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.
#J-18808-Ljbffr