Quantitative Analyst, V&S LNG
Core
Front-office quantitative analyst supporting LNG trading, portfolio optimization, and structured commercial activities across global gas markets.
Role type
Senior IC quantitative analyst (LNG trading & structuring)
Builds
Valuation models, optimization tools, and decision-support solutions for LNG and gas value chains
Domain
Energy trading (LNG, natural gas, shipping, storage)
Deliverable
production ML models | product features
Required skills
Stochastic modeling, option pricing theory, optimization techniques, Monte Carlo simulation, Python, quantitative analytics libraries, data science toolsets, model validation, back-testing, parameter calibration, portfolio analytics, market risk concepts, LNG market knowledge, shipping economics, transportation constraints
Preferred skills
Advanced degree in quantitative field, experience with LNG trading desks/portfolio management, derivative pricing, global LNG market dynamics (Atlantic/Pacific Basin), deal structuring experience
Technologies
Python, quantitative analytics libraries, optimization frameworks, data science toolsets
Responsibilities
Develop and maintain quantitative valuation and optimization models for LNG trading and portfolio management; Partner with traders to provide real-time valuation and optionality analysis; Evaluate and price embedded optionality in LNG supply/offtake agreements and shipping portfolios; Support structuring of commercial transactions including pricing methodologies and exposure analysis; Build analytical frameworks for LNG portfolio optimization across global gas markets; Analyze market relationships to identify value drivers and commercial risks; Advise on hedging strategies and risk mitigation; Conduct model validation, back-testing, and calibration; Collaborate with technology teams to develop scalable analytical solutions; Create valuation tools, optimization frameworks, and dashboards; Communicate valuation methodologies and portfolio impacts to stakeholders.
Seniority
Senior, hands-on IC
