Lead Crude Quantitative Risk Modeler

Job Description:

About us

What role you will play in our team

We are looking for qualified and highly experienced individuals with strong credentials to support and advance ExxonMobil's Risk Management function. A member of the Quantitative Risk team which is part of the Trading Risk & Compliance organization, the successful candidate will help support ExxonMobil's Upstream Gas & Power as well as Downstream Crude & Products trading activities.

What you will do

* Develop, validate, maintain quantitative valuation models of Crude Oil 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

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Functional Skills

Energy Commodity & Derivative Trading
Energy Risk Analysis & Mitigation
Econometric Analysis
Market Pricing Mechanisms
Financial Markets Execution