Lead Crude Quantitative Risk Modeler

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.

About you

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

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