We are looking for a Quantitative Market Risk Analyst to support ExxonMobil's Risk Management function, developing and maintaining valuation analytics models and reporting processes.
Requirements
- Develop, maintain, and enhance valuation analytics models and reporting processes
- Run, monitor, and validate daily valuation and risk reports
- Investigate anomalies and escalate issues
- Design, build, and maintain automated valuation reports and dashboards
- Conduct quantitative analysis of structured deals
- Model and estimate volatilities and correlations
- Apply advanced statistical analysis
- Maintain, analyze, and validate Value at Risk (VaR) models
- Effectively communicate recommendations on complex quantitative topics
Benefits
- Competitive compensation
- Medical plans, maternity leave and benefits
- Life, accidental death and dismemberment benefits
- Global networking & cross-functional opportunities
- Annual vacations & holidays
- Training and development program
- Tuition assistance program
- Workplace flexibility policy
- Relocation program