Quantitative Analyst
London York Road, United Kingdom
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Shell
Shell is a global group of energy and petrochemical companies. Learn more about Shell on our global website.
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Job Description:
The EED Derivatives team is the market facing trading team for Crude derivatives in WONA.
The team are primarily responsible for execution, exposure management and market making of all Crude derivatives, as well as management of physical optionality and delta hedging.
Key Accountabilities:
- To further develop and maintain the existing EED live prices database, expanding its content (for all of the base data requirements of the team to include options volatilities and skews).
- To further develop the existing EED live prices database increasing efficiency of access for internal systems within EED.
- To further refine our in house live Dated curve to enable expansion of its use within the team and via DSX, including an automatic accuracy check.
- To further develop the tools necessary to increase the teams capability in back testing derivatives strategies.
- To support traders in gathering data, maintaining price database, backtesting, scenario analysis, and identifying trading strategies.
- To assist with automation projects throughout the EED Derivatives team as required.
Essential Skills
- Ability to demonstrate excellent coding skills in Python on relevant projects.
- Strong quantitative skillsets with strong IT skills.
- Strong numeracy with strong analytical capability.
- Ability to investigate trading strategies through structured and established back testing methods, with guidance from traders.
- Working knowledge of core concepts and methods in computational statistics, predictive modelling, and machine learning.
- Degree in quantitative subject (e.g. Science/Mathematics)
- Effective teamwork and communication skills, and the ability to demonstrate their successful application.
- Strong interpersonal skills and professional maturity.
- Ability to demonstrate a learner mindset, self discipline and a strong work ethic.
Other information
- This role requires 100% adherence to all regulatory guidelines, Shell’s Policies & Procedures, Code of Conduct and Compliance Manual
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DISCLAIMER:
* Salary range is an estimate based on our AI, ML, Data Science Salary Index 💰
Tags: Machine Learning Mathematics Python Statistics Testing Trading Strategies
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