What you will do
- 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.
- 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.
- 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.
- 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.
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.
- High attention to detail, strong documentation discipline and a proactive improvement mindset.
Your benefits
An ExxonMobil career is one designed 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
- Please note benefits may be changed from time to time without notice, subject to applicable law
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