Quantitative Analyst, V&S LNG
Core
Quantitative Analyst supporting LNG trading, portfolio optimization, and structured LNG transactions with a focus on valuation and optionality analysis.
Role type
Senior IC quantitative analyst (LNG trading & structuring)
Builds
Valuation templates, analytics tools, and optimization models for LNG portfolios and structured deals.
Domain
Energy (LNG) + Financial Engineering
Deliverable
production ML models | product features
Required skills
LNG valuation, cargo optimization, shipping optionality, option pricing, curve/volatility modelling, Python, probabilistic modelling, scenario analysis, back-testing, illiquid parameter calibration, global LNG market dynamics (Atlantic/Pacific basins, JKM, TTF, Henry Hub), cross-basin arbitrage.
Preferred skills
MSc/PhD, front office LNG/gas/commodities experience, advanced Python for scalable analytics.
Responsibilities
Provide fair valuation and independent risk assessment for LNG transactions (DES/FOB, storage, reload optionality); Support traders with structure design, exposure mapping, and commercial explanation of optionality; Build valuation templates and analytics tools for portfolio modelling and shipping optimization; Contribute insight to global corporate projects (long-term supply agreements, cross-basin optimization); Advise on hedging strategies for complex LNG exposures; Conduct back-testing and parameter research for LNG optionality frameworks.
Seniority
Senior, hands-on IC
