Quant V&S Gas and Power - Full-time

**About us**

At ExxonMobil, our vision is to lead in energy innovations that advance modern living and a net-zero future. As one of the world’s largest publicly traded energy and chemical companies, we are powered by a unique and diverse workforce fueled by the pride in what we do and what we stand for.

The success of our Upstream, Product Solutions and Low Carbon Solutions businesses is the result of the talent, curiosity and drive of our people. They bring solutions every day to optimize our strategy in energy, chemicals, lubricants and lower-emissions technologies.

We invite you to bring your ideas to ExxonMobil to help create sustainable solutions that improve quality of life and meet society’s evolving needs. Learn more about our What and our Why (https://corporate.exxonmobil.com/About-us/Who-we-are) and how we can work **together** .

• *About Houston**

ExxonMobil's state-of-the-art campus north of Houston serves as home to its Upstream, Product Solutions and Low Carbon Solutions businesses and their associated service groups. The facility opened in 2014 and accommodates more than 10,000 employees and visitors.

By bringing many global functional groups together, the campus provides employees with the tools and capabilities needed today, and in the future, to achieve business objectives and accelerate the discovery of new resources, technologies and products. It was designed to foster improved collaboration, creativity and innovation and enhance the company’s ability to attract, develop and retain the top talent in the industry.

The campus is located in Spring, Texas, on 385 wooded acres immediately to the west of Interstate Highway 45 (I-45), at the intersection of I-45 and the Hardy Toll Road, approximately 25 miles from the cultural vibrancy of downtown Houston.

The campus was constructed to the highest standards of energy efficiency and environmental stewardship. Its design incorporates extensive research into best practices in building and workplace design through extensive benchmarking of the world’s top academic, research, and corporate facilities.

Learn more about what we do in Houston here (https://corporate.exxonmobil.com/locations/united-states/houston-campus) **.**

• *What role you will play in our team**

Join a high performing Front Office Valuation and Structuring quant team supporting Gas and Power trading, asset optimization and structured transactions. You will provide transparent, independent and commercially actionable valuation expertise, with a strong focus on identifying, modelling and pricing embedded physical and financial optionality across storages, swing contracts, transportation/pipeline capacity and power generation assets.

Your work will support traders, originators and senior stakeholders in evaluating structured supply/offtake agreements, capacity deals, dispatch linked structures and cross commodity strategies, while contributing to global corporate initiatives requiring rigorous valuation, optionality analysis and risk translation beyond the core Trading organization.

• *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 optimization 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 commercialization 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 optimization workflows.

• *What you bring**

+ Strong quantitative background (MSc/PhD preferred) with Front Office Gas & Power valuation/structuring or optimization 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, optimization routines and scalable analytics.

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