Senior Specialist Market Risk

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Experience Level:

What's the role

• Ensures daily operations are performed in compliance with the Shell Control Framework, SOX & Financial Reporting requirements; and Shell Trading mandate and policies.
• Maintains and evaluates quantitative market data including price series (from brokers, 3rd parties and trader assessments), volatilities, correlations and volumes.
• Monitors exposure limits daily within the Trading Control Framework and Manual of Authorities (MOA) and keep themselves updated for any changes.
• Conducts analyses to solve repetitive or patterned information and data queries/problems.
• Gathers data, analyses and reports findings using existing formats and will suggest changes to these formats. Resolves disputes and acts as an SME, first escalation level.
• Supports stakeholders in understanding analyses outcomes and using them on topic related to own areas of expertise. Interaction with others demands influencing and persuasion in a tactful manner to explain and advise on performed analyses of information.
• Works within a variety of well-defined procedures and practices. Supervised on progress and results; informs management about analysis outcomes. Works autonomously within this scope, with regular steer required e.g. on project scope and prioritization. May coach less experienced colleagues.
• Provides indirect advice which is further synthesized by senior colleagues.

What you will be doing

• Assist with the daily production of WONA desk and assist traders to tie out their pnl with market movement.
• Complete analysis of most of the product mark-to-market curves price movements to ensure trading system us correct.
• Exposure analysis and Investors profitability reporting exclusively for desk to take trade decisions.
• Monitor exposure limits daily within the trading control framework and manual of authorities (MOA)
• Prepare weekly trade performance slide decks for GM Derivative desk for his weekly meetings
• Work on liquidity reserve calculation in a quarter and ensure that is correctly communicated to trading desk.
• In case of DEX curve error, liaise with business users and technical support to identify, analyze and resolve DEX application issues (ad hoc).
• Ensure daily control is whole like, Late Deals, Bucket deals etc.
• Provide ad hoc analysis by running queries off the Trading Risk Databases
• Ensure activities are carried out with safety awareness and are performed in compliance with external regulation, the Control Framework, SOX and Financial Reporting requirements and Trading mandate and policies.

What we need from you

• Minimum of 5 years of relevant working experience
• Bachelor's Degree or any equivalent
• Strong computing skills (excel, programming, VBA) and analytical abilities
• Experience in Six-Sigma and/or other problem solving methodologies to drive continuous improvement
• Strong analytical skills required; detail and accuracy oriented.
• Strong communications and interpersonal skills
• Experience with risk analysis, value-at-risk, financial derivatives, or physical energy markets would be a plus.
• Demonstrates ability to work with cross-functional work group
• Demonstrates ability to drill down into complex data and must have a keen eye for details
• Must be able to demonstrate creativity in problem solving.
• Highly numerate, logical, able to prioritize and multi-task, and comfortable working in teams.
• Understanding of Oil Markets and trading management information systems; risk management experience is a plus.
• Motivated to resolve conflicting data issues with consideration for overall business impact.

After you submit your application, you will receive an email providing a link to an online assessment that is a mandatory part of the process. The email will come from HireVue - 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.