14 of 14 PnL Attribution Jobs in England

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 PnL attribution 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 PnL attribution . 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 ❯

Desirable: Background in financial services, particularly within investment banking or asset management. Experience working with time-series data and real-time data processing. Knowledge of risk metrics (VaR, Greeks, PnL attribution) and trading instruments (equities, derivatives, FX, etc.) Please apply within for further details - Matt Holmes, Harvey Nash More ❯

and shared knowledge. What You'll Need Solid knowledge of financial markets products across Rates, FX, Credit, and Money Markets, with a deep understanding of the full trade lifecycle, PnL attribution, and market risk management. Strong grasp of pricing models (including optionality) and the inputs required to calculate PnL and risk metrics, alongside familiarity with the 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, PnL attribution, scenario analysis, etc.) Possesses the ability and desire to learn, adapt and grow. Demonstrates personal humility, respect for others, and trust in their teammates. Capable of More ❯

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&L Attribution & 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 ❯

Data bases such as MSSQL or Postgres Experience of working in a financial institution on trading/risk or middle office desks possibly with exposure to: Value at risk PnL attribution Capable of taking responsibility for delivering significant projects, in particular Liaising with risk analysts and middle officers to understand and gather requirements Design, development, testing and More ❯

Data bases such as MSSQL or Postgres Experience of working in a financial institution on trading/risk or middle office desks possibly with exposure to: Value at risk PnL attribution Capable of taking responsibility for delivering significant projects, in particular Liaising with risk analysts and middle officers to understand and gather requirements Design, development, testing and More ❯

tick-level data, corporate actions (IPOs, Secondary, M&A, Spin-offs, etc.). Apply statistical and Machine Learning methods to solve complex problems. Build risk models and P&L attribution for both systematic and fundamental portfolios. Maintain and improve existing codebase, ensuring robustness and efficiency. Work with central team of Quant engineers to enhance back testing and 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 PnL attribution 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 PnL attribution 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 ❯

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&L attribution, 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 ❯

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 & Loss attribution, 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 ❯

Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedge fund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of More ❯

Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedge fund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of More ❯