Principal Quant Engineer

Shell

Shell

London, UK
Posted on Oct 4, 2024

Are you interested in joining us at Shell Powering Progress for a better future? You'll become a part of a community of experts with diverse capabilities in Information Digital Engineering, working together to turn ideas into reality by integrating AI into every aspect of our organization. This includes enhancing the efficiency of our existing businesses and ensuring our competitiveness as we expedite the development of the next generation of clean energy solutions.

Where you fit in

The Information Data & Analytics (IDA) family comprises of data experts who create significant business value daily through their cutting-edge knowledge. We extract the maximum value from information and data, leveraging our expertise in leading information and data tools along with deep domain knowledge, to provide actionable data-driven insights for Shell.

What’s the role?

With you as a part of our team, we will accelerate our digital journey at Shell. The Principal Quant Engineer will be a crucial member of the recently established Trading & Supply Capability Center (CC) within the IT Digital Engineering VPship. They will play a vital role in shaping the strategy for developing and managing quantitative models in production, ensuring top-notch quality is maintained. Additionally, they will be responsible for mentoring and guiding team members to produce high-quality models and insights while adhering to Shell's quality standards for digital solutions.

Accountabilities:

  • Translating business requirements into software-engineered quant solutions.

  • Developing solutions to address business challenges by leading diverse development teams.

  • Crafting clean and maintainable production-level code, along with tests; the tech stack encompasses (experience with all is not required): Python, GIT, Azure, SQL.

  • Integrating models into production on a regular basis, taking responsibility for delivering quant products in a large-scale operational environment.

  • Managing the product lifecycle, particularly in relation to quantitative development and support.

  • Converting proof of concepts into larger deployable products within Shell and beyond. It's a cycle of innovation, sharing ideas across projects and assets.

  • Collaborating with P&T Research teams, transforming concepts into scalable data products.

  • Taking accountability for identifying new opportunities with business lines, working closely with customers and Product Owners on a day-to-day basis.

  • Thriving in a highly collaborative, friendly Agile environment. Participate in ceremonies and continuous improvement activities. Act as a strategic advisor to the businesses and assist in building the data science roadmap with stakeholders.

  • Ensuring that documentation and explanations of results of analysis or modeling are suitable for both technical and non-technical audiences.

  • Developing the technical and non-technical capabilities of less experienced team members.

  • Being responsible for the supervision and contribution to project work to build machine learning models and digital solutions, providing technical assurance on end-to-end delivery of data science solutions for Shell assets, particularly the machine learning component.

  • Adhering to the principles of delivering quality through the MCDS digital quality initiative. Conducting regular health checks, audits, and code reviews to ensure that clean and maintainable production-level code is being produced by project teams.

  • Evaluating and benchmarking all new initiatives before developing solutions.

  • Staying updated on new engineering practices and technologies, and continuously improving our Agile practices. Also, building and strengthening relationships and alliances in academia, IDT, and industry.

  • Playing a lead role within the broader DS & ML CC. Initiating collaboration with other CCs and championing the setting of best practices.

  • Contributing to community-building initiatives like Centers of Excellence and Communities of Practice.

What we need from you

We are keen to hear from the candidates with below skill set:

  • MSc or equivalent in Statistics, Mathematics, Econometrics or similar discipline with at least 10 years’ relevant experience

  • Ability to write clean, elegant, and maintainable production-level Core Python with Python scientific stack/ecosystem (including pandas, numpy, scipy, stats).

