, India

Job Family Group:
Finance

Worker Type:
Regular

Posting Start Date:
July 21, 2026

Business Unit:
Finance

Experience Level:
Experienced Professionals

What you will be doing
- Investigates and manages large data sets, ensuring consistency and quality and build tools to enable the data to be easily accessed by analysts across Risk.
- Contributes to the understanding of the design and utilization of methodologies to assess risk/reward of the portfolio, such as VaR back-testing, p&l; stress testing, scenario analysis, market liquidity analysis, Potential Future Exposure (PFE), credit stress testing, cash margining analysis.
- Supports the development of complex option valuation model to support ad hoc advanced analytics at a transaction level such as developing ad hoc Monte Carlo option valuation model to support deal valuation and risk management efforts.
- Ensures process excellence, identifying inefficiencies, inaccuracies or bottlenecks in Risk processes. Ensuring that error-checking is a natural part of all processes so output is ‘Right First Time’.




- The job holder manages the engagement with a large variety of (groups of) stakeholders on an operational level and, at times, contributes at a strategic level.
- Works under direct supervision of Manager for moderately complex activities; given broad guidance on operational activities. Decides which approach they take; however, guidance could be provided by more senior colleagues.
- Engages in creative research tasks, support the implementation and development of quantitative solutions for risk management.What you bring
- At least 10 years of relevant working experience
- Educational requirement in a Master's Degree or PhD
- Experience with both mode development and model validation
- Good to have research experience
- Fluent in Python, and other coding language, bash shell scripting
- Need to be good with Advance statistical analysis and advance mathematics such as partial differential equation, Monte Ca

📌 Senior Quantitative Analyst Market Risk (Bengaluru)
🏢 Shell
📍 Bengaluru