
Provide quantitative analytical support to backtest simulation models.
Maintain a working historical simulation model that will calculate margin requirement for FTR products.
Conduct ad hoc analysis pertaining to margining of FTR products.
Develop tools to analyze historical simulation model results.
Develop risk controls and reporting to management.
Interface with stakeholders, management, peers and others and provide expertise in the area of risk modeling.
Analyze PJM's governing documents and design new PJM market rules and make changes to existing rules.
Develop dashboard reporting and extract, transform, load (ETL) procedures.
Interact regularly with leadership and cross functional teams to understand strategic changes.
Demonstrated ability to work independently and to train, guide or assist others to perform complex assignments.
Demonstrate the behaviors and competencies that create a risk management mindset in the organization.
Technical Skills: SQL, Matlab, SAS, Alteryx, Statistical & Analysis Software.
Characteristics and Qualifications:
Required:
Bachelor's degree in Engineering, Mathematics, Economics or equivalent work experience
Ability to produce high-quality work products with attention to detail
Experience in quantitative and qualitative analysis
Ability to use mathematical and electrical theory
Ability to troubleshoot and provide technical support
Preferred: