Location: Singapore
Sector: Oil & Energy trading
Be part of the Models and Valuation Group, it serves as a centre of quantitative excellence within the company, providing advanced expertise across a broad range of commercial modelling and decision-support activities. The team’s capabilities span deal structuring and valuation, financial engineering, Optimisation, and complex analytical decision-support frameworks.
The group operates across multiple areas of the business, supporting Front Office and Middle Office functions. You will have close collaboration with Front Office Traders and Analysts, as well as Market Risk, Credit and Counterparty Risk, Internal Audit, and Product Control teams. It involves extensive cross-functional engagement to ensure robust governance, strong risk oversight, and the maintenance of a disciplined control environment.
Expert support for the company’s derivative valuation engine, In particular nonlinear deals both structured and vanilla exchange transactions.
Develop and implement a methodology for the estimation of non-observable market parameters required for complex structured deal valuation.
Support the buildout of an advanced risk and valuation platform for The Business, including portfolio analysis, VaR and credit modelling.
Work with other functions (internal and external) to ensure that valuation methodologies and processes are reviewed and validated
Provide technical leadership to ensure accurate and appropriate risk identification, measurement and controls process design for The Company’s portfolio
Review and provide insight of the quantitative trading strategies deployed by the quantitative trading desk
Build a culture within The Company recognizing this group as centre of excellence for technical expertise
Technical Expertise
Advanced knowledge of financial derivative and option theory as applied to commodity markets, including Stochastic price processes, Parameter estimation, and Valuation techniques encompassing closed form and monte carlo methods.
Comfortable with a range of Value at Risk methodologies and related risk measures.
Highly IT literate proficient in a range of development language and scientific languages, such as R, Matlab, Python (including numpy and pandas)
Experience with a classical development language such as C/C++/C# would be an advantage
Some experience with the use of and deployment to cloud platforms such as Azure would be helpful.
Advanced expertise with office productivity tools such as Excel and VBA is expected.
Bachelor’s Degree in finance, mathematics or related quantitative discipline
At least 5 to 10 years’ experience in energy market risk management within an investment bank or energy trading company
Indept knowledge of global commodity markets for physical and derivative products, i.e. LNG, Coal, Freight, pipeline gas and electricity markets would be useful.
Some understanding of the deal life cycle process particular as related to option transactions, including booking and expiry processes.
Valuation of structured transactions, including identifying the risks, building a model, of the valuation and hedge parameters, sharing and getting buying of the results with the commercial team leading to successful execution
A commercial and technically minded person, interested in business problems and deploying advanced technical skills to resolve business issues
Strong communication and interpersonal skills, including the ability to accurately communicate complex technical information in an accessible manner to all audiences
Your profile will not be shared with any client without your consent. Please note that only shortlisted candidates will be contacted.