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ExxonMobil
ExxonMobil

International oil and gas corporation

Quantitative Market Risk Analyst

RoleOperations
LevelMid Level
WorkOn-site
TypeFull-time
Posted2 months ago
Apply now

Required skills

Python

SQL

About us

At Exxon Mobil, 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 Exxon Mobil 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 canwork** 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 Exxon Mobil’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 Exxon Mobil’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.

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 Exxon Mobil 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 Exxon Mobil, 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, Exxon Mobil 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.

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About ExxonMobil

ExxonMobil

Exxon Mobil Corporation is an American multinational oil and gas corporation headquartered in Spring, Texas, a suburb of Houston. Founded as the largest direct successor of John D. Rockefeller's Standard Oil, the company was formed in 1999, with the merger of Exxon and Mobil.

10,001+

Employees

Irving

Headquarters

$500B

Valuation

Reviews

10 reviews

3.6

10 reviews

Work-life balance

3.8

Compensation

4.2

Culture

3.5

Career

2.8

Management

2.3

65%

Recommend to a friend

Pros

Good benefits and compensation

Good work-life balance

Supportive colleagues and team environment

Cons

Poor management and lack of support

Limited career advancement opportunities

Bureaucratic and slow decision-making

Salary Ranges

11 data points

Mid/L4

Mid/L4 · Production Planning Optimization Engineer

1 reports

$159,364

total per year

Base

$138,403

Stock

-

Bonus

-

$159,364

$159,364

Interview experience

3 interviews

Difficulty

2.3

/ 5

Duration

14-28 weeks

Interview process

1

Application Review

2

HR Screen

3

Hiring Manager Interview

4

Panel Interview

5

Background Check

6

Offer

Common questions

Technical Knowledge

Behavioral/STAR

Past Experience

Safety Protocols

Culture Fit