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’S THE ROLE

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.