Senior Quant Engineer

Overview

Develop and productionise quantitative models for energy trading on Azure.

Key Responsibilities

• software development
• model production
• azure cloud
• code reviews
• data pipelines
• stakeholder engagement

Tasks

-Maintain awareness of emerging engineering methodologies and advancements in artificial intelligence, while continually refining our Agile processes and fostering strong collaborations with academia, IDT, and industry partners. -Mentor and coach other teammates who are upskilling in Quants Engineering. -Work closely with analysts and quants to develop models, providing technical support and guidance. -Produce accurate, performant, scalable, secure software, and support best practices following defined IT standards -Productionise quant models into software applications, ensuring robust day-to-day operation, monitoring and back testing are in place. -Continuously grow the transferable skills you need to get ahead. -Create enterprise grade applications with Python or .NET like web applications on Azure cloud infrastructure with Docker, Kubernetes, automation testing and DevOps (ideally terraform + github actions). -Maintain quality by performing routine health checks, audits, and code reviews to ensure project teams produce clean, maintainable code. -Contribute to community building initiatives like Quant Capability Centre for Shell Energy. -Ensure that documentation and explanations of analytical or modelling results are appropriately tailored to meet the needs of both technical and non-technical audiences. -Work in a highly-collaborative, friendly Agile environment, participate in Agile ceremonies and Continuous Improvement activities. -Evaluate and benchmark all new initiatives prior to developing solutions. -Expand proof of concepts into fully deployable products both within Shell and externally. -Stakeholder engagement: Elicit, validate and translate business requirements from traders and analysts into feasible software application features. -Create, monitor and maintain data pipelines and batch processes (databricks, pyspark, lakehouses, kafka).

Requirements

• python
• cloud
• sql
• phd
• distributed
• ci/cd

What You Bring

-Expert in application design, security, release, testing and packaging -Mastery of concurrent/distributed programming and performance optimisation methods. -Familiarity with e.g. PnL, greeks, volatility, partial derivative, normal distribution -Able to analyse and interpret complex information. -Able to work in a fast-paced front office environment and communicate directly with analysts and traders -Mastery of SQL / no-SQL databases, data pipeline orchestration tools -Good understanding of Trading terminology and concepts (incl. financial derivatives), gained from experience working in a Trading or Finance environment -Commercial skills in Value Assurance, Value estimation and Realization, end-to-end value mapping -Postgraduation /PhD with substantial years’ work experience as software developer /data scientist/ AI engineer. -Mathematics skills, experience working with quantitative methods / probabilistic modelling, preferably in the context of financial derivatives valuation -Knowledge of Information Management, data strategy and governance -Derivatives experience in LNG, Gas or Power Trading -Experienced in Cloud Technologies – Azure / AWS -Risk - Modelling & understanding of risk & risk management -Financial and/or trading exposure particularly energy commodities -Knowledge of Short-term trading, portfolio trading, physical assets trading (CCGT, Wind, Solar, Battery) -Experienced in business analysis, with the capability to convert requirements from traders or quantitative analysts into software product specifications. -Expert in core Python with Python scientific stack / ecosystem (including pandas, numpy, scipy, stats), and a second strongly typed language (e.g.: C#, C++, Rust or Java) -Experienced in Source Control Technologies (including GitHub, Azure DevOps), CI/CD and Test Automation. -Aptitude to provide technical guidance and coaching to users / customers -Degree level in STEM, computer science, engineering, mathematics, or a relevant field of applied mathematics.

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Benefits

-Perform at your best with a competitive starting salary and annual performance related salary increase – our pay and benefits packages are considered to be among the best in the world. -Benefit from flexible working hours, and the possibility of remote/mobile working. -Gain access to a wide range of training and development programmes. -Take advantage of paid parental leave, including for non-birthing parents. -Grow as you progress through diverse career opportunities in national and international teams.

About Shell

-Evolved from a merger of two companies, becoming a global energy leader. -Typically involves deep-water oil and gas projects, large-scale LNG, and EV infrastructure. -Organized into key business units, bridging traditional and emerging energy solutions. -Blends traditional fuels with renewable energy sources to diversify offerings. -Strategic pivots include doubling oil and gas production while scaling back some renewables. -Known for bold moves like sponsoring top sports teams and expanding into new markets.

Sector Specialisms