Lead Crude Quantitative Risk Modeler
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
-------------
Your benefits
-----------------
Stay connected with us
--------------------------
Functional Skills
---------------------
Energy Commodity \& Derivative Trading
Energy Risk Analysis \& Mitigation
Econometric Analysis
Market Pricing Mechanisms
Financial Markets Execution
This listing is from indeed. View original listing ↗