2 of 2 Permanent Probabilistic Modelling Jobs

support Shell's trading decisions, aligned with best-practice software engineering processes and architectural patterns.You will develop software applications to transform, scale, and productionise a variety of quantitative and probabilistic financial modelling algorithms. These include computations of risk and return metrics, Black-Scholes models, and Monte Carlo simulations. You will effectively leverage our Azure platform, our Data Lakehouse … both within Shell and externally. Work in a highly-collaborative, friendly Agile environment, participate in Agile ceremonies and Continuous Improvement activities. Ensure that documentation and explanations of analytical or modelling results are appropriately tailored to meet the needs of both technical and non-technical audiences. Mentor and coach other teammates who are upskilling in Quants Engineering. Maintain quality by … in Cloud Technologies - Azure/AWS Experienced in Source Control Technologies (including GitHub, Azure DevOps), CI/CD and Test Automation. Mathematics skills, experience working with quantitative methods/probabilistic modelling, preferably in the context of financial derivatives valuation Familiarity with e.g. PnL, greeks, volatility, partial derivative, normal distribution Financial and/or trading exposure particularly energy commodities More ❯

skills in Python (NumPy, PyTorch or TensorFlow, SciPy, pandas). In-depth knowledge of machine learning for time-series, including RNNs, LSTMs, GRUs, transformers, attention mechanisms. Solid understanding of probabilistic models (HMMs, Bayesian inference, graphical models). Experience designing or adapting dynamic programming algorithms. A graduate degree (PhD or MSc) in Computer Science, Mathematics, Physics, Bioinformatics, or a related More ❯