Python Quant Data Analyst - Risk PnL - Investment Banking
- Recruiter
- Adlam Consulting Ltd
- Location
- London, United Kingdom
- Salary
- £700 per day
- Posted
- 15 Mar 2023
- Closes
- 29 Mar 2023
- Ref
- 19052932
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
Python Quant Data Analyst - Risk PnL - Investment Banking
Key Responsibilities:
We are looking for an individual who will be able to succeed in a complex working environment. A range of candidates will be considered, including those at the beginning of their careers.
This is a long-term, 12 month, rolling contract.
Inside IR35; Partly Remote (approximately 50%)
Adlam Consulting operates as an Employment Agency & an Employment Business Applicants must be eligible to work in the specified location
Job ref: JSADL03215
- Experience working in some Front Office, Research, control or project function within an investment bank
- Expert level in Python
- Master level in Engineering, Mathematics, Physics or financial markets
- Good understanding across asset classes traded in Global Markets
- Good theoretical knowledge of derivative pricing
- Working experience with PNL explains (Step Revaluation as well as Risk Based Explains) and good knowledge/understanding of risk factors (the Greeks)
- Good written and oral communication skills
- Expert level in Analysis, Development, Testing
- Excellent Excel, VBA, Word and PowerPoint skills
Key Responsibilities:
- Deep analysis of Step Reval and Risk Based results as well as investigations of one-off and structural differences in order to identify and correct pain points (eg booking, market data, pricing, model, etc.) with the help of IT and Quantitative Research;
- Definition and creation of tools helping to identify and highlight errors affecting the Production of P&L Explains (IT or Quantitative Research) affecting the correlation between Official P&L and Risk-Based explain or reducing the level of Risk-Based P&L validation;
- Review and maintain Best Practices, procedures and user guides defining the list of controls which are expected to be followed in order to guarantee the accuracy of the P&L;
- Design tools to help decision making, identification of necessary corrections and actions to be triggered in order to deliver accurate figures in the Explain;
We are looking for an individual who will be able to succeed in a complex working environment. A range of candidates will be considered, including those at the beginning of their careers.
This is a long-term, 12 month, rolling contract.
Inside IR35; Partly Remote (approximately 50%)
Adlam Consulting operates as an Employment Agency & an Employment Business Applicants must be eligible to work in the specified location
Job ref: JSADL03215