Gas Quant Structurer at Shell | United Kingdom | Rezi

Gas Quant Structurer at Shell

Gas Quant Structurer

Shell · United Kingdom

6 days ago

Gas Quant Structurer

Shell · United Kingdom

7 days ago
Resume preview

Impress employers and recruiters.
Choose from hundreds of resume examples.

Target Resume Now

About the Role

We are seeking a highly quantitative professional to join the Gas Deal Structuring team and support the growth of our European gas portfolio. This role offers a unique opportunity to work within an entrepreneurial front‑office team, contributing directly to quantitative modelling, valuation, and transaction structuring across a wide range of gas products.

Responsibilities

  • Develop, own, and continuously enhance pricing models that capture optionality, asset flexibility, and complex payoff profiles.
  • Ensure model robustness through rigorous testing and clear documentation of assumptions, limitations, and calibration methodologies.
  • Contribute to the design and development of production-grade valuation tools, back‑testing engines, and advanced analytics.
  • Deliver robust quantitative valuations, perform sensitivity and stress analyses, and ensure transparent, well‑documented, and defensible pricing outcomes.
  • Propose structuring and hedging solutions that enhance portfolio fit, risk‑adjusted returns and improve capital efficiency.
  • Design innovative structures in response to commercial requirements and evolving market conditions.
  • Build strong relationships with key stakeholders, including Origination and Trading teams, as well as internal functional departments.
  • Prepare analytically robust internal memos and support internal governance and approval processes.
  • Actively contribute to knowledge sharing within the team.

Requirements

  • Strong theoretical foundation and practical experience in quantitative finance, including derivatives, option theory, and numerical methods (e.g. Monte Carlo simulation, PDEs).
  • Strong programming skills with experience in numerical analysis, data analytics, prototyping, and automation.
  • Hands‑on experience in Python is essential; C++ is a plus.
  • Previous experience as a Structurer, Quant, Strat, or Quant Developer in a trading or front‑office environment, with strong pricing expertise.
  • Excellent interpersonal, communication, and presentation skills, with the ability to explain complex concepts to non‑technical stakeholders.
  • Proven ability to manage multiple concurrent deals and projects while collaborating effectively with team members.

Skills

  • Quantitative modelling
  • Valuation
  • Transaction structuring
  • Derivatives
  • Option theory
  • Numerical methods
  • Monte Carlo simulation
  • PDEs
  • Python
  • C++
  • Interpersonal skills
  • Communication skills
  • Presentation skills
  • Azure ecosystem
  • Data engineering pipelines

Location

  • United Kingdom

Work Type

  • Regular
  • Full-time

Experience Level

  • Experienced Professionals

Education Level

  • BSc or MSc in a quantitative discipline such as Mathematics, Computer Science, Engineering, or a related field.
  • CQF qualification is desired but not essential.

Salary/Compensations

  • Competitive starting salary and annual performance related salary increase

Benefits

  • Opportunity to develop skills
  • Environment where we value honesty, integrity, and respect for one another
  • Ability to balance priorities
  • Progress as a person as we work on the energy transition together
  • Continuously grow transferable skills
  • Work at the forefront of technology, trends, and practices
  • Collaborate with experienced colleagues with unique expertise
  • Achieve balance in a values-led culture
  • Benefit from a range of flexible working options
  • Paid parental leave, including for non-birthing parents
  • Join an organisation working to become one of the most diverse and inclusive in the world
  • Grow through diverse career opportunities in national and international teams
  • Gain access to a wide range of training and development programmes

About the Company

  • Shell UK remains one of the North Sea’s biggest producers, supplying around 10% of the UK’s total oil and gas needs.
  • 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.

Equal Opportunity

  • We strongly encourage applicants of all genders, ages, ethnicities, cultures, abilities, sexual orientation, and life experiences to apply.
  • Shell is an Equal Opportunity Employer.
  • Shell is working to advance an inclusive, psychologically safe and accessible environment where people with disabilities can excel.
  • If you require any accommodations or accessibility adjustments (e.g. assistive technology, communication support, or other) during the application or interview process, please let us know when prompted in your application.
  • We strive to ensure that our process and workplace is accessible to everyone and are dedicated to making reasonable adjustments to support your needs.