Quantitative Analyst, V&S LNG
Core
Provide transparent, independent, and commercially actionable valuation expertise for LNG trading, portfolio optimization, and structured LNG transactions, focusing on identifying, modeling, and pricing embedded physical and financial optionality.
Role type
Senior Quantitative Analyst (LNG Valuation & 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 and destination optionality, option pricing, curve/volatility modeling, Python, probabilistic modeling, scenario analysis, back-testing, illiquid parameter calibration, global LNG market dynamics (Atlantic/Pacific basins, JKM, TTF, Henry Hub).
Preferred skills
MSc/PhD, front office LNG/gas/commodities valuation experience, experience with cross-basin arbitrage flows.
Technologies
Python
Responsibilities
Provide fair valuation and independent risk assessment for LNG transactions including DES/FOB cargoes, storage, reload optionality, and structured deals. Support traders and originators with structure design, cargo optimization, destination/exercise rules, and pricing indexation. Build valuation templates and analytics tools for modeling LNG portfolios and cross-basin arbitrage. Contribute optionality and valuation insight to large global corporate projects and long-term supply agreements. Advise on hedging strategies for complex LNG exposures across global gas hubs. Conduct back-testing, assumption validation, and parameter research for LNG optionality frameworks. Collaborate with quant modeling and technology teams for robust model deployment.
