Valuation and Structuring Quant Analyst, Gas and Power

Exxon Mobil; Spring (TX); On-site; USD 150,000 - 210,000; Full time

Benefits offered by this job

Pension Plan

Savings Plan

Workplace Flexibility

Medical, dental, vision plans

Job summary

ExxonMobil in Spring, TX seeks a valuation and structuring quant analyst for gas and power. You will quantify storage, swing options, and capacity rights; design dispatch rules and hedging strategies, and build scalable analytics for traders and originators.

You bring a strong quantitative background (MSc/PhD preferred), expertise in option pricing, and advanced Python skills to support global trading initiatives.

Qualifications

• Strong quantitative background with front office valuation/structuring experience.
• Expertise in storage modelling, swing option valuation, and cross-commodity optionality.
• Advanced Python for pricing, analytics and scalable tools.
• Ability to explain complex valuation logic to traders and commercial teams.

Responsibilities

• Provide fair valuation and independent risk assessment for gas storage, swing options, and power asset deals.
• Design structures, rules, and exposure mappings for dispatch and hedging.
• Build templates modelling storage optimization and cross-commodity strategies.
• Collaborate with modelling/tech teams to deploy robust FO tools.

Skills

Quantitative analytics

Python programming

Modeling & pricing

Communication to traders

Back testing & validation

Education

MSc/PhD in quantitative field

Tools

Python

Pricing tools

Optimization routines

Job description

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Valuation and Structuring Quant Analyst, Gas and Power

Location: Spring, TX, US, 77389

Company Name: ExxonMobil

About us

At ExxonMobil, our vision is to lead in energy innovations that advance modern living and a net-zero future. As one of the world’s largest publicly traded energy and chemical companies, we are powered by a unique and diverse workforce fueled by the pride in what we do and what we stand for.

The success of our Upstream, Product Solutions and Low Carbon Solutions businesses is the result of the talent, curiosity and drive of our people. They bring solutions every day to optimize our strategy in energy, chemicals, lubricants and lower-emissions technologies.

We invite you to bring your ideas to ExxonMobil to help create sustainable solutions that improve quality of life and meet society’s evolving needs. Learn more about our What and our Why and how we can work together.

What role you will play in our team

Join a high performing Front Office Valuation and Structuring quant team supporting Gas and Power trading, asset optimization and structured transactions. You will provide transparent, independent and commercially actionable valuation expertise, with a strong focus on identifying, modelling and pricing embedded physical and financial optionality across storages, swing contracts, transportation/pipeline capacity and power generation assets.

Your work will support traders, originators and senior stakeholders in evaluating structured supply/offtake agreements, capacity deals, dispatch linked structures and cross commodity strategies, while contributing to global corporate initiatives requiring rigorous valuation, optionality analysis and risk translation beyond the core Trading organization.

What you will do

• 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 optimization 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 commercialization 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 optimization workflows.

What you bring

• Strong quantitative background (MSc/PhD preferred) with Front Office Gas & Power valuation/structuring or optimization 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, optimization routines and scalable analytics.
• Ability to communicate complex optimization and valuation logic clearly to traders and commercial teams.
• Experience calibrating illiquid parameters and running back tests for storage/swing/power optionality frameworks.
• Understanding of gas hubs, power markets, capacity auctions, congestion patterns, spark/dark spreads, and operational constraints across pipes and generation assets.
• High attention to detail, strong documentation discipline and a proactive improvement mindset

An ExxonMobil career is one designed to last. Our commitment to you runs deep: our employees grow personally and professionally, with benefits built on our core categories of health, security, finance, and life.

We offer you:

• Pension Plan: Enrollment is automatic and at no cost to you. The basic benefit is a monthly annuity to be paid to you in retirement for the rest of your life
• Savings Plan: You can contribute between 6% and 20% of your pay and are encouraged to enroll right away. If you contribute at least 6% to your savings plan, the Company will contribute a 7% match
• Workplace Flexibility: We have several programs such as "Flex your Day", providing ad-hoc flexibility around when and where you work, as well as longer-term programs such as leaves of absence and part-time work
• Comprehensive medical, dental, and vision plans
• Culture of Health: Programs and resources to support your wellbeing
• Employee Health Advisory Program: Provides confidential professional counseling for you and your family, including tools and resources promoting mental health and resiliency at no additional cost to you
• Disability Plan: Income replacement for when you cannot work due to illness or injury occurring on or off the job. Enrollment is automatic and at no cost to you

Please note benefits may be changed from time to time without notice, subject to applicable law.

Nothing herein is intended to override the corporate separateness of local entities. Working relationships discussed herein do not necessarily represent a reporting connection, but may reflect a functional guidance, stewardship, or service relationship.

Exxon Mobil Corporation has numerous affiliates, many with names that include ExxonMobil, Exxon, Esso and Mobil. For convenience and simplicity, those terms and terms like corporation, company, our, we and its are sometimes used as abbreviated references to specific affiliates or affiliate groups. Abbreviated references describing global or regional operational organizations and global or regional business lines are also sometimes used for convenience and simplicity. Similarly, ExxonMobil has business relationships with thousands of customers, suppliers, governments, and others. For convenience and simplicity, words like venture, joint venture, partnership, co-venturer, and partner are used to indicate business relationships involving common activities and interests, and those words may not indicate precise legal relationships.

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