About the role
AI summarisedThis role is for a quantitative valuation and structuring specialist supporting LNG trading and marketing activities in Singapore. The position focuses on providing independent valuation expertise, modelling embedded optionality in LNG contracts, and supporting commercial decision-making for long-term and short-term LNG portfolios. The role involves building analytics tools, advising on hedging strategies, and collaborating with quant technology teams to ensure robust model deployment.
UtilitiesOnsiteTrading
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
- 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
- Advanced Python for pricing tools, automation and scalable analytics used in LNG valuation libraries
- 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
- Understanding of LNG market fundamentals and mechanics—SPAs, slopes/indexation, DES/FOB logistics, shipping, boil off, regas capacity, congestion and short term reload/diversion dynamics
- High attention to detail, strong documentation habits and a proactive improvement mindset