ExxonMobil US | Valuation and Structuring Quant Analyst, LNG

What you will do

• If successful, you will be an integral part of our Global Trading Analytics organization, supporting LNG trading, portfolio optimization, and structured commercial activities across global gas markets.
• We are seeking a highly motivated quantitative analyst with strong valuation, structuring, and modeling capabilities to develop and enhance analytical frameworks, pricing models, optimization tools, and decision-support solutions that enable commercial decision-making across LNG and related gas value chains.
• In this role, you will serve as a front-office quantitative partner to LNG traders, originators, and structurers, providing transparent, independent, and commercially actionable valuation expertise.
• You will evaluate and price embedded optionality within LNG supply and offtake agreements, shipping portfolios, regasification capacity, gas sourcing strategies, and complex structured transactions while supporting real-time commercial decisions.
• Develop, implement, and maintain quantitative valuation and optimization models supporting LNG trading, portfolio management, structured transactions, and commercial decision-making.
• Partner directly with LNG traders, originators, and structuring teams to provide real-time valuation, optionality analysis, and quantitative support for commercial opportunities.
• Evaluate and price embedded optionality across LNG supply and offtake agreements, destination flexibility, cargo diversion rights, volume tolerances, storage agreements, shipping portfolios, and regasification capacity.
• Support traders and originators in structuring commercial transactions, including development of pricing methodologies, exposure analysis, valuation approaches, sensitivities, and commercial recommendations.
• Build analytical frameworks to assess LNG portfolio optimization opportunities across global gas markets, including sourcing, transportation, storage, shipping, and market placement decisions.
• Develop and enhance pricing, valuation, and optimization models utilizing stochastic methods, scenario analysis, Monte Carlo simulation, and optimization techniques.
• Analyze market relationships across LNG, natural gas, shipping, storage, and related commodity markets to identify drivers of value, portfolio optimization opportunities, and commercial risks.
• Support valuation and risk assessment of long-term LNG contracts, spot transactions, shipping agreements, tolling arrangements, regasification agreements, and other structured commercial opportunities.
• Advise traders and originators on hedging strategies and risk mitigation approaches by identifying hedgeable and residual exposures across LNG and related gas markets.
• Provide independent valuation and quantitative challenge to proposed transactions, ensuring robust commercial decision-making and transparent risk assessment.
• Conduct back-testing, model validation, parameter calibration, and assumption analysis to improve model accuracy, robustness, and commercial relevance.
• Collaborate closely with quantitative analysts, technology teams, and data engineers to develop scalable and production-ready analytical solutions.
• Create and maintain valuation tools, optimization frameworks, dashboards, and model infrastructure that improve transparency, efficiency, and front-office decision support.
• Participate in commercial discussions with traders, originators, and senior stakeholders, clearly communicating valuation methodologies, optionality drivers, sensitivities, and portfolio impacts.
• Contribute to the development of quantitative best practices, valuation methodologies, and model governance standards across the organization.
• Workplace Flexibility: We have several programs such as “Flex your Day”, providing ad-hoc flexibility around when and where you work, as well as longer-term programs such as leaves of absence and part-time work.
• Working relationships discussed herein do not necessarily represent a reporting connection, but may reflect a functional guidance, stewardship, or service relationship.
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• Nothing herein is intended to override the corporate separateness of local entities.

Requirements

• Master's or PhD degree in Applied Mathematics, Statistics, Financial Engineering, Operations Research, Economics, Physics, Engineering, Computer Science, or a related quantitative discipline.
• Demonstrated front-office quantitative experience supporting commodity traders, originators, or structuring teams within LNG, natural gas, power, commodity trading, or energy trading organizations.
• Experience working directly with traders and commercial decision-makers to evaluate transactions, develop pricing approaches, assess risk exposures, and identify value creation opportunities.
• Strong quantitative and analytical problem-solving skills with the ability to translate complex modeling outputs into commercially actionable recommendations.
• Experience developing valuation, optimization, or quantitative models supporting LNG, natural gas, power, shipping, commodity trading, or related energy markets.
• Strong understanding of option pricing theory, stochastic modeling, optimization techniques, simulation methodologies, and risk analytics.
• Experience evaluating and pricing commercial optionality including volume flexibility, destination flexibility, storage optionality, transportation optionality, shipping optionality, and structured commodity transactions.
• Proficiency in Python and experience with quantitative analytics libraries, optimization frameworks, and data science toolsets.
• Experience working with large and complex datasets to generate actionable business insights and commercial recommendations.
• Knowledge of market risk concepts, valuation methodologies, portfolio analytics, and trading performance measurement.
• Experience with model validation, back-testing, calibration, and analytical governance frameworks.
• Understanding of global LNG markets, natural gas pricing hubs, shipping economics, transportation constraints, and portfolio optimization principles.
• Proven ability to communicate effectively with traders and commercial stakeholders in a fast-paced front-office environment.
• Demonstrated ability to work collaboratively while managing multiple priorities and delivering high-quality analytical support under tight commercial timelines.
• Advanced degree in a quantitative field.
• Significant experience partnering directly with traders and originators on transaction evaluation, deal structuring, portfolio optimization, and commercial strategy development.
• Experience supporting LNG trading desks, LNG portfolio management teams, gas trading organizations, commodity trading houses, investment banks, or energy merchants.
• Experience valuing LNG supply agreements, LNG offtake contracts, shipping portfolios, regasification capacity, storage assets, transportation agreements, and structured LNG transactions.
• Knowledge of global LNG markets, including Atlantic and Pacific Basin trade flows, LNG pricing mechanisms, shipping dynamics, destination flexibility, and portfolio optimization strategies.
• Experience with derivative pricing, Monte Carlo simulation, stochastic processes, optimization techniques, and advanced quantitative methods.
• Familiarity with LNG contract structures, diversion economics, volume management provisions, and commercial optimization opportunities.
• Experience with cloud-based analytics platforms, distributed computing environments, and modern data architectures.
• Familiarity with software engineering best practices including version control, testing, documentation, and model deployment.
• Experience supporting front-office trading and origination organizations where rapid commercial decision-making and direct trader engagement are critical to success.

ExxonMobil US

ExxonMobil US 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 Spring.