Quantitative Analyst – LNG
Core
Own and evolve the optimization logic, constraint formulation, and mathematical engine for a global LNG portfolio valuation platform to support trading decisions, deal structuring, and risk management.
Role type
Senior quantitative analyst (energy commodities)
Builds
Long-term LNG supply and offtake agreements, shipping portfolios, regasification capacity, storage assets, and structured LNG transactions
Domain
Energy (LNG) + Quantitative Finance
Deliverable
production ML models
Required skills
Mixed-integer linear programming, stochastic/dynamic programming, real options pricing, hedging analytics, commodity price forecasting, LNG market mechanics, Python development, model validation, commercial solvers (Gurobi, CPLEX, XPRESS, HiGHS), Pyomo
Preferred skills
Valuing long-term LNG supply and offtake agreements, Forward Freight Agreements (FFAs)
Technologies
Python, Gurobi, CPLEX, XPRESS, HiGHS, Pyomo
Responsibilities
Own and evolve optimization logic and mathematical engine for LNG portfolio valuation; Support deal structuring with independent quantitative challenge; Extend platform for new contract types and pricing structures; Manage solver performance and model scalability; Lead model validation, back-testing, and stress testing; Develop pricing frameworks for optionality (spread options, swing/flexibility valuation); Deliver model outputs including profit attribution and hedging analytics; Collaborate on productionization and data pipeline integrity; Contribute reusable components to shared quantitative library. (via careerplan.io/jobs/REQ-006662-quantitative-analyst-lng-at-conocophillips)
Seniority
Senior, hands-on IC
