AP LNG Quantitative V&S

Responsibilities

• Provide fair valuation and independent risk assessment for long-term LNG SPAs, medium-term structures, and short-term/spot LNG cargo deals.
• Support LNG traders and originators with structure design, including pricing formulas, payoff logic, and sensitivities.
• Build valuation templates and analytics tools with strong LNG-focused optionality modelling capabilities, including stochastic simulations and scenario analysis.
• Advise on hedging strategies for LNG price exposure (JKM, TTF, Henry Hub, Brent) and identify residual risks in exotic optionality deals.
• Conduct back-testing, assumption validation, and parameter research for LNG-specific pricing challenges and illiquid forward curves.
• Collaborate with quant modelling and technology teams to ensure robust deployment of pricing models into Front Office tools.

Requirements

• Strong quantitative background, with an MSc or PhD preferred.
• Experience in Front Office LNG valuation, structuring, or gas markets analytics.
• Expertise in LNG physical and financial optionality, including destination flexibility, cargo timing, and volume flex.
• Advanced Python skills for developing pricing tools, automation, and scalable analytics.
• Deep understanding of LNG market fundamentals, including SPAs, indexation, and logistics (DES/FOB, shipping, regas capacity).
• Ability to communicate complex pricing logic and optionality decomposition clearly to commercial teams.

Benefits

• Opportunities for job rotations to support long-term career growth.
• Comprehensive benefits including long-term savings allowances and dental reimbursement.
• Annual health checkups and home ownership assistance plans.

About the Company

ExxonMobil is one of the world’s largest publicly traded energy and chemical companies. Our vision is to lead in energy innovations that advance modern living and a net-zero future, driven by a diverse workforce dedicated to optimizing strategy in energy, chemicals, and lower-emissions technologies.