Quantitative Analyst - Option Valuation

Chevron is accepting online applications for the position Quantitative Analyst - Option Valuation located in London, Greater London UK through November 11th at 11:59 p.m . Responsibilities for this position may include but are not limited to:

• 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. Identify value drivers and risks inherent in the transactions . Work will cover all types of LNG deal terms - short-, medium-, 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.
  
  Master's degree or above in a quantitative discipline such as Quantitative Finance, Engineering, Physics, Mathematics, Statistics or equivalent.
• Exposure to Energy Markets (e.g., LNG, gas, power, or environmental product markets).
• Option valuing experience in a trading or risk management environment as a Quantitative Analyst is required.
• Good understanding of optimization principles, probability, stochastic calculus, and financial concepts.
• Proficiency in Python / C++ required. Knowledge of additional languages (e.g., Java) is advantageous.
• Good interpersonal skills, both with team colleagues and stakeholders. Proven ability to work within a complex team and stakeholders, experience in working across multiple locations highly desirable.
• Ability to communicate model outputs and analysis results in a clear, simple, and concise manner.
• Fluency in English required.
  
  Chevron regrets that it is unable to sponsor employment Visas or consider individuals on time-limited Visa status for this position.
Workplace Inclusion & Diversity Chevron seeks to attract and develop the brightest minds to support, advance and enable best practices, innovation and evolving the energy landscape.
• Chevron is striving to be an employer of choice and leader for an inclusive and diverse workplace where we are actively supporting the promotion of equality for all employees at all levels
• Chevron is working to close any gender gap where it may exist; equal pay or enabling a representative and meritocratic progression to careers and reaching senior roles across the organisation
• Chevron is focused on growing a culture where people with disabilities can excel through support in role and long-term career opportunities including workplace adjustments.
• Chevron considers itself a learning and flexible employer and want to support everyone to bring their best self to every day, Chevron Corporation is one of the world's leading integrated energy companies. Through its subsidiaries that conduct business worldwide, the company is involved in virtually every facet of the energy industry. Chevron explores for, produces and transports crude oil and natural gas; refines, markets and distributes transportation fuels and lubricants; manufactures and sells petrochemicals and additives; generates power; and develops and deploys technologies that enhance business value in every aspect of the company's operations. Chevron is based in San Ramon, Calif. More information about Chevron is available at www.chevron.com.
Chevron is an Equal Opportunity / Affirmative Action employer. Qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability or protected veteran status, or other status protected by law or regulation.