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1 to 4 of 4 PnL Attribution Jobs
England, United Kingdom Botsford Associates
of the market risk model outputs by performing time series review and stationarity test, Basel traffic light backtesting and VaR breaches explanation, P& L attribution test, pricing model benchmark, and quantification of the materiality of any model limitations (e.g. RNIV). Documenting model implementation details, tests, and more »
London Area, United Kingdom Hybrid / WFH Options CommuniTech Recruitment Group
BA with Risk/ PnL experience. Banking. £100,000 + Discretionary Bonus and Benefits. London Hybrid 2 Days a week. My client is a top tier trading house based in Central London. They are looking for a seasoned BA with extensive Risk and PnL experience. They need someone more »
London Area, United Kingdom Allegis Global Solutions
models. Provide technical guidance and expertise on Market Risk Model related matters Analyse key model performance metrics such as hypothetical backtesting and P& L attribution test (PLAT). Support risk managers in all queries related to VaR and other portfolio risk metrics The holder of the position more »
Greater London, England, United Kingdom Ironshield Capital Management LLP
Company Description Ironshield Capital Management LLP is a investment management firm with a focus on European credit opportunities, founded in 2007. Our investment strategies utilise in-depth research and fundamental value assessments to generate absolute returns. Our investment approach involves more »
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Salary Guide PnL Attribution - 25th Percentile
- £86,250
- Median
- £87,500
- 75th Percentile
- £88,750
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