ExxonMobil UK | Valuation and Structuring Quantitative Analyst, Gas and Power

What you will do

• You will provide transparent, independent and commercially actionable valuation expertise, with a strong focus on identifying, modelling and pricing embedded physical and financial optionality across storages, swing contracts, transportation/pipeline capacity and power generation assets.
• Support traders and originators with structure design, including exercise rules, dispatch/flow logic, strike/index formulas, exposure mapping, sensitivities and commercial explanation of optionality value drivers.
• Contribute optionality and valuation insight to large global corporate projects, such as long term gas supply frameworks, optimization of cross border capacity, and power asset commercialisation initiatives.
• Advise on hedging strategies for complex exposures across gas hubs (NBP, TTF, Henry Hub), power markets, capacity rights and cross commodity structures, identifying hedgeable and residual components.
• Conduct back testing, assumption validation and parameter research, including calibration of illiquid curves, volatility structures, correlation frameworks and dispatch driven price dynamics.
• Collaborate with quant modelling/technology/data teams to ensure robust model deployment, integration into FO tools, and support for asset optimisation workflows.
• Provide fair valuation and independent risk assessment for gas storage, swing options, pipeline capacity rights, load following structures and power asset linked deals, quantifying operational, volume, flexibility and market optionality.
• Build valuation templates and analytics tools capable of modelling storage injection/withdrawal optimization, swing flexibility, dispatch optionality and capacity arbitrage, using stochastic, scenario based and optimisation techniques.
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• Nothing herein is intended to override the corporate separateness of local entities.
• Working relationships discussed herein do not necessarily represent a reporting connection, but may reflect a functional guidance, stewardship, or service relationship.

What you bring

• Strong quantitative background (MSc/PhD preferred) with Front Office Gas & Power valuation/structuring or optimisation experience.
• Expertise in storage modelling, swing option valuation, pipeline/transport optionality, and power asset/dispatch optionality, alongside strong option pricing and curve/vol modelling skills.
• Advanced Python for pricing tools, optimisation routines and scalable analytics.
• Ability to communicate complex optimisation and valuation logic clearly to traders and commercial teams.
• Experience calibrating illiquid parameters and running back tests for storage/swing/power optionality frameworks.
• Understanding of gas hubs, power markets, capacity auctions, congestion patterns, spark/dark spreads, and operational constraints across pipes and generation assets.

ExxonMobil UK

ExxonMobil UK is an employer hiring in India. In its own words: "ExxonMobil scientists are pioneering new research & technologies to reduce emissions."

Its finance, accounts, audit and tax openings in India are mostly in London.