Shell is seeking a Gas Quant Structurer in the UK to enhance their European gas portfolio through quantitative modeling, valuation, and transaction structuring. The ideal candidate will have a strong background in quantitative finance, programming skills, and relevant experience in gas markets
Job Summary
The role involves developing and maintaining pricing models that capture asset flexibility and complex payoff profiles for the European gas portfolio.
Candidates will deliver robust quantitative valuations and propose innovative hedging solutions to enhance risk-adjusted returns.
The position offers a competitive starting salary, annual performance-related increases, and flexible working options within a values-led culture.
Matching Summary
Match Score: 85
Shell is seeking a Gas Quant Structurer in the UK to enhance their European gas portfolio through quantitative modeling, valuation, and transaction structuring. The ideal candidate will have a strong background in quantitative finance, programming skills, and relevant experience in gas markets.
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 experience
Gas market transaction exposure
Nice-to-have
C++ programming proficiency
Azure ecosystem working knowledge
Data engineering pipeline experience
Strong communication with non-technical stakeholders
Key Requirements
BSc or MSc in Mathematics, Computer Science, Engineering, or related field
Prior experience as Structurer, Quant, Strat, or Quant Developer