About the role
AI summarisedThis role is for a quantitative analyst in the Front Office Valuation and Structuring team supporting Crude and Products trading in Singapore. The position focuses on providing independent valuation and risk assessment for complex deals, with emphasis on modeling physical and financial optionality in structured transactions. The quant will work closely with traders and originators to support commercial decisions through analytics tool development, hedging advice, and model validation.
UtilitiesOnsiteTrading
Key Responsibilities
- Provide fair valuation and independent risk assessment for complex crude and products deals, quantifying physical and financial optionality
- Support traders and originators with structure design, payoff logic, pricing, sensitivities and clear commercial explanations
- Advise on hedging strategies for exotic and optionality rich structures, mapping risks into hedgeable exposures and identifying residual risks
- Conduct back testing, assumption validation and parameter research, especially for illiquid curves and optionality driven features
- Collaborate with quant modelling/technology/data teams to ensure robust model deployment and FO tooling integration
Requirements
- Strong quantitative background (MSc/PhD preferred) with FO valuation/structuring experience
- Expertise in physical & financial optionality, option pricing, curve/vol modelling
- Advanced Python for pricing tools, automation and scalable analytics
- Ability to communicate complex valuation logic clearly to traders and commercial teams
- Experience calibrating illiquid parameters and running back tests
- Understanding of crude/products markets (spreads, quality, freight, logistics)
- High attention to detail, strong documentation habits, and a proactive improvement mindset