Shell Energy UK is seeking a Gas Quant Structurer to enhance its European gas portfolio through quantitative modeling and deal structuring. The ideal candidate should possess strong quantitative finance skills, experience in gas transactions, and excellent communication abilities, offering a competitive salary and a supportive work environment
Job Summary
This role offers a unique opportunity to work within an entrepreneurial front-office team contributing directly to quantitative modelling and valuation.
Candidates will develop robust pricing models capturing optionality, asset flexibility, and complex payoff profiles across a wide range of gas products.
The position provides competitive starting salary, annual performance-related increases, and flexible working options within a values-led culture.
Matching Summary
Match Score: 85
Shell Energy UK is seeking a Gas Quant Structurer to enhance its European gas portfolio through quantitative modeling and deal structuring. The ideal candidate should possess strong quantitative finance skills, experience in gas transactions, and excellent communication abilities, offering a competitive salary and a supportive work environment.
Salary
Competitive starting salary; Annual performance related salary increase; Paid parental leave and flexible working options
Skills & Requirements
Must-have
Python programming skills
Derivatives and option theory knowledge
Monte Carlo simulation expertise
Gas market transaction experience
Numerical methods proficiency
Nice-to-have
C++ programming background
Azure ecosystem knowledge
Data engineering pipeline experience
Strong communication with non-technical stakeholders
European gas storage and LNG familiarity
Key Requirements
BSc or MSc in Mathematics, Computer Science, or Engineering
Previous experience as Structurer, Quant, Strat, or Quant Developer