LNG Valuation and Structuring Quantitative Analyst
Core
Provide independent valuation and risk assessment for long-term LNG SPAs, medium-term structures, and short-term cargo deals, focusing on modeling embedded physical and financial optionality.
Role type
Front Office Quantitative Analyst (LNG Valuation & Structuring)
Builds
Valuation templates, analytics tools, and pricing models for LNG portfolio optimization and corporate projects.
Domain
Energy (LNG) / Financial Markets
Deliverable
production ML models | product features
Required skills
LNG physical & financial optionality modeling, option pricing, curve/volatility modeling, illiquid parameter calibration, back-testing, LNG market mechanics (SPAs, slopes, logistics), Python for pricing tools
Preferred skills
MSc/PhD in quantitative field, Front Office LNG valuation experience, stochastic simulations, scenario analysis
Technologies
Python, stochastic simulations, scenario analysis tools
Responsibilities
Quantify destination, volume, flexibility, and slope-indexed pricing optionality; Support structure design with pricing formulas and payoff logic; Build valuation templates and analytics tools; Advise on hedging strategies for LNG price exposure; Conduct back-testing and assumption validation; Collaborate with technology teams on model deployment
Seniority
Mid-Senior, hands-on IC
