Lead Crude Quantitative Risk Modeler
at ExxonMobil
Posted 7 hours ago
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- Compensation
- Not specified
- City
- Country
- United Kingdom
Currency: Not specified
**Lead Crude Quantitative Risk Modeler**: Drive quantitative risk management for Crude Oil markets, developing and maintaining models like Trading Strategies, Risk Management, Real Options Valuation, and Forward Curve Simulations. Requires senior experience in quantitative modeling, risk management, and commodities trading, proficient in C++, Python, MATLAB, and familiarity with risk management tools (e.g., RiskMetrics, FINKUB, Starlight).
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
