Shell Jobs Recruitment 2024 : Hiring Freshers as Market Risk Lead | Salary- up to 8.5 LPA

Published on: November 6, 2024

Shell Jobs Recruitment 2024 : Hiring Freshers as Market Risk Lead | Salary- up to 8.5 LPA| Registration Link Available

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Shell Off Campus Drive for Freshers 2024 : Shell Careers announce Recruitment for Any Post graduate Candidates through its Official Portal for Role of Market Risk Lead – QP (SAS). Interested Jobseeker can go through this Job post to know further details about Shell Hiring 2024 Batch and Apply to the Shell Career Job 2024 through the Registration link available at the end of this post. The more details about Shell Recruitment Drive 2024 Details and Eligibility Criteria and Shell Careers Interview Drive 2024 Pattern 2024 are discussed below.

About Company : Shell is a global energy company with around 87,000 employees in more than 70 countries. We work together to power progress through more and cleaner energy solutions. We serve more than 30 million customers at almost 46,000 retail service stations every day.

Shell’s ‘learner mindset’ environment helps unlock the potential in each of us, creating a supportive, high-performance environment based on openness, curiosity and growth, where you can learn from experiences and build the skills that let you grow today and lead in future.

Shell Off Campus Drive 2024 Details :

Recruitment Authority	Shell
Website	https://www.shell.in/
Job Role	Market Risk Lead – QP (SAS)
Qualification	bachelor’s, master’s or PhD from a recognized university
Experience	0 to 1 years
Salary	up to 8.5 LPA
Job Location	Bengaluru
Time	ASAP

Shell Off Campus Drive 2024 Eligibility Criteria :

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About the job

The Quant Portal (QP) team focuses on the delivery of regular and ad hoc risk metrics and portfolio analytics for the commercial teams, risk management teams and various other stakeholders.

This role’s primary stakeholders are commercial teams and risk managers located in T&S hubs of London, Houston, Rotterdam, Dubai and Singapore as well as risk teams in Finance operations locations in Chennai , Bangalore and Manila. The role focuses on providing pre- and post-deal quantitative market risk analytics to support these teams covering all time zones.

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Principal Accountabilities:

Plan and Conduct the Business-As-Usual analysis and enhancement in the QP application to accommodate the new business actives or the change of market driven by commercial
Ensure the smooth running of daily risk reporting activities on the QP application and the various tools dependent on the QP.
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 market risk operation team to ensure process excellence.
Support Commercial and Risk teams to understand and explain the drivers of the change of the risk metrics such as VaR.
Ensure analytics methods and tools have clear and appropriate documentation.
Provide leadership and support to Risk colleagues, including the Shell Business Operation (SBO) teams based in Chennai and Manila that support the QP and wider Risk team.
Contribute as a Subject Matter Expert (SME) to reporting and analytics related projects as part of the transformation agenda within Risk, for example on any future analytics requirements.
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 T&S.
Partnership with IT organization for expanding their capabilities to support the Shell Finance
Interface with stakeholders in Shell IT, Commercial, Risk Transformation, and broader Risk etc

Technical/Experience Requirements for the role:

Proficiency with SAS is required, and SQL, Python or other programming languages is desirable.
Prior quantitative risk analytics experience desirable, with a deep understanding of at least one commodity market in which T&S operates (e.g. Gas, Power, Emissions, LNG or Oil) and the quantitative risk methods commonly used, including how to apply them and where a simpler approximation might be suitable.
Solid understanding of the calculation algorithm of Value at Risk using different methodology such as parametric method and Monte Carlo Simulation.
Good understanding of the sensitivities of deal price such as different greeks and the impact of different greek;
Be proficient in using SQL query to retrieve data, reading data, and interpreting it.
Be familiar with using at least one popular Energy Trading Risk Management system such as Endur to discover the market prices and check deal structure.
Exposure to work in an Agile or Scrum project working environment.
Exposure to the types of quantitative and data challenges faced in a complex trading environment with multiple ETRM’s and other data sources.
Strong communications skills (both written and verbal), including an ability to concisely explain complex concepts to non-specialist stakeholders in terms of intent and application.
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.

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How to apply for Shell Jobs Hiring 2024 ?

All Interested and eligible candidates can apply for Shell Jobs Hiring 2024 online by registering themselves through the link given below on or before Last Date.

Apply Link : Click Here To Apply

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