LNG Valuation Quant for Front Office Trading

Exxon Mobil; Singapore; On-site; SGD 180,000 - 280,000; Full time

Benefits offered by this job

Restaurant d'entreprise

Indemnités de stage/alternance

Job summary

ExxonMobil in Singapore seeks a senior LNG valuation quant to own front office modelling and risk assessment, supporting LNG trading desks with transparent, actionable insights.

You will build models for LNG cargo optimization, pricing and optionality, calibrate illiquid curves, run back tests and collaborate with traders, originators and analytics teams to enable robust portfolio decisions across basins.

Qualifications

• Strong quantitative background with front office LNG, gas or commodities valuation/structuring or optimization experience.
• Expertise in LNG valuation, cargo optimization, shipping and destination optionality, alongside strong option pricing and curve/modelling skills.
• Advanced Python for pricing tools, optimization routines and scalable portfolio analytics.
• Ability to communicate complex valuation, logistics and optionality concepts clearly to traders and commercial teams.
• Experience calibrating illiquid parameters and running back tests for LNG and gas optionality frameworks.
• Understanding of global LNG markets, including Atlantic/Pacific basin dynamics, shipping constraints, regas infrastructure, contract structures and price formation across JKM, TTF and Henry Hub.
• Strong awareness of Asia Pacific LNG market dynamics, with Singapore as a key regional trading hub and exposure to cross basin arbitrage flows.
• High attention to detail, strong documentation discipline and a proactive improvement mindset.

Responsibilities

• Provide fair valuation and independent risk assessment for LNG transactions, including DES/FOB cargoes, storage and reload optionality, destination flexibility, shipping economics and structured LNG deals, quantifying logistical, contractual, volume and market optionality.
• Support traders and originators with structure design, including cargo optimization, destination/exercise rules, pricing indexation (JKM, TTF, Henry Hub, oil-linked), exposure mapping, sensitivities and commercial explanation of optionality value drivers.
• Build valuation templates and analytics tools capable of modelling LNG portfolios, including cargo scheduling, shipping optimization, regas capacity constraints and cross basin arbitrage, using probabilistic, scenario based and optimization techniques.
• Contribute optionality and valuation insight to large global corporate projects, such as long term LNG supply agreements, portfolio optimization across Atlantic and Pacific basins, and integration with downstream gas and power markets.
• Advise on hedging strategies for complex LNG exposures across global gas hubs (JKM, TTF, Henry Hub) and freight markets, identifying hedgeable and residual components driven by basis, logistics and timing optionality.
• Conduct back testing, assumption validation and parameter research, including calibration of illiquid LNG curves, volatility structures, freight dynamics and cross basin correlation frameworks.
• Collaborate with quant modelling, technology and data teams to ensure robust model deployment, integration into front office LNG trading tools, and support for portfolio optimization and cargo decision workflows.

Skills

Quantitative analysis

LNG valuation

Option pricing

Python

Portfolio analytics

Trader communication

Education

MSc/PhD preferred

Tools

Python

Job description

ExxonMobil in Singapore seeks a senior LNG valuation quant to own front office modelling and risk assessment, supporting LNG trading desks with transparent, actionable insights.

You will build models for LNG cargo optimization, pricing and optionality, calibrate illiquid curves, run back tests and collaborate with traders, originators and analytics teams to enable robust portfolio decisions across basins.