Senior Analyst Quantitative Methods

**The Role**:
**Where you fit in**

The new Risk Reporting and Analytics (RRA) team focuses on the delivery of regular and ad hoc risk reporting and portfolio analytics to the commercial teams, the risk management teams and various other stakeholders such as the Trading & Supply Leadership Team (TSLT), Shell Executive Committee (EC) and the production of risk information which will flow into external financial reporting. This includes merging the activities of the previous Enterprise Risk Advisor. The RRA team also partners closely with the Risk Transformation and Shell IT teams to contribute to the planning and delivery of risk systems/IT change projects.

The Senior Analyst Quantitative Methods (Asia) role focuses on providing pre
- and post-deal quantitative risk analytics to support the risk and Commercial teams, in particular covering businesses in the European and Asian time zones.

**What's the role?**
- Provide ad hoc advanced analytics at a transaction level such as for the calculation of pre-deal exposures (potential future exposure, expected exposure, expected credit loss etc). Transactions can be long-dated and complex, often with embedded derivatives and may extend into illiquid parts of the curve.
- Collaborate with and support Commercial / Credit / Market Risk / Valuation teams with production reporting of complex modelled contracts e.g. complex LNG contract modelling, market risk price stochastic models, structured credit agreements, multi-variate options, as well as other ad-hoc requests from commercial senior management.
- Ensure analytics methods and tools have clear and appropriate documentation.
- Provide leadership and support to RRA colleagues, including the Shell Business Operation (SBO) teams based in Chennai and Manila that support with daily operational tasks.
- Contribute as a Subject Matter Expert (SME) to reporting and analytics related projects as part of the transformation agenda within Risk
- Act as a centre of expertise for SME’s across Risk, providing ‘thought leadership’ and helping them to interpret the quantitative drivers for the portfolio and specific transactions booked in Trading & Supply (T&S)
- Interface with stakeholders in Shell IT, Commercial, Risk Transformation, and broader Risk etc

**What we need from you?**

Beyond that, we’d hope to see as many of the following on your CV:

- Exposure to the types of quantitative and data challenges faced in a complex trading environment with multiple ETRM’s and other data sources.
- Excellent attention to detail, methodical, organized.
- Resilient when working under pressure, with the ability to prioritise tasks to meet deadlines and exercise good judgement when providing advice, questioning discrepancies and escalating issues.
- Learner mindset: innovative and creative, excellent critical thinking and problem-solving capabilities.
- ** Proficiency with SQL, Python, SAS or other programming languages is desirable.**

**Company Description**

Shell is one the largest foreign investors in Singapore and began operations in 1891. Today, we have more than 3,200 employees in Singapore alone. The Pulau Bukom Manufacturing Site today is the largest Shell refinery in the world in terms of crude distillation capacity, which makes Singapore a key regional supply and trading centre for Shell in the East. Singapore is the largest petrochemical production and export centre in the Asia Pacific region. Shell Jurong Island (SJI) manufactures petrochemicals to meet the fast-growing demand for these products in the region. We also have one of the largest single-branded retail networks in Singapore, providing customers with a wide range of quality products and services. When you join Shell in Singapore, you can count on our commitment to help you thrive and propel your career by means of our industry-leading development programme and our available and unrivalled pool of local and global experts. Our numerous global and local skill pools as well as our diversity are key to our success and continuing innovation.

**An innovative place to work**

There’s never been a more exciting time to work at Shell.

Join us and you’ll be adding your talent and imagination to a business with the ambition to shape the future - whether by investing in oil, gas, and renewable energy to meet demand, exploring new ways to store energy, or developing technology that helps the world to use energy more efficiently, everyone at Shell does their part.

**An inclusive place to work**

To power progress, we need to attract and develop the brightest minds and make sure every voice is heard. Here are just some of the ways we are 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 circumsta