  • A second strongly typed language (e.g.: C++, Rust or Java)

  • Quantitative Skills - Statistical methods to check and investigate numerical data for practical insights

  • Application design, security, release, testing and packaging

  • SQL / no-SQL databases, data lakes, and data pipeline orchestration tools

  • Concurrent/distributed programming and performance optimisation methods

  • Quantitative methods / probabilistic modelling

  • A passion for and expertise in practicing data science to solve real-world customer problems

  • Expertise in understanding of issues in statistics and dependence on data quality

  • Broad experience and knowledge in Statistics, Machine Learning and Data Engineering

  • Leading a quant engineering program hands-on end to end – Conceptualization, Development and Deployment

  • Directly or indirectly leading a team of software/data engineers/ML Engineers

  • Value realization and converting projects to a large program – scaleup and replicate

  • Solid experience in at least one of the following:
    Machine Learning and Statistics
    Probabilistic Modelling (i.e. General Linear Models, Stochastic processes, Bayesian Networks, Hidden Markov Models, Hierarchical Modelling, Time Series Modelling, etc.)
    Algorithms & Optimization (i.e., linear programming, multi-objective optimization, meta-heuristics, etc.)

  • Experience in developing end-to-end models using machine learning for predictive modelling in a business/industry environment, i.e., feature engineering, model creation, evaluation and postproduction support mechanisms.

  • Ability to write clean, elegant and maintainable production-level code in Python/Matlab/R, and experience in version control, testing, refactoring

  • Solid Experience of cloud environment specifically Azure is required.

  • Good knowledge and understanding of Shell.ai, GIT, Azure, CI/CD pipelines

  • Extensive experience working in small, empowered, delivery focused, cross-functional and collaborating teams

  • Excellent oral and written communication skills.

  • Strong interpersonal skills and enthusiasm for teamwork, as well as the ability to work independently.

  • Experience of working in a virtual team and with virtual stakeholders in agile methodology

Nice to have Skills

  • Gas/Power Trading knowledge - Short-term trading, physical assets trading (CCGT, Wind, Solar, Battery)

  • Risk - Modelling & understanding of risk & risk management.

  • Commodity Modelling - Energy (power, gas, environmental products) and meteorology.

  • Knowledge of Information Management, data strategy and governance

  • Commercial skills in Value Assurance, Value estimation and Realization, end-to-end value mapping

Company Description

Shell started operations in the United Kingdom more than 110 years ago. Since then, we have grown into a leading innovative Oil & Energy company that rewards its employees by investing heavily in their careers and learning. Our people are our greatest asset, and our commitment to your career will see you thrive in a work environment that offers an industry-leading development programme. When your ideas travel, Shell will benefit, and innovation will thrive. Shell has a key role to play in helping meet the UK’s growing energy demand, whilst using innovative technologies to develop cleaner energy. We are the largest FTSE 100 company in the UK by market capitalisation and make a significant contribution to the UK economy. As well as processing 35% of the gas coming into the UK, we serve more than four million customers at our filling stations each week. Shell employs some 6,400 skilled staff as well as many contractors.

An innovative place to work

There’s never been a more exciting time to work at Shell.

Join us and you’ll be adding your talent and imagination to a business with the ambition to shape the future – whether by investing in oil, gas and renewable energy to meet demand, exploring new ways to store energy, or developing technology that helps the world to use energy more efficiently, everyone at Shell does their part.

An inclusive place to work

To power progress, we need to attract and develop the brightest minds and make sure every voice is heard. Here are just some of the ways we are nurturing an inclusive environment – one where you can express your ideas, extend your skills, and reach your potential.

  • We’re creating a space where people with disabilities can excel through transparent recruitment process, workplace adjustments and ongoing support in their roles. Feel free to let us know about your circumstances when you apply, and we’ll take it from there.

  • We’re closing the gender gap – whether that’s through action on equal pay or by enabling more women to reach senior roles in engineering and technology.

  • We’re striving to be a pioneer of an inclusive and diverse workplace, promoting equality for employees regardless of sexual orientation or gender identity.

  • We consider ourselves a flexible employer and want to support you finding the right balance. We encourage you to discuss this with us in your application.

A rewarding place to work

Combine our creative, collaborative environment and global operations with an impressive range of benefits and joining Shell becomes an inspired career choice.

We’re huge advocates for career development. We’ll encourage you to try new roles and experience new settings. By pushing people to reach their potential, we frequently help them find skills they never knew they had, or make career moves they never thought possible.