About the role
AI summarisedThe Quantitative Market Risk Analyst will support ExxonMobil’s Trading Risk & Compliance organization by developing and maintaining valuation models, risk reports, and quantitative tools for Upstream Gas & Power and Downstream Crude & Products trading. The role requires strong programming skills in Python and SQL, advanced statistical and mathematical modeling expertise, and experience in energy commodities risk management. The analyst will collaborate with traders, risk partners, and IT to ensure model accuracy, validate outputs, and deliver insights to senior stakeholders.
UtilitiesOnsiteFinance, accounting and tax
Key Responsibilities
- Run, monitor, and validate daily valuation and risk reports across multiple energy commodities and Desks
- Review report outputs for accuracy, consistency, and unexpected changes in model behavior or market data
- Investigate anomalies, reconcile differences, and escalate issues to model owners, risk partners, or IT as required
- Design, build, and maintain automated valuation reports and dashboards using Python and SQL
- Assist in model documentation, version control, testing, and performance monitoring
- Conduct quantitative analysis of structured deals to support market-based asset valuations and design hedging strategies
- Model and estimate volatilities and correlations, both historical and implied
- Apply advanced statistical analysis into the design, analysis, implementation, and refinement of scenario analysis and stress test methodologies and tools
- Provide analytical support, explain valuation movements, and deliver insights to senior stakeholders
- Maintain, analyze, and help validate Value at Risk (VaR) models capable of handling complex transactions and assets modelling
- Assess existing models and ensure that they are 'fit for purpose
- Effectively communicate recommendations on complex quantitative topics to a variety of constituents, including Management, Traders, Originators and Risk Management
Requirements
- Must have legal authorization to work in the Singapore on a full-time basis for any employer
- Advanced degree (Master’s, MBA, or Ph.D.) in Finance, Economics, Statistics, Mathematics, Engineering, Computer Science or other STEM majors
- Highly experienced in Quantitative Risk, Structuring, or Risk Analysis
- Good understanding of option theory (Option Greeks etc.), Monte Carlo simulation techniques (i.e., PCA) and mathematical optimization methods (i.e., Dynamic Programming)
- Proficiency in Python preferably, or other programming languages like R, MATLAB etc.
- Knowledge of global/domestic energy and carbon markets, including fundamentals, origination and deal structuring, trading strategies and related risk management standards and best practices
- Additionally, programming in SQL is preferable
- Credit Risk Modeling experience is a plus
- Familiarity with energy commodities ETRM systems (i.e., Endur, Allegro etc.) and experience with Tableau or comparable Analytics platforms is a plus