Valuation and Structuring Quantitative Analyst, Gas and Power

Valuation and Structuring Quantitative Analyst, Gas and Power Overview

Join a high-performing Front Office Valuation and Structuring quantitative team at ExxonMobil, focusing on Gas and Power trading, asset optimization, and structured transactions. In this role, you will provide transparent, independent, and commercially actionable valuation expertise, emphasizing the identification, modeling, and pricing of embedded physical and financial optionality across various assets.

Key Responsibilities

• Provide fair valuation and independent risk assessment for gas storage, swing options, pipeline capacity rights, load following structures, and power asset linked deals, quantifying operational, volume, flexibility, and market optionality.
• Assist traders and originators in designing structures, including exercise rules, dispatch/flow logic, strike/index formulas, exposure mapping, sensitivities, and commercial explanations of optionality value drivers.
• Develop valuation templates and analytical tools capable of modeling storage injection/withdrawal optimization, swing flexibility, dispatch optionality, and capacity arbitrage using stochastic, scenario-based, and optimization techniques.
• Contribute insights on optionality and valuation to large global corporate projects, such as long-term gas supply frameworks, optimization of cross-border capacity, and power asset commercialization initiatives.
• Advise on hedging strategies for complex exposures across gas hubs, power markets, capacity rights, and cross-commodity structures, identifying hedgeable and residual components.
• Conduct back testing, assumption validation, and parameter research, including calibration of illiquid curves, volatility structures, correlation frameworks, and dispatch-driven price dynamics.
• Collaborate with quantitative modeling, technology, and data teams to ensure robust model deployment, integration into front office tools, and support for asset optimization workflows.

Qualifications

• Possess a strong quantitative background, preferably with a Master’s or PhD, along with experience in Front Office Gas & Power valuation, structuring, or optimization.
• Demonstrate expertise in storage modeling, swing option valuation, pipeline/transport optionality, and power asset/dispatch optionality, as well as strong skills in option pricing and curve/vol modeling.
• Proficient in advanced Python for developing pricing tools, optimization routines, and scalable analytics.
• Ability to clearly communicate complex optimization and valuation logic to traders and commercial teams.
• Experience in calibrating illiquid parameters and conducting back tests for storage, swing, and power optionality frameworks.
• Understanding of gas hubs, power markets, capacity auctions, congestion patterns, spark/dark spreads, and operational constraints across pipelines and generation assets.
• Exhibit high attention to detail, strong documentation discipline, and a proactive mindset for improvement.

Benefits

• Competitive starting salary.
• Generous resettlement allowance.
• Defined Benefit Pension scheme.
• Share incentive plan.
• Private healthcare for employees and their families.

Please note that this role is not eligible for visa sponsorship.

Degree Requirement: Not Specified

Visa Sponsorship May be