Senior Quant Engineer
New Today
As the Senior Quant Engineer, you will join the growing Quant Engineering Capability Centre of Shell Energy. This team supports Shell's SLMT trading business with advanced quant engineering solutions. Shell Energy operates one of the largest energy trading platforms globally, with key hubs in Singapore, Dubai, Houston, London, and Rotterdam, trading in natural gas, LNG, electrical power, and environmental products.
You will collaborate with traders and quantitative analysts to transform their models into software applications that support Shell's trading decisions, aligned with best-practice software engineering processes and architectural patterns.
You will develop software applications to transform, scale, and productionise a variety of quantitative and probabilistic financial modelling algorithms. These include computations of risk and return metrics, Black-Scholes models, and Monte Carlo simulations. You will effectively leverage our Azure platform, our Data Lakehouse architecture and Platform Services to create best in class Trading Applications. You will also have line management responsibilities of a very talented and high performing product development team.
What you'll be doing
The Senior Quant Engineer is responsible for coding and understanding complex mathematical models that support trading decisions. This role supports analysts in deploying their models within the Azure cloud framework. A background in scientific or logical reasoning and an understanding of commodities trading are necessary for effective collaboration with analysts and quantitative researchers. This role needs solid software engineering skills, with experience in Python, C#, application architecture and design, automation testing, deployment, cloud infrastructure knowledge, source control, CI/CD, and security.
The primary accountabilities of the Senior Quant Engineer are:
- 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).
- Create, monitor and maintain data pipelines and batch processes (databricks, pyspark, lakehouses, kafka).
- Productionise quant models into software applications, ensuring robust day-to-day operation, monitoring and back testing are in place.
- Stakeholder engagement: Elicit, validate and translate business requirements from traders and analysts into feasible software application features.
- 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
- Expand proof of concepts into fully deployable products both within Shell and externally.
- Work in a highly-collaborative, friendly Agile environment, participate in Agile ceremonies and Continuous Improvement activities.
- Ensure that documentation and explanations of analytical or modelling results are appropriately tailored to meet the needs of both technical and non-technical audiences.
- Mentor and coach other teammates who are upskilling in Quants Engineering.
- Maintain quality by performing routine health checks, audits, and code reviews to ensure project teams produce clean, maintainable code.
- Evaluate and benchmark all new initiatives prior to developing solutions.
- 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.
- Contribute to community building initiatives like Quant Capability Centre for Shell Energy.
What you bring
We are committed to attracting a broader and more diverse pool of candidates. We encourage you to apply even if you do not meet every listed requirement. We value potential, passion and a willingness to learn, and we believe great talent can grow into a role
We are keen to hear from candidates with the following:
- Postgraduation /PhD with substantial years' work experience as software developer /data scientist/ AI engineer.
- Degree level in STEM, computer science, engineering, mathematics, or a relevant field of applied mathematics.
- Good understanding of Trading terminology and concepts (incl. financial derivatives), gained from experience working in a Trading or Finance environment
- 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)
- Expert in application design, security, release, testing and packaging
- Mastery of SQL / no-SQL databases, data pipeline orchestration tools
- Mastery of concurrent/distributed programming and performance optimisation methods.
- Experienced in Cloud Technologies - Azure / AWS
- Experienced in Source Control Technologies (including GitHub, Azure DevOps), CI/CD and Test Automation.
- Mathematics skills, experience working with quantitative methods / probabilistic modelling, preferably in the context of financial derivatives valuation
- Familiarity with e.g. PnL, greeks, volatility, partial derivative, normal distribution
- Financial and/or trading exposure particularly energy commodities
- Experienced in business analysis, with the capability to convert requirements from traders or quantitative analysts into software product specifications.
- Able to work in a fast-paced front office environment and communicate directly with analysts and traders
- Aptitude to provide technical guidance and coaching to users / customers
- Able to analyse and interpret complex information.
- Derivatives experience in LNG, Gas or Power Trading
- Knowledge of Short-term trading, portfolio trading, physical assets trading (CCGT, Wind, Solar, Battery)
- Risk - Modelling & understanding of risk & risk management
- Commodity Modelling - Energy (power, gas, environmental products) and meteorology
- Knowledge of Information Management, data strategy and governance
- Commercial skills in Value Assurance, Value estimation and Realization, end-to-end value mapping
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.
- Benefit from flexible working hours, and the possibility of remote/mobile working.
- 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.
- Take advantage of paid parental leave, including for non-birthing parents.
- 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.
Note: As part of your application, please submit a motivation letter along with your resume. The motivation letter should outline your reasons for applying to this position and how your skills and experiences align with the job requirements. This will help us better understand your interest in the role and your suitability for the position.
We'd like you to know that Shell has a bold goal: to become one of the world's most diverse and inclusive companies. You can get to know more about how we're working towards that goal, click here.
Shell in The United Kingdom
Shell UK remains one of the North Sea's biggest producers, supplying around 10% of the UK's total oil and gas needs. But perhaps the most recognisable face of Shell in the UK is our network of over 1,000 Shell-branded service stations.
In the years ahead, as the UK looks to strengthen energy security and deliver its 2050 net-zero goal, Shell UK aims to play a crucial role. We aim to be a major investor in the UK energy system by helping our customers decarbonise with a focus on transport and industry. #J-18808-Ljbffr
- Location:
- London
- Category:
- IT & Technology
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