ExxonMobil

Produces oil, gas, fuels and chemical materials

Lead Crude Quantitative Risk Modeler

Quantitative RiskConfirmed live in the last 24 hours

Full-timeLondon, UKNo salary listedIn-person

About the Job

Responsibilities

Develop, validate, and 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 in the design, analysis, implementation, and refinement of scenario analysis and stress test methodologies and tools.
Model and estimate historical and implied volatilities and correlations.
Provide recommendations for improvement and enhancement of risk management models.
Communicate recommendations on complex topics to management, traders, originators, and risk management constituents.
Work on quantitative analysis topics as required by the evolving needs of the risk organization.

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

Stay connected with us

Functional Skills

Energy Commodity & Derivative Trading

Energy Risk Analysis & Mitigation

Econometric Analysis

Market Pricing Mechanisms

Financial Markets Execution

About the Company

ExxonMobil

Produces oil, gas, fuels and chemical materials

ExxonMobil produces oil and natural gas and manufactures fuels, lubricants, and chemicals for transport operators, industrial customers, and consumers around the world. Its businesses span resource exploration and production, refineries that turn crude oil into fuels, and plants that make plastics and other chemical materials. The company sells products through wholesale supply agreements and the Exxon, Esso, and Mobil brands, including motor oils for vehicles and machinery. It also sells services that capture, transport, and store industrial carbon dioxide underground. The merged company formed in 1999 from Exxon and Mobil, with roots in earlier oil businesses, and is headquartered in Spring, Texas.

Company size: 10,001+
Company stage: IPO
Headquarters: Spring, TX
Founded: 1999

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