Quantitative Data Analyst - Python Risk

Posted 01 April 2025
Salary £650 - £700 per annum
LocationLondon
Job type Contract
Discipline Banking & Financial Services
ReferenceBBBH213633_1743510597

Job description

Contract Quantitative Data Analyst - Product Control

Location: London (2-3 days per week in the office)

Contract: 6 months, inside IR35

Purpose:

  • Enhance Risk-Based P&L Explain coverage and validation.
  • Develop automated tools to analyze and resolve validation issues, with a strong emphasis on Python development.
  • Prioritize and address key issues with IT.

Key Responsibilities:

  • Analyze Step Reval and Risk-Based results to identify and correct issues.
  • Create tools using Python to detect errors affecting P&L Explains.
  • Maintain best practices and user guides for P&L accuracy.
  • Design decision-making tools for accurate P&L figures.
  • Monitor production quality and validation of P&L Explain results.
  • Collaborate with P&L, IT, and Quantitative Research teams.
  • Organize training sessions as needed.

Qualifications:

  • Experience in Front Office, Research, control, or project functions within an investment bank.
  • Master's degree in Engineering, Mathematics, Physics, or financial markets.
  • Understanding of asset classes in Global Markets.
  • Knowledge of derivative pricing and risk factors (the "Greeks").
  • Strong communication skills.
  • Proficiency in Python, Excel, VBA, Word, and PowerPoint.
  • Fluent in English.