Gas Quant Structurer
Shell
Greater London, England, United Kingdom
Full-Time
Competitive
OfficeSenior
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Job Description:
What’s 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.
What you’ll be doing
Responsibilities include the following:
Quantitative Modelling: 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.
Deal Valuation & Structuring: 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.
Collaboration & Communication: 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.
What you bring
We are keen to hear from candidates with strong theoretical foundation and practical experience in quantitative finance, including derivatives, option theory, and numerical methods (e.g. Monte Carlo simulation, PDEs). We’d also like to see the following:
BSc or MSc in a quantitative discipline such as Mathematics, Computer Science, Engineering, or a related field.
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.
Prior exposure to European gas markets and gas transactions (e.g. storage, swing contracts, transport, LNG, gas options) is highly desirable.
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.
Working knowledge of the Azure ecosystem and experience building data engineering pipelines is a plus.
After you submit your application, you will receive an email from Shell providing a link to an online assessment (HireVue) that is a mandatory part of the process and has a validity period – please check your spam/junk mailbox if you do not see the email. Once completed, your application will be reviewed to determine next steps. Thank you for your interest in Shell.
What we offer
You bring your skills and experience to Shell and in return you work with talented, committed people on one of the most important challenges facing our planet. You’ll have the opportunity to develop the skills you need to grow in an environment where we value honesty, integrity, and respect for one another. You’ll be able to balance your priorities as you become the best version of yourself.
Progress as a person as we work on the energy transition together.
Continuously grow the transferable skills you need to get ahead.
Work at the forefront of technology, trends, and practices.
Collaborate with experienced colleagues with unique expertise.
Achieve your balance in a values-led culture that encourages you to be the best version of yourself.
Benefit from a range of flexible working options.
Perform at your best with a competitive starting salary and annual performance related salary increase – our pay and benefits packages are considered to be among the best in the world.
Take advantage of paid parental leave, including for non-birthing parents.
Join an organisation working to become one of the most diverse and inclusive in the world. We strongly encourage applicants of all genders, ages, ethnicities, cultures, abilities, sexual orientation, and life experiences to apply.
Grow as you progress through diverse career opportunities in national and international teams.
Gain access to a wide range of training and development programmes.
We are committed to attracting a broader and more diverse pool of candidates. If this position doesn’t feel like the perfect fit for your qualifications right now, we’d still love to hear from you.
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.
Shell in The United Kingdom
Shell UK remains one of the North Sea’s biggest producers, supplying around 10% of the UK’s total oil and gas needs. But perhaps the most recognisable face of Shell in the UK is our network of over 1,000 Shell-branded service stations.
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.
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