Gas & Power Valuation & Structuring Quant

Exxon Mobil; Greater London; Vor Ort; GBP 120.000 - 180.000; Vollzeit

Zusammenfassung

ExxonMobil is seeking a Valuation and Structuring Quantitative Analyst for its London office. You will join a high-performance Front Office quant team supporting Gas and Power trading, asset optimization and structured transactions.

You will provide transparent, independent valuation and identify pricing for embedded optionality across storages, swing contracts, and cross-commodity strategies. You will collaborate with traders, originators and senior stakeholders, building models, developing

Qualifikationen

• Strong quantitative background (MSc/PhD preferred) with Front Office Gas & Power valuation/structuring or optimisation experience.
• Expertise in storage modelling, swing option valuation, pipeline/transport optionality, and power asset/dispatch optionality, alongside strong option pricing and curve/vol modelling skills.
• Advanced Python for pricing tools, optimisation routines and scalable analytics.
• Ability to communicate complex optimisation and valuation logic clearly to traders and commercial teams.
• Experience calibrating illiquid parameters and running back tests for storage/swing/power optionality frameworks.

Aufgaben

• Provide fair valuation and independent risk assessment for gas storage, swing options, pipeline capacity rights, load following structures and power asset linked deals, quantifying operational, volume, flexibility and market optionality.
• Support traders and originators with structure design, including exercise rules, dispatch/flow logic, strike/index formulas, exposure mapping, sensitivities and commercial explanation of optionality value drivers.
• Build valuation templates and analytics tools capable of modelling storage injection/withdrawal optimization, swing flexibility, dispatch optionality and capacity arbitrage, using stochastic, scenario based and optimisation techniques.
• Contribute optionality and valuation insight to large global corporate projects, such as long term gas supply frameworks, optimization of cross border capacity, and power asset commercialisation initiatives.
• Advise on hedging strategies for complex exposures across gas hubs (NBP, TTF, Henry Hub), power markets, capacity rights and cross commodity structures, identifying hedgeable and residual components.
• Conduct back testing, assumption validation and parameter research, including calibration of illiquid curves, volatility structures, correlation frameworks and dispatch driven price dynamics.
• Collaborate with quant modelling/technology/data teams to ensure robust model deployment, integration into FO tools, and support for asset optimisation workflows.

Kenntnisse

Quantitative background

Front Office Gas & Power valuation

Python for pricing

Storage modelling

Swing option valuation

Back testing

Communication with traders

Curve/vol modelling

Ausbildung

MSc/PhD in a quantitative field

Tools

Python

Jobbeschreibung

ExxonMobil is seeking a Valuation and Structuring Quantitative Analyst for its London office. You will join a high-performance Front Office quant team supporting Gas and Power trading, asset optimization and structured transactions.

You will provide transparent, independent valuation and identify pricing for embedded optionality across storages, swing contracts, and cross-commodity strategies. You will collaborate with traders, originators and senior stakeholders, building models, developing