Gas & Power Quant - Valuation & Structuring

Exxon Mobil Corporation; Spring, Northern (TX, KY); Hybrid; USD 150,000 - 210,000; Full time

Benefits offered by this job

Pension Plan

Savings Plan

Workplace Flexibility

Medical, dental, and vision plans

Wellness programs

Job summary

ExxonMobil is seeking a high-caliber Quant Analyst for Valuation and Structuring in its Front Office Gas & Power team based in Spring, TX. You will model, price, and value embedded options across gas storage, swing contracts, and cross-commodity structures, supporting traders and originators with rigorous analytics.

The role requires strong quantitative background (MSc/PhD preferred), advanced Python, and experience in option pricing and curve modelling.

Qualifications

• Strong quantitative background with Front Office Gas & Power valuation/structuring or optimization experience.
• Expertise in storage modelling and swing option valuation for gas assets.
• Experience pricing options and modelling curves/volatility.

Responsibilities

• Provide fair valuation and independent risk assessment for gas storage and power assets.
• Support structure design including strike/index formulas and exposure mapping.
• Build templates to model storage optimization, swing flexibility, and capacity arbitrage.
• Contribute to large cross-asset projects and cross-border capacity optimization.
• Advise on hedging strategies across gas hubs and power markets.
• Collaborate with modelling teams to deploy robust FO tools.

Skills

Front Office Gas & Power valuation

Storage modelling

Swing option valuation

Pipeline/transport optionality

Power asset/dispatch optionality

Option pricing

Curve/vol modelling

Python for pricing tools

Clear communication to traders

Calibration of illiquid parameters

Education

MSc/PhD in a quantitative field

Tools

Python

Job description

ExxonMobil is seeking a high-caliber Quant Analyst for Valuation and Structuring in its Front Office Gas & Power team based in Spring, TX. You will model, price, and value embedded options across gas storage, swing contracts, and cross-commodity structures, supporting traders and originators with rigorous analytics.

The role requires strong quantitative background (MSc/PhD preferred), advanced Python, and experience in option pricing and curve modelling.