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1 to 3 of 3 Permanent 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 Anson McCade
Senior Quant Developer ROLE DESCRIPTION Our client is looking for an experienced C++/Python developer specialising in Structured Equity Derivatives with the ability to lead small teams. You will be expected to: Assist the design and implementation of pricing 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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