Lead Products Quantitative Risk Modeler

About this role

About us At ExxonMobil, our vision is to lead in energy innovations that advance modern living while reducing emissions. 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 and how we can work together

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 Oil Products (Gasoline, Jet Fuel, Heating Oil, etc.) 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 co

Apply for this role on ExxonMobil’s official careers site.