About the role
AI summarisedJoin a high-performing Front Office Valuation and Structuring quant team supporting long term and short term LNG trading, marketing, and portfolio optimization. You will provide transparent, independent, and commercially actionable valuation expertise, focusing on identifying, modelling, and pricing embedded physical and financial optionality within LNG contracts and portfolio structures.
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 embedded optionality.
- Support LNG traders and originators with structure design, including pricing formulas (slopes, indices, hybrid structures), payoff logic, sensitivities, and commercial explanations.
- Contribute valuation and optionality insight to large global LNG corporate projects, such as long term supply frameworks and portfolio reshaping.
- Advise on hedging strategies for LNG price exposure (JKM, TTF, Henry Hub, Brent linked structures) and exotic optionality rich deals.
Requirements
- Strong quantitative background (MSc/PhD preferred) with Front Office LNG valuation/structuring or gas markets analytics experience.
- Expertise in LNG physical & financial optionality (e.g., destination flexibility, volume flex, slope/index optionality).
- 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.
- Experience calibrating illiquid LNG parameters, running back tests, and validating assumptions for pricing models.
- Understanding of LNG market fundamentals and mechanics (SPAs, slopes/indexation, logistics, congestion dynamics).