Front Office Valuation & Structuring Quant, Gas & Power
Exxonmobil
A complete application in a minute
Tailored resume and cover letter, ready to send.
Benefits offered by this job
Job summary
ExxonMobil in the United Kingdom invites applications for a Senior Front Office Quant role within the Valuation & Structuring team. You will provide independent valuation and risk assessment across gas storage, swing options, and power assets, supporting traders and originators.
You\'ll design pricing templates, model storage injections, and perform calibration, scenario analysis and back testing, collaborating with modelling and technology teams to deploy robust models into FO tools and asset
Qualifications
- MSc/PhD preferred in quantitative fields such as maths, physics or engineering.
- Front Office Gas & Power valuation/structuring experience.
- Strong pricing and curve/vol modelling skills.
- Advanced Python for pricing tools and analytics.
- Ability to communicate complex valuation to traders.
Responsibilities
- Provide fair valuation and independent risk assessment for gas and power assets and related structures.
- Design and implement pricing templates and analytics tools.
- Support traders in structure design, flows, and risk explanations.
- Collaborate with modelling/tech teams to deploy robust models.
Skills
Education
Tools
Job description
ExxonMobil in the United Kingdom invites applications for a Senior Front Office Quant role within the Valuation & Structuring team. You will provide independent valuation and risk assessment across gas storage, swing options, and power assets, supporting traders and originators.
You\'ll design pricing templates, model storage injections, and perform calibration, scenario analysis and back testing, collaborating with modelling and technology teams to deploy robust models into FO tools and asset
'/%3e%3cpath%20d='M101.744%2012.4726L102.894%2016.1947L99.0021%2013.2201L101.744%2012.4726ZM105.3%208.40937H100.488L99.0026%203.59473L97.5116%208.41047L92.7%208.40385L96.5965%2011.3834L95.1055%2016.1942L99.0021%2013.2196L101.408%2011.3834L105.3%208.40992V8.40937Z'%20fill='white'/%3e%3cdefs%3e%3clinearGradient%20id='paint0_linear_5593_1381'%20x1='90'%20y1='9.44471'%20x2='99'%20y2='9.44471'%20gradientUnits='userSpaceOnUse'%3e%3cstop%20stop-color='%2300AD70'/%3e%3cstop%20offset='0.998594'%20stop-color='%2300B67A'/%3e%3cstop%20offset='1'%20stop-color='%23DCDCE6'/%3e%3c/linearGradient%3e%3c/defs%3e%3c/svg%3e){kind=small}
