Front Office Gas & Power Valuation Quant

ExxonMobil; Greater London; On-site; GBP 90,000 - 130,000; Full time

Benefits offered by this job

Competitive salary

Resettlement allowance

Defined Benefit Pension

Share incentive plan

Private healthcare

Job summary

ExxonMobil is seeking a highly quantitative professional to join the Front Office Valuation and Structuring team in the UK. You will model and price gas storage, swing options, and capacity rights, delivering independent valuation and risk assessment for cross-commodity structures.

You will collaborate with traders and origination teams, develop pricing templates, and support corporate projects with rigorous valuation and market analysis using Python-based tools.

Qualifications

• Strong quantitative background with Front Office gas and power valuation/structuring experience.
• Expertise in storage modelling and swing options, with option pricing and curve/vol modelling skills.
• Advanced Python for pricing tools and analytics.

Responsibilities

• Provide fair valuation and independent risk assessment for gas storage, swing options, pipeline capacity and power asset deals.
• Support structure design with rules, dispatch logic, exposure mapping and sensitivity analysis.
• Build valuation templates and tools for storage injection/withdrawal optimisation and capacity arbitrage.

Skills

Front Office Gas & Power valuation/str

Storage modelling

Swing option valuation

Option pricing

Python programming

Education

MSc/PhD in a quantitative field

Tools

Python

Job description

ExxonMobil is seeking a highly quantitative professional to join the Front Office Valuation and Structuring team in the UK. You will model and price gas storage, swing options, and capacity rights, delivering independent valuation and risk assessment for cross-commodity structures.

You will collaborate with traders and origination teams, develop pricing templates, and support corporate projects with rigorous valuation and market analysis using Python-based tools.