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Combine our creative, collaborative environment and global operations with an impressive range of benefits and joining Shell becomes an inspired career choice.
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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