Valuation: Oversee the day-to-day control and valuation of physical natural gas positions, ensuring timely and accurate reporting of P&L and balance sheet movements. P&LAttribution & Analysis: Perform daily analysis of natural gas P&L, attributing and explaining key drivers of variances, including market prices, volumes, and hedging activities. Risk Management Support More ❯
looking for a Senior Software Engineer who relishes working in challenging time-critical environments solving complex problems alongside highly capable peers . Our team operates services providing real-time PnL and Risk monitoring services for a diverse group of trading desks each with varying degrees of portfolio and model complexity . While previous experience in the trading and finance …/RabbitMQ or similar event-based platforms Data structures and design/analysis of algorithms Not required, but a bonus Fixed Income products and Interest Rate derivatives (including Risk, PnLattribution, scenario analysis, etc.) IR derivatives models (Yield Curves, Option Pricing, SABR, etc.) Statistics, discrete mathematics, linear algebra Personal Traits Possesses the ability and desire to learn More ❯
approval by Risk Management Present material for Quarterly Monitoring committees on transaction level experience. Perform regular and ad-hoc investigations into existing processes and data (such as policy data, Profit & Lossattribution, reserving and capital calculations etc.) Collaborate and consult with other groups in L&H and across the wider Swiss Re Group (LHSS, Client Markets, Finance, Risk More ❯
combine financial knowledge with strong programming skills. You'll design and maintain dashboards for real-time and historical risk monitoring, enhance key risk measures such as VaR, P&Lattribution, and stress scenarios, and develop robust data pipelines to support risk modelling and reporting. You'll work closely with cross-functional teams to align analytics with business More ❯
liaising internally with Treasury or with external brokers Review funding usage and manage internal capital distribution records Assist in analysis of trading performance, P&L and risk attribution Assist promptly in adhoc/urgent requests from the trading desks relating to trade bookings or funding requests Engage with developers on projects that further enhance system infrastructure and More ❯
directly. Key Responsibilities Support the trading desk with present value (PV) risk and model usage. Modify and maintain models used for official risk and PV . Investigate and resolve PnLattribution issues. Contribute to bootstrapping and pricing library development. Collaborate closely with traders, risk, and investment teams. Required Skills & Experience 5+ years in a Front Office Quant … years welcomed). Strong experience in Rates (Flow, Structured, Exotic). Proficient in C# ; C++ is a plus. Experience with productionised pricing libraries . Solid understanding of risk and PnLattribution . Candidate Profile Mid to senior-level quant with a proactive, adaptable mindset. Strong communicator with a collaborative approach. Able to work independently and deliver quickly More ❯
Monetisation Quant you will: Pipe every alpha stream through a clean, latency‐aware weighting engine. Build an optimiser for intraday books, factoring capacity, impact and microstructure quirks. Own live PnLattribution and feedback to researchers & traders. Hire and mentor the team that will scale this from “clever prototype” to “firm‐wide PnL driver”. Green‐field. … t it (but we should still chat... see above contact address). If you want to build the engine for alpha combination to make serious impact on already serious PnL, let’s talk. More ❯
Monetisation Quant you will: Pipe every alpha stream through a clean, latency‐aware weighting engine. Build an optimiser for intraday books, factoring capacity, impact and microstructure quirks. Own live PnLattribution and feedback to researchers & traders. Hire and mentor the team that will scale this from “clever prototype” to “firm‐wide PnL driver”. Green‐field. … t it (but we should still chat... see above contact address). If you want to build the engine for alpha combination to make serious impact on already serious PnL, let’s talk. More ❯
understand accounting workflows, reporting requirements and regulatory obligations Translating operational and accounting challenges into clear business requirements Mapping out current fund accountant processes (such as NAV calculations, P&Lattribution, pricing reconciliation etc) and collaborating with technology teams on a back-office system migration project working with specific fund accounting platforms Role is to be based on More ❯