Summary: The Quant Data Analyst Python role involves utilizing expert-level Python skills to develop automated tools for analyzing issues related to Risk-Based P&L Explain Validation. The position requires collaboration with IT and Quantitative Research to prioritize and resolve issues impacting validation processes. This is a long-term contract role with a hybrid working arrangement, allowing for both office and home work. The candidate will also engage in deep analysis and tool creation to enhance P&L Explain accuracy.

Key Responsibilities:

• Deep analysis of Step Reval and Risk Based results, investigating differences to identify and correct issues with the help of IT and Quantitative Research.
• Definition and creation of tools to identify and highlight errors affecting P&L Explains and the correlation between Official P&L and Risk-Based explain.
• Maintain regular contacts with P&L, IT, and Quantitative Research to optimize exchanges and deliveries.
• Engage in a long-term role with an initial 12-month contract.

Key Skills:

• Experience in Front Office, Research, control, or project functions within an investment bank.
• Good understanding of asset classes traded in Global Markets.
• Theoretical knowledge of derivative pricing.
• Working experience with PNL explains and understanding of risk factors (the Greeks).
• Expert level in Python, Excel, VBA, Word, and PowerPoint.

Salary (Rate): 700

City: London

Country: United Kingdom

Working Arrangements: hybrid

IR35 Status: inside IR35

Seniority Level: undetermined

Industry: Other