Market Risk Lead - QP (SAS)

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.

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