4 of 4 PnL Attribution Jobs in the South East

Market leading investment firm is assembling a new team to design, implement and operate their next generation intraday firm wide pricing, risk and PnL for all Fixed Income products, covering: Rates, FX, Credit and asset backed securities. The role will breakdown the performance of all Fixed Income portfolios into … various components such as: market movements (Greeks-based PnL attribution), trading activities and other factors to explain the drivers of performance. The role will have significant interaction with senior stakeholders across Core & Trading. Job Responsibilities Break down the performance of all positions into its various components, including … market movements (Greeks-based PnL attribution), idiosyncratic events, trading activities and other factors to explain the drivers of performance, with a focus on fixed income portfolios Prepare performance attribution reports for senior management, highlighting the primary PnL drivers and running ad-hoc detailed analysis More ❯

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 ❯

will bring extensive experience in financial risk, regulatory compliance, and solution design within the BFSI domain . 📌 Key Responsibilities: Lead the backtesting & P&L attribution testing workstream for FRTB IMA. Design front-to-back data sourcing processes from Finance to Market Risk systems. Drive sub-ledger migration More ❯

You’ll Do: Monitor and report risk across power markets Build and automate risk tools (Python essential) Support stress testing, VaR, and P&L attribution Work closely with traders and tech to drive improvements What You’ll Need: 1+ year in market risk or a similar role More ❯