Jobs

Quantitative Analyst - Option Valuation.


Job details
  • Chevron
  • London
  • 3 weeks ago
Applications closed

Chevron is accepting online applications for the positionQuantitative Analyst - Option Valuationlocated in London, Greater London UK throughDecember 18that 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.

Relocation Options:

Relocationwill not beconsidered.

International Considerations:

Visa Sponsorshipmay beconsidered.

Chevron regrets that it is unable to sponsor employment Visas or consider individuals on time-limited Visa status for this position.

Workplace Inclusion & Diversity

Chevron seeks to attract and develop the brightest minds to support, advance and enable best practices, innovation and evolving the energy landscape.

Chevron is striving to be an employer of choice and leader for an inclusive and diverse workplace where we are actively supporting the promotion of equality for all employees at all levels

Chevron is working to close any gender gap where it may exist; equal pay or enabling a representative and meritocratic progression to careers and reaching senior roles across the organisation

Chevron is focused on growing a culture where people with disabilities can excel through support in role and long-term career opportunities including workplace adjustments.

Chevron considers itself a learning and flexible employer and want to support everyone to bring their best self to every day

Chevron is an Equal Opportunity employer. Qualified applicants will receive consideration for employment without regard to race, color, religious creed, sex, sexual orientation, gender identity, gender expression, national origin or ancestry, age, mental or physical disability, military or veteran status, political preference, marital status, citizenship, genetic information or other status protected by law or regulation.

We are committed to providing reasonable accommodations for qualified individuals with disabilities. If you need assistance or an accommodation, please email us at <

Chevron participates in E-Verify in certain locations as required by law.

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