Quantitative / Data analyst - #25399


Date: 5 days ago
City: London
Contract type: Full time

For more than 20 years, Talan has been advising companies and administrations, supporting them and implementing their transformation projects in the UK and abroad. With a presence on four continents and a headcount of 5000 consultants, our ambition is to reach the billion turnover by the end of 2024.

Purpose of your role

  • Improve the coverage and the validation of the Risk-Based P&L Explain in the context of FRTB.
  • Define and implement automated tools to analyse issues impacting Risk-Based P&L Explain Validation.
  • Identify a list of priority issues impacting the Risk-Based P&L Explain validation and liaise with IT for resolution.

Your 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 (e.g. 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;
  • Production of indicators allowing to follow the quality of the production, the reception and validation of P&L Explain results;
  • Maintain regular contacts with P&L, IT and Quantitative Research in order to optimize exchanges and deliveries;
  • Organise trainings whenever necessary.


  • Experience working in some Front Office, Research, control or project function within an investment bank
  • 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
  • Expert level in Python
  • Fluent in English


We are also looking for an individual who will be able to succeed in a complex working environment. Specifically the individual should possess the following personal characteristics:

  • Hard worker and result orientated
  • Be a quick learner with the ability to grasp new concepts
  • Comfortable working in a matrix reporting environment
  • Ability to deliver quality work under time pressure
  • Comfortable communicating with senior managers
  • Be a quick learner with the ability to grasp new concepts
  • Look to add value in all tasks performed

Be able to suggest process improvements.

  • Central London: hybrid position
  • Right to work in the UK (no Sponsorship provided)

How to apply

To apply for this job you need to authorize on our website. If you don't have an account yet, please register.

Post a resume

Similar jobs

Communications Assistant

Trinity Laban Conservatoire of Music and Dance, London
£26,836 - £28,688 per year
2 days ago
Communications Assistant Salary: £26,836 to £28,688 p.a. (Including LWA) Post Type: Full-time Contract Type: Permanent FTE: 1 Closing Date: 23.59 hours BST on Thursday 12 October 2023 Interview Date: To be confirmed Reference: 367-23 Trinity Laban Conservatoire of Music and Dance is a forward thinking, contemporary and world-class Higher Education Institution with a vision to redefine the conservatoire for the...

M&E Technical Asset Consultant

Human Capital Solutions, London
£60,000 per year
3 days ago
M&E Technical Asset Consultant -Building Services - to £60K 20% Bonus Package. Are you interested in working for a company that prioritises developing their future talent and has an average 7.5 years' service? Almost 15% of their 180 employees are graduates, demonstrating their investment in training and developing the careers of their engineers. Company: Our client is a professional building...

Customer Project Manager

SES-imagotag SA, London
3 days ago
Who we areSES-imagotag is a tech company, world leader in smart digital labels and IoT solutions for physical commerce. Our VUSION IoT Cloud platform enables retailers to improve their operational efficiency by automating pricing & promotion, boosting product availability, enabling in-store geolocation and optimizing merchandising, while helping associates in their daily tasks (replenishment, order preparation, customer service…). ​VUSION also improves the shopping experience (product search, navigation, in-store mobile services…) while giving consumers a better information at the shelf (product ratings, nutritional information, carbon footprint…).Why join us ?SES-imagotag offers all the benefits from a young and dynamic company:​Cutting-edge innovation, double-digit growth​Happy place to work, with great offices ​Lots of internal recurring events (afterworks, parties, seminars… )​A very global mindset and culture.​And the stability...