Gas & Power Front Office Quant - Valuation & Structuring

Exxon Mobil Corporation; Greater London; Híbrido; GBP 120.000 - 160.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Share incentive plan

Private healthcare for employees

Descripción de la vacante

ExxonMobil is seeking a Valuation and Structuring Quantitative Analyst to join the Gas and Power Front Office team in London. You will provide transparent valuation for gas storage, swing options, and capacity deals, and support trading, originations, and senior stakeholders with pricing insights.

The role emphasizes modelling, calibration of illiquid curves, and deployment of robust valuation tools in collaboration with technology teams. Strong academics and Python proficiency are required.

Formación

• Front Office Gas & Power valuation experience.

Responsabilidades

• Provide fair valuation and independent risk assessment for gas storage and power assets.
• Design structures, including exercise rules and exposure mapping.
• Build valuation templates for storage and swing options.
• Support cross-commodity strategies and capacity arbitrage.
• Collaborate with quant modelling and data teams for deployment.
• Back-test assumptions and calibrate models.

Conocimientos

Quantitative

Gas & Power valuation

Storage modelling

Swing option valuation

Python pricing

Backtesting

Calibration

Cross-commodity

Communication

Educación

MSc/PhD preferred

Herramientas

Python

Excel

Descripción del empleo

ExxonMobil is seeking a Valuation and Structuring Quantitative Analyst to join the Gas and Power Front Office team in London. You will provide transparent valuation for gas storage, swing options, and capacity deals, and support trading, originations, and senior stakeholders with pricing insights.

The role emphasizes modelling, calibration of illiquid curves, and deployment of robust valuation tools in collaboration with technology teams. Strong academics and Python proficiency are required.