Lead Products Quantitative Risk Modeler

activities.

What you will do

Develop, validate, maintain quantitative valuation models of Oil Products (Gasoline, Jet Fuel, Heating Oil, etc.) 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 About you We are looking for someone who has a strong Quantitative / Risk Management background and has the following qualifications: Skills and

Qualifications

Advanced degree (Master’s, MBA, or Ph.D.) in Finance, Economics, Statistics, Mathematics, Engineering, Computer Science or other STEM majors. Experience/knowledge of Oil Products (Gasoline, Jet Fuel, Heating Oil, etc.) markets Highly experienced in Energy Quantitative Risk, Structuring, or Risk Analysis in Energy Commodities and Marketing: crude oil, refined products, power, natural gas, LNG, renewables, environmental products etc. Solid understanding of option theory (Option Greeks etc.), Monte Carlo simulation techniques (i.e., PCA) and mathematical optimization methods (i.e., Dynamic Programming). Knowledge of global/domestic energy and carbon markets, including fundamentals, origination and deal structuring, trading strategies and related risk management standards and best practices. Proficiency in Python, R, MATLAB, or other programming languages. Additionally programming in SQL. Credit Risk Modeling experience is a plus.

Preferred Qualifications

/ Experience Familiarity with energy commodities ETRM systems (i.e., Endur, Allegro etc.) and experience with Tableau or comparable Analytics platforms is a plus. Your benefits An ExxonMobil career is one designated to last. Our commitment to you runs deep: our employees grow personally and professionally, with benefits built on our core categories of health, security, finance, and life. We offer you: Competitive starting salary Generous resettlement allowance Defined Benefit Pension scheme Share incentive plan Private healthcare for employees and their families Free Gym at most UK sites Please note benefits may be changed from time to time without notice, subject to applicable law. Stay connected with us Learn more at our website Subscribe our channel at YouTube Follow us on Twitter at @ExxonMobil_UK Functional Skills Energy Commodity & Derivative Trading Energy Risk Analysis & Mitigation Econometric Analysis Market Pricing Mechanisms Financial Markets Execution Job Segment: Sustainability, Risk Management, Computer Science, SQL, MBA, Energy, Finance, Technology, Management Apply now » Find similar jobs: View all openings, View all jobs, Finance, accounting and tax © Copyright 2003-2026 Exxon Mobil Corporation. All Rights Reserved. × Privacy Preference Center Cookies and your privacy choices A cookie is a small file of letters and numbers, which may be stored on your device when you visit a website and contains information that is transferred to your computer. This information may be sent back to the website on each subsequent visit, or to another website that recognizes that cookie. This information might be about you, your preferences, or your device, and can help us provide you with a better online experience (for example, by measuring site visits and ensuring visitors can easily find what they are looking for). Cookies may also be used for marketing and advertising purposes. Your privacy choices You can choose not to allow some types of cookies. You can either select “Accept all cookies”, or you can reject the storing of optional cookies on your device easily by clicking “Reject all cookies”. Alternatively, you may customize your cookies by adjusting the toggle next to each o