Lead Products Quantitative Risk Modeler

London, LND, GB

Company Name:  Esso

We are looking for someone who has a strong Quantitative / Risk Management background and has the following qualifications:

Skills and Qualifications

• Advanced degree (Master’s, MBA, or Ph.D.) in Finance, Economics, Statistics, Mathematics, Engineering, Computer Science or other STEM majors.
• Experience/knowledge of Oil Products (Gasoline, Jet Fuel, Heating Oil, etc.) markets
• Highly experienced in Energy Quantitative Risk, Structuring, or Risk Analysis in Energy Commodities and Marketing: crude oil, refined products, power, natural gas, LNG, renewables, environmental products etc.
• Solid understanding of option theory (Option Greeks etc.), Monte Carlo simulation techniques (i.e., PCA) and mathematical optimization methods (i.e., Dynamic Programming).
• Knowledge of global/domestic energy and carbon markets, including fundamentals, origination and deal structuring, trading strategies and related risk management standards and best practices.
• Proficiency in Python, R, MATLAB, or other programming languages. Additionally programming in SQL.
• Credit Risk Modeling experience is a plus.

Preferred Qualifications/ Experience

• Familiarity with energy commodities ETRM systems (i.e., Endur, Allegro etc.) and experience with Tableau or comparable Analytics platforms is a plus.