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Market Risk Insights Manager

Shell

Global energy giant exploring, producing, refining and marketing oil, gas, petrochemicals and low‑carbon solutions.

Lead market risk integration, valuation, controls and analytics for Shell Trading.

2d ago

Expert & Leadership (13+ years), Experienced (8-12 years)

Full Time

Chennai, Tamil Nadu, India

Hybrid

Company Size

103,000 Employees

Service Specialisms

Exploration

Production

Refining

Marketing

Trading

Chemicals

Biofuels

Lubricants

Sector Specialisms

Energy

Lubricants

Oil and Gas

Renewable Energy

Natural Gas

Liquefied Natural Gas

Gas to Liquids

Low-carbon Energy Solutions

Role

What you would be doing

risk measurement

control development

data integrity

limit monitoring

process automation

valuation modeling

Provide analysis, review and comments on New Business Proposals. Where applicable, provide peer review and challenge to the deal proposals for other businesses. Ensure that the systems and support functions are ready for when trading commences.
Develop new controls where necessary to support appropriate operations and assurances for Finance and Trading.
Ensure development of industry leading and standard risk measurements techniques across all lines of business.
Provide independent advice and guidance on the level of risk/return in the business and whether this is congruent with the agreed level of risk appetite.
Ensure data integrity and fidelity designs of PDS are future proof working with Heads of PDS, Credit, GCS and other projects across Shell Trading and Finance.
Produce ad-hoc analysis to explain P&L or exposure changes to Front Office, assist them with queries and requests for system setup changes.
Produce executive level summary of T&S performance, risk emergence, stress scenario etc for CFO, EVPs and CRO of Shell.
Ensure new processes being set up, new business integration with Trading or coming under the purview of Market Risk, new finance controls being designed, etc are consistency being adopted and used across all of T&S.
Ensure that Market Risk fulfils its role as an independent “check and balance” function and is viewed as such by other parts of the organization.
Assist in limit setting and monitoring of the T&S business, but equally play a key role in limit setting globally across the Trading and Supply business. Ensure that all trading activities remain within mandated limits, and escalate appropriately if they are exceeded.
Support Global Market Risk Manager to develop new capabilities in ETRMs or Market Risk tools
Define and advance analytical mindset and behaviours by providing support for training and learning opportunities to analysts to enhance their understanding of trade book strategies, complex deals, trading and risk mandates, and market fundamentals.
Develop and apply fair economic value principles across the all of T&S business, coordinating across the global risk managers to ensure consistent application. This includes providing modelling support and challenge with stakeholders on valuation inputs and parameters.
Drive understanding of the design and utilization of methodologies to assess risk/reward of the portfolio, including VaR back-testing, stress testing, scenario analysis, liquidity analysis.
Identify risks, look at model and portfolio assumptions, market inputs, pricing issues, valuation parameters and instrument types.
Carry out the review and execution of SOX controls within their organization, and manage communications with auditors after they are completed.
Support digitalization and automation to smooth the flow of information across the business and to remove manual tasks.
Understand and explain changes in VaR by breaking down the impact by its underlying drivers, and ensuring that the VaR accurately reflects the positions taken and volatility of the relevant market.
Promote a culture of continuous improvement across all levels of the organization by having courage to challenge established processes. This includes identifying inefficiencies in local and global operations and opportunities to streamline and automate shared processes and interfaces.
Work with the Valuation and Quantitative Analytics teams to understand and model embedded physical optionality and how optimization of physical portfolios changes exposures.

What you bring

risk management

powerpoint

degree

quantitative