Quantitative Analyst – LNG

Job Summary We are seeking a high-caliber Quantitative Analyst to join our team supporting global LNG trading, origination, structuring and portfolio optimization. The position sits within a centralized, multi-commodity quantitative analytics team and your work will directly influence trading decisions, deal structuring, portfolio value extraction, and risk management across cargo optimization, medium-term structures, and long-term SPAs. You will hold model ownership for the optimization and valuation engine at the core of our long-term LNG platform — accountable for optimization logic, constraint formulation, engine mathematics, model performance, and the commercial defensibility of the valuations it produces — and will partner directly with Structuring & Origination on high value, complex transactions. This role may require periodic international travel to our London and Singapore trading offices, up to 10% of the time. Position Overview Key Responsibilities Technical Leadership & Model Development Own and evolve the optimization logic, constraint formulation, and mathematical engine underpinning our LNG portfolio valuation platform. Support deal structuring on complex transactions, providing independent quantitative challenge on methodology, assumptions. Extend the platform to accommodate new contract types, pricing structures, and market features as the origination pipeline evolves, including structures the current model cannot yet represent. Manage solver performance and runtime, model scalability, and the compute economics of running large batches of parallel scenario and optimization cases. Lead model validation and assurance activity: back-testing, stress testing, sensitivity analysis, synthetic and edge-case test construction, benchmarking against accepted external references, and reconciliation of model output against independent calculation. Develop pricing frameworks for optionality that standard valuation does not adequately capture — spread options, swing and flexibility valuation, compound and embedded structures, and non-standard indexation. Deliver model outputs that stand up to scrutiny: intrinsic and extrinsic value decomposition, profit attribution by source, hedging analytics, and stochastic cash flow distributions. Maintain rigorous model documentation, automated test coverage, release notes, versioned assumptions, and calculation lineage sufficient to withstand internal audit and independent peer review. Collaborate with Commercial IT, data engineering, and data science teams on productionization, data pipeline integrity, and release validation — retaining full ownership of the underlying mathematics. Contribute reusable components — curve handling, calendars, optimization building blocks, scenario frameworks — back into the shared multi-commodity quantitative library, and help establish the modeling standards and governance practices that library will run on. Participate in commercial and governance discussions, clearly communicating valuation methodology, optionality drivers, sensitivities, and portfolio impacts to technical and non-technical audiences alike. Success Profile To thrive in this role, you’ll demonstrate the following leadership competencies: Partners Collaboratively - Builds positive relationships based on trust and seeks collaboration across organizational boundaries to achieve goals. Demonstrates Financial/Quantitative Acumen - Understands how key financial and quantitative indicators impact business Thinks Strategically - Analyzes stakeholder needs, global, political, and market trends to understand how they shape the future and impact business results. Required Qualifications Legally authorized to work in the United States. Master's degree or higher in Applied Mathematics, Operations Research, Fi