Crude and Products V&S
Core
Provide independent valuation and risk assessment for complex crude and products deals, focusing on embedded physical and financial optionality across storages, swing contracts, and transportation assets.
Role type
Front Office Valuation and Structuring Quantitative Analyst
Builds
Valuation templates, analytics tools, and robust optionality models (stochastic methods, scenario analysis)
Domain
Energy & Commodities (Crude Oil & Products)
Deliverable
production ML models | product features
Required skills
Crude oil market analytics, global crude oil flows, macroeconomic trends, commodity pricing, SQL, Python, Excel, Power BI, supply & demand modeling, optionality modeling
Preferred skills
Derivatives trading, physical market operations, stochastic methods, illiquid curve analysis
Responsibilities
Provide fair valuation and independent risk assessment for complex crude and products deals; Support traders and originators with structure design, payoff logic, pricing, and sensitivities; Build valuation templates and analytics tools with strong optionality modelling capabilities; Advise on hedging strategies for exotic and optionality rich structures; Conduct back testing, assumption validation, and parameter research; Collaborate with quant modelling/technology/data teams for model deployment.
Seniority
Mid-Senior, hands-on IC
