Senior Quantitative Analyst Market Risk

Job description

, IndiaJob Family Group: FinanceWorker Type: RegularPosting Start Date: July 21, 2026Business Unit: FinanceExperience Level: Experienced ProfessionalsJob Description: What you will be doing  • Investigates and manages large data sets, ensuring consistency and quality and build tools to enable the data to be easily accessed by analysts across Risk. • Contributes to the understanding of the design and utilization of methodologies to assess risk/reward of the portfolio, such as VaR back-testing, p&l stress testing, scenario analysis, market liquidity analysis, Potential Future Exposure (PFE), credit stress testing, cash margining analysis. • Supports the development of complex option valuation model to support ad hoc advanced analytics at a transaction level such as developing ad hoc Monte Carlo option valuation model to support deal valuation and risk management efforts. • Ensures process excellence, identifying inefficiencies, inaccuracies or bottlenecks in Risk processes. Ensuring that error-checking is a natural part of all processes so output is ‘Right First Time’. • The job holder manages the engagement with a large variety of (groups of) stakeholders on an operational level and, at times, contributes at a strategic level. • Works under direct supervision of Manager for moderately complex activities; given broad guidance on operational activities. Decides which approach they take; however, guidance could be provided by more senior colleagues. • Engages in innovative research tasks, support the implementation and development of quantitative solutions for risk management. • Identifies areas of improvement when applying the existing methodology and suggests changes. What you bring   • At least 10 years of relevant working experience • Educational requirement in a Master's Degree or PhD • Experience with both mode development and model validation • Good to have research experience • Fluent in Python, and other coding language, bash shell scripting • Need to be good with Advance statistical analysis and advance mathematics such as partial differential equation, Monte Carlo simulation,  • Exposed to Oracle and SQL database What we offer    You bring your skills and experience to Shell and in return you work with talented, committed people on one of the most important challenges facing our planet. You’ll have the opportunity to develop the skills you need to grow in an environment where we value honesty, integrity, and respect for one another. You’ll be able to balance your priorities as you become the best version of yourself.  • Progress as a person as we work on the energy transition together.  • Continuously grow the transferable skills you need to get ahead.  • Work at the forefront of technology, trends, and practices.  • Collaborate with experienced colleagues with unique expertise.  • Achieve your balance in a values-led culture that encourages you to be the best version of yourself.  • Join an organisation working to become one of the most diverse and inclusive in the world. We strongly encourage applicants of all genders, ages, ethnicities, cultures, abilities, sexual orientation, and life experiences to apply.  • Grow as you progress through diverse career opportunities in national and  • international teams.  • Gain access to a wide range of training and development programmes.      An Inclusive & Progressive Place to Work   • To power progress together, we need to attract and develop the brightest minds and make sure every voice is heard. Here are just some of the ways we’re nurturing an inclusive environment – one where you can express your ideas, extend your skills, and reach your potential.  • We’re creating a space where people with disabilities can excel through transparent recruitment process, workplace adjustments and ongoing support in their roles. Feel free to let us know about your circumstances when you apply, and we’ll take it