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.