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ExxonMobil · 8 hours ago

Experienced Quantitative Risk Modeler 1 1

Spring, TX

Full-time

Onsite

Senior Level

5+ years exp

ExxonMobil is a leading energy and chemical company focused on innovative solutions for a net-zero future. They are seeking an experienced Quantitative Risk Modeler to develop and integrate applications that support trading decisions and enhance trading efficiency in a dynamic environment.

ChemicalEnergyFossil FuelsOil and Gas

No H1B

Responsibilities

Design, develop, maintain, and support risk management tools and systems for middle and front office users in a trading environment

Build and enhance quantitative risk analytics libraries for use cases including trading strategies, market risk, real options valuation, and forward curve simulation

Conduct quantitative analysis of structured deals to support asset valuation and hedging strategy design in collaboration with traders and structurers

Apply advanced statistical methods to develop scenario analysis and stress-testing tools for portfolio risk assessment

Develop tools to support risk modeling and model validation, leveraging quantitative libraries for independent valuation and risk assessment

Remain agile and responsive to evolving risk management needs, contributing to a broad range of quantitative analysis initiatives

Qualification

Quantitative modelingRisk management toolsStatistical methodsEnergy trading experienceData management toolsAnalytical skillsAgilityCollaboration skillsProblem-solving skillsCommunication skills

Required

Must have legal authorization to work in the US on a full-time basis for any employer

Advanced degree (Master's, MBA, or Ph.D.) in Finance, Economics, Statistics, Mathematics, Engineering, Computer Science or other STEM majors

Design, develop, maintain, and support risk management tools and systems for middle and front office users in a trading environment

Build and enhance quantitative risk analytics libraries for use cases including trading strategies, market risk, real options valuation, and forward curve simulation

Conduct quantitative analysis of structured deals to support asset valuation and hedging strategy design in collaboration with traders and structurers

Apply advanced statistical methods to develop scenario analysis and stress-testing tools for portfolio risk assessment

Develop tools to support risk modeling and model validation, leveraging quantitative libraries for independent valuation and risk assessment

Remain agile and responsive to evolving risk management needs, contributing to a broad range of quantitative analysis initiatives

Preferred

Familiarity with energy commodities ETRM systems (i.e. Endur, Allegro etc.) and experience with Tableau or comparable Analytics platforms is a plus

Benefits

Pension Plan: Enrollment is automatic and at no cost to you. The basic benefit is a monthly annuity to be paid to you in retirement for the rest of your life

Savings Plan: You can contribute between 6% and 20% of your pay and are encouraged to enroll right away. If you contribute at least 6% to your savings plan, the Company will contribute a 7% match

Workplace Flexibility: We have several programs such as “Flex your Day”, providing ad-hoc flexibility around when and where you work, as well as longer-term programs such as leaves of absence and part-time work

Comprehensive medical, dental, and vision plans

Culture of Health: Programs and resources to support your wellbeing

Employee Health Advisory Program: Provides confidential professional counseling for you and your family, including tools and resources promoting mental health and resiliency at no additional cost to you

Disability Plan: Income replacement for when you cannot work due to illness or injury occurring on or off the job. Enrollment is automatic and at no cost to you