Quant jobs / ExxonMobil

Lead Crude Quantitative Risk Modeler

ExxonMobil’s crude-market modeller develops valuation and risk methods for trading decisions. The work includes real options, forward-curve simulation and structured-deal analysis.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Develop and validate crude valuation models
Simulate forward curves and real-option exposures
Estimate volatility and correlation inputs
Improve stress scenarios and explain model recommendations

What they ask for

Required

Quantitative valuation and risk modelling
Advanced statistical analysis
Volatility and correlation estimation
Structured-deal analysis
Technical communication to trading users

Education: No formal degree requirement is specified.
Experience: Lead-level modelling role; the posting publishes no minimum years or degree.
Markets: commodities, options

How to prepare

Build a forward-curve simulation and validate its statistics
Explain real-option value in a crude asset or contract
Design a stress scenario and review its model limitations

What to study

The Energy Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on ExxonMobil’s site before applying: requirements, location and pay can change after we check them.

View the posting on ExxonMobil’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with ExxonMobil and doesn’t handle applications.