21 of 21 PnL Attribution Jobs in the UK

Understanding of the market data required to generate risk i.e. yield curves, volatility surfaces, credit curves, correlation matrices, spot fx etcUnderstanding of VAR, historical PNL vector generation, PNL generation, PNL attribution, custom risk scenarios etc CI/CD, unit testing (pytest), and observability tooling.Strong grasp ...

seeking an experienced Senior Python Developer to join our Athena Rates development team to work on Risk and PnL framework in Rates LOB. In this role, you will architect, design, develop, and integrate sophisticated solutions that support trading desks and back office … functions across rates products. You will work at the intersection of technology and finance, delivering high-impact systems that enable critical risk management and profit & loss analysis for our trading operations. Key ResponsibilitiesAs a Senior Python Developer on our team, you will build and maintain robust software solutions for rates ...

this role. JOB DESCRIPTION We are seeking an experienced Senior Python Developer to join our Athena Rates development team to work on Risk and PnL framework in Rates LOB. In this role, you will architect, design, develop, and integrate sophisticated solutions that support trading desks and back office … functions across rates products. You will work at the intersection of technology and finance, delivering high-impact systems that enable critical risk management and profit & loss analysis for our trading operations. Key Responsibilities As a Senior Python Developer on our team, you will build and maintain robust software solutions ...

this role. JOB DESCRIPTION We are seeking an experienced Senior Python Developer to join our Athena Rates development team to work on Risk and PnL framework in Rates LOB. In this role, you will architect, design, develop, and integrate sophisticated solutions that support trading desks and back office … functions across rates products. You will work at the intersection of technology and finance, delivering high-impact systems that enable critical risk management and profit & loss analysis for our trading operations. Key Responsibilities As a Senior Python Developer on our team, you will build and maintain robust software solutions ...

seeking an experienced Senior Python Developer to join our Athena Rates development team to work on Risk and PnL framework in Rates LOB. In this role, you will architect, design, develop, and integrate sophisticated solutions that support trading desks and back office … functions across rates products. You will work at the intersection of technology and finance, delivering high-impact systems that enable critical risk management and profit & loss analysis for our trading operations. Key Responsibilities As a Senior Python Developer on our team, you will build and maintain robust software solutions ...

processes and data flows.· Support regulatory and risk transformation projects.Required Market & Liquidity Risk Knowledge· Market Risk: VaR, Expected Shortfall, Stress Testing, FRTB, P&L Attribution, Risk Sensitivities (DV01, CS01, Vega).· Liquidity Risk: LCR, NSFR, ILAAP, Liquidity Stress Testing, Funding and Treasury Risk.· Understanding of regulatory risk ...

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 ...

strategic initiatives. Drive product onboarding and business expansion initiatives. Financial Performance Calculate and explain daily, monthly, and quarterly P&L Perform P&L attribution and explain drivers of trade and financing costs. Analyse: Margin utilization Funding costs Capital usage. Balance sheet usage Return on Capital ...

functions across rates products. You will work at the intersection of technology and finance, delivering high-impact systems that enable critical risk management and profit & loss (P&L) analysis for our trading operations. Job Responsibilities Build and maintain robust software solutions supporting rates trading activities. Collaborate closely with quantitative … teams. Develop scalable, high-performance Python code to process large volumes of market data and perform complex financial calculations. Implement risk metrics, P&L attribution frameworks, and data pipelines connecting trading systems to downstream consumers. Participate in architectural decisions, code reviews, and technical design sessions to shape ...

experience using Python and/or VBA to analyze time series and automate processes.• Working knowledge of options pricing models, Greeks-based P&L attribution, volatility configurations, and interpolation and extrapolation methodologies.• Experience building and maintaining OTC futures curves.• Experience partnering with Technology teams as a product ...

live P&L, risk metrics, scenario analysis, financing, and cash usage monitoring.Performance & Analytics ReportingProduce analytical reports covering book-level historical performance, P&L attribution, fund-level performance metrics, counterparty exposure, relative value analysis, and commission tracking.Risk AnalysisPartner with Risk teams to enhance and implement risk analytics ...

P&L, risk metrics, scenario analysis, financing, and cash usage monitoring. Performance & Analytics ReportingProduce analytical reports covering book-level historical performance, P&L attribution, fund-level performance metrics, counterparty exposure, relative value analysis, and commission tracking. Risk AnalysisPartner with Risk teams to enhance and implement risk ...

existing workflows;Acquisition of in-depth knowledge of repo markets to improve collateral allocation and funding, balance sheet management, and funding cost P&L attribution;Establishment of a close relationship with Sales and Trading to identify P&L opportunities, propose and implement creative solutions for P ...

transparency; awareness of UK EMIR REFIT and MiFID II transaction and commodity-position reporting.• Knowledge of risk concepts relevant to trading: MTM, P&L attribution, exposure, margin, and credit.• Experience implementing AI or automation-driven solutions to drive efficiencies in trading or back-office workflows.• Experience with ...

/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/ ...

Global Markets. The team develops Python-based solutions on the Bank’s strategic platform, Quartz, and provides independent review and challenge of risk and PnL calculations. The team works across all asset classes (Rates/Commodity/Credit/FX/Equity) and collaborates with Quant, Risk and Front … Office Technology teams to deliver strategic and regulatory programmes, including FRTB IMA, VaR, Strategic Risk and PnL, etc.. The role offers strong exposure to market risk methodologies, regulatory requirements and data testing frameworks.Responsibilities:Design, develop, implement, and maintain market models (e.g. VaR) to ensure accurate measurement of risk exposures ...

Our leading Tier 1 Hedge Fund client is looking to hire an Emerging Markets Risk Manager to join its London-based Investment Risk team, partnering directly with Portfolio Managers across its growing Emerging Markets business. ...

Unrealised P&L Accrual P&L Economic P&L Market-driven valuation impacts Trade-level and portfolio-level P&L attribution Work closely with Finance teams to reconcile and explain Front Office valuation outputs. Investigate and explain valuation discrepancies between Front Office and Finance … Securities Repos/Securities Financing Structured Treasury Products Essential Competencies Functional Front Office trade lifecycle expertise Murex valuation framework P&L explain and attribution Market data and curves Treasury and Capital Markets products Accounting and Finance interactions ...

Want to have real ownership across pricing, curves, P&L attribution and risk? How about doing it at one of the most active commodities trading businesses in the world. In this role you are the bridge between traders, middle office and engineers. You own the curve methodology … Ideally you will bring experience working in pricing and market risk with direct exposure to oil, power or gas markets. Fluency in P&L attribution and your understanding of forward curve construction, curve hierarchy will be used on a day-to-day basis. Tech stack is primarily ...

Role Summary We are seeking a highly motivated Credit & Rates C++ Engineer to join our Fixed Income Technology team in London. This role sits directly alongside Traders and Sales across the European Government Bonds, EUR ...

Company DescriptionSCT resources have a broad range of skills in different technologies. The large skill-set has been made possible by a conscious focus on strengthening our skills base. Every person selected for our team ...