Sobre esta vaga de Senior Quantitative Analyst Market Risk na Shell
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What you will be doing
Investigates and manages large data sets, ensuring consistency and quality and build tools to enable the data to be easily accessed by analysts across Risk.
Contributes to the understanding of the design and utilization of methodologies to assess risk/reward of the portfolio, such as VaR back-testing, p&l stress testing, scenario analysis, market liquidity analysis, Potential Future Exposure (PFE), credit stress testing, cash margining analysis.
Supports the development of complex option valuation model to support ad hoc advanced analytics at a transaction level such as developing ad hoc Monte Carlo option valuation model to support deal valuation and risk management efforts.
Ensures process excellence, identifying inefficiencies, inaccuracies or bottlenecks in Risk processes. Ensuring that error-checking is a natural part of all processes so output is ‘Right First Time’.
The job holder manages the engagement with a large variety of (groups of) stakeholders on an operational level and, at times, contributes at a strategic level.
Works under direct supervision of Manager for moderately complex activities; given broad guidance on operational activities. Decides which approach they take; however, guidance could be provided by more senior colleagues.
Engages in innovative research tasks, support the implementation and development of quantitative solutions for risk management.
Identifies areas of improvement when applying the existing methodology and suggests changes.
What you bring
At least 10 years of relevant working experience
Educational requirement in a Master's Degree or PhD
Experience with both mode development and model validation
Good to have research experience
Fluent in Python, and other coding language, bash shell scripting
Need to be good with Advance statistical analysis and advance mathematics such as partial differential equation, Monte Carlo simulation,
Exposed to Oracle and SQL database
What we offer
You bring your skills and experience to Shell and in return you work with talented, committed people on one of the most important challenges facing our planet. You’ll have the opportunity to develop the skills you need to grow in an environment where we value honesty, integrity, and respect for one another. You’ll be able to balance your priorities as you become the best version of yourself.
Progress as a person as we work on the energy transition together.
Continuously grow the transferable skills you need to get ahead.
Work at the forefront of technology, trends, and practices.
Collaborate with experienced colleagues with unique expertise.
Achieve your balance in a values-led culture that encourages you to be the best version of yourself.
Join an organisation working to become one of the most diverse and inclusive in the world. We strongly encourage applicants of all genders, ages, ethnicities, cultures, abilities, sexual orientation, and life experiences to apply.
Grow as you progress through diverse career opportunities in national and
international teams.
Gain access to a wide range of training and development programmes.
An Inclusive & Progressive Place to Work
To power progress together, we need to attract and develop the brightest minds and make sure every voice is heard. Here are just some of the ways we’re nurturing an inclusive environment – one where you can express your ideas, extend your skills, and reach your potential.
We’re creating a space where people with disabilities can excel through transparent recruitment process, workplace adjustments and ongoing support in their roles. Feel free to let us know about your circumstances when you apply, and we’ll take it from there.
We’re closing the gender gap – whether that’s through action on equal pay or by enabling more women to reach senior roles in engineering and technology.
We’re striving to be a pioneer of an inclusive and diverse workplace, promoting equality for employees regardless of sexual orientation or gender identity.
Shell in India
Shell is a diversified energy company in India with 13,000 employees, and presence in Integrated Gas, Downstream, Power, Renewable and Upstream. Additionally, we have deep capabilities in R&D, digitalisation, and business operations.
Our global strategy, Powering Progress, is designed to generate value for our shareholders, customers, and the wider society, and focuses on creating more value with less emissions. The strategy supports our purpose of providing more and cleaner energy solutions, with the aim of profitably transforming Shell into a net-zero emissions energy business by 2050. As India moves towards its target of net-zero emissions by 2070, Shell India aims to play a leading role in securing vital energy for today, while investing in, and helping to build, the energy system of the future through strategic investments in the country.
Our Lubricants business serves over 50,000 consumers through a strong network of over 200 distributors, and operates an end-to-end value chain that spans conceptualization, development, and production at a world-class blending plant at Taloja. Through our 350-plus retail stations, we offer an integrated mobility experience including fuels, cafes, and convenience stores, with a prominent network of EV recharging facilities.
Shell owns and operates a LNG re-gasification terminal at Hazira, Surat, with a capacity of 5 MTPA and a LNG truck-loading unit that plays a crucial role in helping meet India’s growing demand for gas across sectors. In 2022, Shell acquired Sprng Energy in a $1.55 billion deal to build an integrated energy transition business in the country. Sprng is a leading renewable energy company in India which develops and manages solar, wind, and hybrid power generation facilities and infrastructure.
Our three capability centres across Bangalore and Chennai serve as a technology and innovation powerhouse for Shell globally, working as a delivery engine for core technical, digital, and finance processes: pioneering digital innovation and cutting-edge technologies across the energy sector. We also have strong academic partnerships and collaborations with leading universities and technology institutes to accelerate decarbonization efforts within the energy sector.
We are committed to positively contributing to the communities in which we operate through programmes on STEM Education, Skilling, and Livelihood across India. We nurture and invest in startups developing initiatives focused on accelerating energy innovation through programs such as Shell E4 and Shell Eco-marathon. We also have strategic investments in new energy companies such as Husk Power, d.light, Orb Energy, and Cleantech Solar.
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