4 of 4 Remote/Hybrid PnL Attribution Jobs in the UK

working within Agile environments Market Risk Knowledge Experience across some or all of: VaR (Value at Risk) Expected Shortfall FRTB Stress Testing P&L Attribution Risk Sensitivities (DV01, CS01, Vega) Liquidity Risk Knowledge Experience across some or all of: LCR NSFR ILAAP Liquidity Stress Testing Funding & Treasury ...

credit, equity derivatives, structured products or xVA. Practical knowledge of market-risk concepts including VaR, stress testing, scenario analysis, sensitivities/Greeks, P&L attribution and risk limits. Exposure to pricing, MTM, IPV, fair value, valuation adjustments, risk capture, model outputs or P&L explain would ...

/SWIFT), settlement instructions, payment status lifecycle, fee and charge data Trade data models, rate feeds and time‐series storage, position keeping, P&L attribution data Exposure data models, limit hierarchy, breach event data, real‐time risk aggregation feeds Client Onboarding Client master data, KYC/ ...

risk positioning in forward looking market context. Manage market risk framework for the entire FX and FXO businesses, including daily risk reporting, P&L attribution, limit monitoring and escalation across spot, forwards, vanilla options and the full suite of exotic structures. Monitor and analyse risk sensitivities across … model limitations, calibration weaknesses and infrastructure gaps; drive remediation in collaboration with Quantitative Analytics and Technology. Contribute to the ongoing evolution of P&L attribution methodology across the FX and FI derivatives books, ensuring risk explain frameworks keep pace with product and model development. Governance & Stakeholder Engagement ...