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.
