Python Quant Data Analyst - Risk PnL - Investment Banking

Adlam Consulting Ltd
London, United Kingdom
£700 per day
15 Mar 2023
29 Mar 2023
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Python Quant Data Analyst - Risk PnL - Investment Banking
  • 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
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