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Risk Analyst Quantitative Methods
The Role
Company description
As a global energy company operating in a challenging world, we set high standards of performance and ethical behaviors. We are judged by how we act and how we live up to our core values of honesty, integrity, and respect for people. Our Business Principles are based on these. They promote trust, openness, teamwork, and professionalism, as well as pride in what we do and how we conduct business.
Building on our core values, we aspire to sustain a diverse and inclusive culture where everyone feels respected and valued, from our employees to our customers and partners. A diverse workforce and an inclusive work environment are vital to our success, leading to greater innovation and better energy solutions.
An innovative place to work
There’s never been a more exciting time to work at Shell. Everyone here is helping solve one of the biggest challenges facing the world today: bringing the benefits of energy to everyone on the planet, whilst managing the risks of climate change.
Join us and you’ll add your talent and imagination to a business with the power to shape the future – whether by investing in renewables, exploring new ways to store energy or developing technology that helps the world to use energy more efficiently.
A rewarding place to work
Combine our creative, collaborative environment and global operations with an impressive range of benefits and joining Shell becomes an inspired career choice.
We’re huge advocates for career development. We’ll encourage you to try new roles and experience new settings. By pushing people to reach their potential, we frequently help them find skills they never knew they had, or make career moves they never thought possible.
What’s the role -
The Quantitative Analyst (Americas) role’s primary stakeholders are commercial teams and risk managers located in T&S hubs of London, Houston, Rotterdam, Dubai and Singapore, with global activities. The role focuses on providing pre- and post-deal quantitative analytics to support these teams, in particular covering businesses in the European and Americas’ time zones.
The new Credit Stress Testing & Potential Future Exposure team (PFE team) focuses on the delivery of regular and ad hoc stress testing activities for the Commercial and Risk Management teams. The PFE team also partners closely with the wider Risk and Shell IT teams to contribute to the planning and delivery of risk systems/IT change projects – such as our credit transformation project Global Credit Solution (GCS).
As Quantitative Analyst, you will be responsible for the following duties:
Provide ad hoc advanced analytics at a transaction level such as for the calculation of pre-deal exposures (potential future exposure, expected exposure, expected credit loss etc). Transactions can be long-dated and complex, often with embedded derivatives and may extend into illiquid parts of the curve.
Collaborate with and support Commercial / Credit / Market Risk / Valuation teams with production reporting of complex modelled contracts e.g. complex LNG contract modelling, market risk price stochastic models, structured credit agreements, multi-variate options, as well as other ad-hoc requests from commercial senior management.
Ensure analytics methods and tools have clear and appropriate documentation.
Provide leadership and support to Risk colleagues, including the Shell Business Operation (SBO) teams based in Chennai and Manila that support with daily operational tasks.
Contribute as a Subject Matter Expert (SME) to risk analytics related projects as part of the transformation agenda within Risk
Act as a centre of expertise for SME’s across Risk, providing ‘thought leadership’ and helping them to interpret the quantitative drivers for the portfolio and specific transactions booked in T&S
Interface with stakeholders in Shell IT, Commercial and broader Risk.
What we need from you -
Must have legal authorization to work in US on a full-time basis for anyone other than current employer.
Candidate must have minimum 5 to 7 (five to seven) years working experience in quantitative risk analytics, with a deep understanding of at least one commodity market in which T&S operates (e.g. Gas, Power, Emissions, LNG or Oil)
Bachelor’s degree in any related role is preferred
Certificate in Quantitative Finance (CQF) Preferred
Strong communications skills (both written and verbal), including an ability to concisely explain complex concepts to non-specialist stakeholders in terms of intent and application
Proficiency with SQL, Python, SAS or other programming languages is desirable
Exposure to the types of quantitative and data challenges faced in a complex trading environment with multiple ETRM’s and other data sources
Excellent attention to detail, methodical, organized
Resilient when working under pressure, with the ability to prioritize tasks to meet deadlines and exercise good judgement when providing advice, questioning discrepancies and escalating issues
Learner mindset: innovative and creative, excellent critical thinking and problem-solving capabilities
Please note: We occasionally amend or withdraw Shell jobs and reserve the right to do so at any time, including prior to the advertised closing date. Before applying, you are advised to read our data protection policy. This policy describes the processing that may be associated with your personal data and informs you that your personal data may be transferred to Shell/Shell Group companies around the world. The Shell Group and its approved recruitment consultants will never ask you for a fee to process or consider your application for a career with Shell. Anyone who demands such a fee is not an authorised Shell representative and you are strongly advised to refuse any such demand. Shell participates in E-Verify. All qualified applicants will receive consideration for employment without regard to race, color, sex, national origin, age, religion, disability, sexual orientation, gender identity, protected veteran status, citizenship, genetic information or other protected status under federal, state or local laws. Shell is an Equal Opportunity Employer - Minorities/Females/Veterans/Disability. As a US Federal Contractor, hiring selections are subject to periodic audit review and documentation of your selections should be maintained for a period of three calendar years. It is the policy of Shell in the U.S. (“Shell”) to provide equal opportunity to all individuals, employees and all qualified applicants for employment consistent with employment requirements and qualifications. Shell prohibits discrimination based on race, color, sex, national origin, age, religion, disability, sexual orientation, gender identity, veteran status, citizenship, genetic information, or other protected status under federal, state or local laws. All employees are expected to support this policy and contribute to an environment of equal opportunity. If you need an accommodation for a disability during the resourcing process, please speak with an HR representative.