Quantitative Analyst

Description:

Chevron is accepting online applications for the position Quantitative Analyst - Option Valuation located in London, Greater London UK through November 11th at 11:59 p.m.

Responsibilities for this position may include but are not limited to:

• Implement, validate, and support existing and new models/tools, and use them to value and optimize new LNG deals/portfolio (including valuation of embedded optionality, pricing, and risk assessment) that add value to, and support growth of, the portfolio in both liquid and illiquid markets. Identify value drivers and risks inherent in the transactions. Work will cover all types of LNG deal terms - short-, medium-, and long- term.

• Support portfolio optimization efforts through valuation of optionality and risks within the existing LNG portfolio.

• Deliver high-quality code, including reviewing and improving the existing code within pre-defined deadlines.

• Remain knowledgeable about the development of quantitative models and techniques, and upgrade models/tools where appropriate.

• Provide relevant quantitative analyses to assist the commercial decision-making process.

Required qualifications:

• Master’s degree or above in a quantitative discipline such as Quantitative Finance, Engineering, Physics, Mathematics, Statistics or equivalent.

• Exposure to Energy Markets (e.g., LNG, gas, power, or environmental product markets).

• Option valuing experience in a trading or risk management environment as a Quantitative Analyst is required.

• Good understanding of optimization principles, probability, stochastic calculus, and financial concepts.

• Proficiency in Python / C++ required. Knowledge of additional languages (e.g., Java) is advantageous.

• Good interpersonal skills, both with team colleagues and stakeholders. Proven ability to work within a complex team and stakeholders, experience in working across multiple locations highly desirable.

• Ability to communicate model outputs and analysis results in a clear, simple, and concise manner.

• Fluency in English required.