Our Client:

Our client is a Fortune 500 firm and is a global stock listed energy corporation, and one of the world's largest integrated oil and gas companies. The firm is involved in various aspects of the energy industry, including exploration, production, refining, and marketing of oil and natural gas products. The operation spans from upstream until downstream. With its 40,000+ global employees, the firm reports revenue of more than USD 200 billion where the average net oil-equivalent production is around 2.83 million barrels per day.

The Responsibilities:

This position is part of the Supply and Trading office of the company. You will be working alongside the other Supply and Trading offices strategically based globally. Your responsibilities will include but not limited to:

* Execute, verify, and maintain current and new models and tools, utilizing them for the assessment and enhancement of new LNG agreements/portfolios
* You are to validate embedded optionality, pricing, and conducting risk evaluations to contribute value and facilitate portfolio growth in both liquid and illiquid markets
* Your role encompasses all variations of LNG deal terms, spanning prompt, short-term, and long-term agreements
* Contribute to the optimization of the portfolio by evaluating optionality and risks inherent in the existing LNG portfolio
* Develop and enhance code to meet high-quality standards, involving the review and refinement of pre-existing code within established timelines
* Stay informed about advancements in quantitative models and methodologies, and update models/tools as deemed necessary
* Furnish solid quantitative analyses to support the decision-making process in commercial activities

The Requirements:

* At least Master's Degree in either Quantitative Finance, Engineering, Mathematics, or Statistics from a reputable University
* Experience in derivative pricing is a must. You are to determine the value derived from the performance of the underlying assets ("extrapolating the present")
* Experience in Quantitative Analysis is a must. Career experience related to the energy market is a major plus (LNG, gas, power, or environmental product market).
* Strong foundation in mathematical concepts, including calculus, linear algebra, probability theory, and statistics
* Highly experienced in using a variety of quantitative methods, such as time series analysis, stochastic calculus, and optimization techniques, to build models that can provide insights into market behavior
* Proficiency in programming languages such as Python, R, C++, or Java. Ability to code and implement quantitative models and algorithms
* Ability to communicate model outputs and analysis results in a clear, simple, and concise manner
* 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

What's in it For You?

* Competitive salary in Singapore
* Working for one of the globally acknowledged and structured company within the industry. A truly established and a leader in the industry
* Available avenues to contribute positively for the organization to grow and being recognized for it

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Disclaimer: The Company complies with the Tripartite Guidelines on Fair Employment Practices (TGFEP), including the prevailing guidelines on recruitment. All qualified applicants will be considered for the position regardless of their age, race, religion, nationality, marital status, or family responsibilities. A more detailed discussion of the TGFEP is available on the Tripartite Alliance for Fair and Progressive Employment Practices (TAFEP) website at https://www.tal.sg/tafep

JO Reference: JO-240222-345396