Physical Supply & Trading
Global origination and cross-regional physical arbitrage execution.
- Sourcing and deal origination with National Oil Companies (NOCs) and major producers
- Cross-market physical arbitrage in East of Suez and West of Suez markets
- Optimization of physical long and short portfolios
Operations & Vessel Logistics
Contractual flexibilities, marine logistics, blending, and trade finance management.
- Charterparty management and shipping optimization
- Structuring volume tolerances, loading operational ratios, and nomination options
- Cost-minimization blending procedures for specified grade requirements
Physical Option Valuation & Structuring
Quantitative modeling to discover and monetize embedded optionality in physical assets and contracts.
- Valuation and enhancement of energy assets and term deals with embedded options
- Gamma scalping option models to monetize volume, timing, and quality flexibilities
- Volatility-based signal entry/exit and sizing models for term contracts
Hedging & Risk Management
Overall trade exposure tracking, quantitative risk analytics, and hedging strategy.
- Integrated book management of physical trade with paper speculation positions
- Constructing forward curves, volatility surfaces, and custom option pricing models
- Daily desk exposure calculations, hedging plan design, and real-time PnL & Greeks analysis
Fundamental & Technical Analysis
Data-driven market intelligence, inter-regional cargo tracking, and trade signal generation.
- Building fundamental Supply & Demand (SnD) balances for global petroleum and energy markets
- Physical barrel counting and inter-regional cargo tracking
- Trade signal generation based on volatility modeling and technical analysis