Quantitative Market Risk Analyst
Singapore, 01, SG
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 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
You will be responsible for developing, maintaining, and enhancing valuation analytics models, automated reports and reporting processes, and quantitative tools that support daily pricing, risk measurement, and financial decision making. This role combines strong quantitative skills with hands on programming ability, analytical thinking, and a high attention to detail.
- Run, monitor, and validate daily valuation and risk reports across multiple energy commodities and Desks
- Review report outputs for accuracy, consistency, and unexpected changes in model behavior or market data.
- Investigate anomalies, reconcile differences, and escalate issues to model owners, risk partners, or IT as required.
- Design, build, and maintain automated valuation reports and dashboards using Python and SQL
- Assist in model documentation, version control, testing, and performance monitoring.
- Conduct quantitative analysis of structured deals to support market-based asset valuations and design hedging strategies.
- Model and estimate volatilities and correlations, both historical and implied.
- Apply advanced statistical analysis into the design, analysis, implementation, and refinement of scenario analysis and stress test methodologies and tools.
- Provide analytical support, explain valuation movements, and deliver insights to senior stakeholders.
- Maintain, analyze, and help validate Value at Risk (VaR) models capable of handling complex transactions and assets modelling. Assess existing models and ensure that they are “fit for purpose”.
- Effectively communicate recommendations on complex quantitative topics to a variety of constituents, including Management, Traders, Originators and Risk Management.
- Work on Quantitative Analysis topics and reports as required based on evolving needs of this dynamic Risk organization
About you - Skills and Qualifications
- Must have legal authorization to work in the Singapore 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.
- Highly experienced in Quantitative Risk, Structuring, or Risk Analysis
- Good understanding of option theory (Option Greeks etc.), Monte Carlo simulation techniques (i.e., PCA) and mathematical optimization methods (i.e., Dynamic Programming).
- Proficiency in Python preferably, or other programming languages like R, MATLAB etc.
- Degrees & certifications required for the job should be listed here, listing ‘B.S. or equivalent work experience’ in this section is acceptable if an actual degree is not required
Preferred Qualifications/ Experience
- Highly experienced in Energy Quantitative Risk, Structuring, or Risk Analysis in Energy Commodities and Marketing: crude oil, refined products, power, natural gas, LNG, renewables, environmental products etc.
- Knowledge of global/domestic energy and carbon markets, including fundamentals, origination and deal structuring, trading strategies and related risk management standards and best practices.
- Additionally, programming in SQL is preferable.
- Credit Risk Modeling experience is a plus.
- Familiarity with energy commodities ETRM systems (i.e., Endur, Allegro etc.) and experience with Tableau or comparable Analytics platforms is a plus.
Your Benefits
An ExxonMobil career is one designed to last. Our commitment to you runs deep our employees grow personally and professionally, with benefits built on our core categories of health, security, finance and life. We offer you:
- Competitive compensation
- Medical plans, maternity leave and benefits, life, accidental death and dismemberment benefits
- Global networking & cross-functional opportunities
- Annual vacations & holidays
- Training and development program
- Tuition assistance program
- Workplace flexibility policy
- Relocation program
Alternate Location:
Nothing herein is intended to override the corporate separateness of local entities. Working relationships discussed herein do not necessarily represent a reporting connection, but may reflect a functional guidance, stewardship, or service relationship.
Exxon Mobil Corporation has numerous affiliates, many with names that include ExxonMobil, Exxon, Esso and Mobil. For convenience and simplicity, those terms and terms like corporation, company, our, we and its are sometimes used as abbreviated references to specific affiliates or affiliate groups. Abbreviated references describing global or regional operational organizations and global or regional business lines are also sometimes used for convenience and simplicity. Similarly, ExxonMobil has business relationships with thousands of customers, suppliers, governments, and others. For convenience and simplicity, words like venture, joint venture, partnership, co-venturer, and partner are used to indicate business relationships involving common activities and interests, and those words may not indicate precise legal relationships.
Job Segment:
Sustainability, Risk Management, Computer Science, Database, SQL, Energy, Finance, Technology