Quantitative Analyst V&S LNG
ExxonMobil Singapore Full-time
Provide fair valuation and independent risk assessment for LNG transactions, including DES/FOB cargoes, storage and reload optionality, destination flexibility, shipping economics and structured LNG deals, quantifying logistical, contractual, volume and market optionality.
- Support traders and originators with structure design, including cargo optimization, destination/exercise rules, pricing indexation (JKM, TTF, Henry Hub, oil-linked), exposure mapping, sensitivities and commercial explanation of optionality value drivers.
- Build valuation templates and analytics tools capable of modelling LNG portfolios, including cargo scheduling, shipping optimization, regas capacity constraints and cross basin arbitrage, using probabilistic, scenario based and optimization techniques.
- Contribute optionality and valuation insight to large global corporate projects, such as long term LNG supply agreements, portfolio optimization across Atlantic and Pacific basins, and integration with downstream gas and power markets.
- Advise on hedging strategies for complex LNG exposures across global gas hubs (JKM, TTF, Henry Hub) and freight markets, identifying hedgeable and residual components driven by basis, logistics and timing optionality.
- Conduct back testing, assumption validation and parameter research, including calibration of illiquid LNG curves, volatility structures, freight dynamics and cross basin correlation frameworks.
- Collaborate with quant modelling, technology and data teams to ensure robust model deployment, integration into front office LNG trading tools, and support for portfolio optimization and cargo decision workflows.
Singapore
Vice President - Rates Options & Exotics Desk Quantitative Analyst Our client is a leading player in the investment banking sector, known for fostering a collaborative and innovative culture. They value technical expertise, strategic thinking...
ExxonMobilSingapore
Quantitative Analyst V&S LNG
Singapore, SG, 98633
Company Name:
About us
At ExxonMobil, our vision is to lead in energy innovations that advance modern living while reducing emissions. As one of the world’s largest publicly traded energy...
Singapore
Company Description
Smartkarma connects independent investment research analysts to institutional asset managers, such as sovereign wealth funds, hedge funds, pension funds, boutiques and family offices. Smartkarma’s cloud-based platform leverages...