full-time
Senior Quantitative Analyst Market Risk
Shell
- Employer
- Shell
- Location
- Bengaluru, Karnataka, India
- Working pattern
- on-site
About the role
The role involves managing large data sets and developing quantitative tools and models to assess portfolio risk and reward. Key duties include performing stress testing, scenario analysis, and developing complex option valuation models to support risk management efforts. Candidates must have at least 10 years of relevant experience and a Master's or PhD degree. Proficiency in Python, SQL, and advanced mathematics, along with experience in both model development and validation, is required.