Jobfoundry
Jobfoundry
ExxonMobil

AP LNG Quantitative V&S

ExxonMobil
Energy, Utilities & InfrastructureSingapore, 01, SGFull-time5 days ago
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About the role

AI summarised

This role involves providing fair valuation and independent risk assessment for LNG deals, supporting traders with structure design, building valuation templates and analytics tools, contributing to global LNG corporate projects, advising on hedging strategies, conducting back testing and parameter research, and collaborating with quant and technology teams.

UtilitiesFull-timeTrading

Key Responsibilities

  • Provide fair valuation and independent risk assessment for long term LNG SPAs, medium term structures and short term/spot LNG cargo deals, quantifying destination, volume, flexibility, slope indexed pricing and other embedded optionality.
  • Support LNG traders and originators with structure design, including pricing formulas (slopes, indices, hybrid structures), payoff logic, sensitivities and clear commercial explanations.
  • Build valuation templates and analytics tools with strong LNG focused optionality modelling capabilities, including stochastic simulations, scenario analysis, curve/vol modelling and contract level optionality representation.
  • Contribute valuation and optionality insight to large global LNG corporate projects, such as long term supply frameworks, new market entries, portfolio reshaping or multi asset corporate structures involving LNG.
  • Advise on hedging strategies for LNG price exposure (JKM, TTF, Henry Hub, Brent linked structures) and exotic optionality rich deals, mapping risks into hedgeable exposures and identifying residual risk.
  • Conduct back testing, assumption validation and parameter research for LNG specific pricing challenges, including illiquid forward curves, implied vol surfaces for LNG derivatives and correlation structures across global gas benchmarks.
  • Collaborate with quant modelling/technology/data teams to ensure robust deployment of LNG pricing models, integration into FO tools, and alignment with portfolio optimization systems.

Requirements

  • Strong quantitative background (MSc/PhD preferred) with Front Office LNG valuation/structuring or gas markets analytics experience.
  • Expertise in LNG physical & financial optionality — destination flexibility, cargo timing windows, diversion rights, volume flex, slope/index optionality — plus strong knowledge of option pricing and curve/vol modelling.
  • Ability to communicate complex LNG pricing logic clearly to traders and commercial teams, including slope changes, index exposures, and optionality decomposition.
  • Experience calibrating illiquid LNG parameters, running back tests and validating assumptions for long term and short term LNG pricing models.
  • It is the policy of the Company to provide equal employment opportunity in conformance with all applicable laws and regulations to individuals who are qualified to perform job requirements. The Company administers its personnel policies, programs, and practices in a non-discriminatory manner in all aspects of the employment relationship, including recruitment, hiring, work assignment, promotion, transfer, termination, wage and salary administration, and selection for training. Please be informed that only shortlisted candidates will be notified, and you can find out more about our hiring process here.