Implement, validate, and support existing and new models/tools, and use them to value and optimize new LNG deals/portfolio (including valuation of embedded optionality, pricing, and risk assessment) that add value to, and support growth of, the portfolio in both liquid and illiquid markets. Work will cover all types of LNG deal terms - prompt, short term, and long term.
Support portfolio optimization efforts through valuation of optionality and risks within the existing LNG portfolio.
Deliver high-quality code, including reviewing and improving the existing code within pre-defined deadlines.
Remain knowledgeable about the development of quantitative models and techniques, and upgrade models/tools where appropriate.
Provide relevant quantitative analyses to assist the commercial decision-making process.
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Quantitative Analyst
- Location Singapore
- Job type Permanent
- Salary Negotiable
- Discipline Quantitative Research & Trading
- Reference PR/477857_1707459145