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Lead Crude Quantitative Risk Modeler


Exxon Mobil
LondonLocation
London
a day ago
Posted date
a day ago
N/A
Minimum level
N/A
Full-timeEmployment type
Full-time
OtherJob category
Other
About us

What role you will play in our team

We are looking for qualified and highly experienced individuals with strong credentials to support and advance ExxonMobil's Risk Management function. A member of the Quantitative Risk team which is part of the Trading Risk & Compliance organization, the successful candidate will help support ExxonMobil's Upstream Gas & Power as well as Downstream Crude & Products trading activities.

What you will do

  • Develop, validate, maintain quantitative valuation models of Crude Oil markets.
  • Develop, validate, maintain and support risk management models for Trading Strategies, Risk Management, Real Options Valuation, and Simulation of Forward Curves.
  • Conduct quantitative analysis of structured deals to support market-based asset valuations and design hedging strategies.
  • Apply advanced statistical analysis into the design, analysis, implementation, and refinement of scenario analysis and stress test methodologies and tools.
  • Model and estimate volatilities and correlations, both historical and implied.
  • Provide recommendations for improvement and enhancement of risk management models
  • Effectively communicate recommendations on complex topics to a variety of constituents, including Management, Traders, Originators and Risk Management.
  • Work on Quantitative Analysis topics as required based on evolving needs of this dynamic Risk organization

About you

Your benefits

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Functional Skills

Energy Commodity & Derivative Trading

Energy Risk Analysis & Mitigation

Econometric Analysis

Market Pricing Mechanisms

Financial Markets Execution

Job Segment: Risk Management, Tax, Finance
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JOB SUMMARY
Lead Crude Quantitative Risk Modeler
Exxon Mobil
London
a day ago
N/A
Full-time

Lead Crude Quantitative Risk Modeler