22 of 22 PnL Attribution Jobs in the UK

market data required to generate risk (yield curves, volatility surfaces, credit curves, correlation matrices, spot FX, etc.). Understanding 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 Responsibilities As a Senior Python Developer on our team, you will build and maintain robust software solutions ...

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 ...

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

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 ...

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 ...

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 ...

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 ...

investigation and collaboration with relevant teams. Preparation of daily Exposure and Spread reporting for the Investment team daily. Preparation of daily asset P&L attribution and derivative valuations analysis for the Investment team. Traded Risk monitoring, including DV01 and PV01. Preparation of Liquidity and Collateral reporting ...

Build and operate data and analytics services that power critical markets risk decisions at scale. In this senior, hands-on role, you will lead complex engineering initiatives across a modern cloud and big data stack ...

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 ...

allocation and funding, balance sheet management, and funding cost P&L attribution. Establishment of a close relationship with Sales and Trading to identify PnL opportunities, propose and implement creative solutions for P&L generation. Close collaboration with other Strats groups to consolidate resources and push for strategic ...

/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/ ...

J.P. Morgan is seeking an experienced Senior Athena Python Developer to join the Rates division, focusing on Risk and PnL delivery. You will architect, design, and implement scalable systems that support trading desks and back-office functions across rates products. You will collaborate with quantitative analysts, traders, and risk … managers to integrate front, middle, and back-office processing, delivering high-impact code for risk metrics, PnL attribution, and data pipelines in a fast-paced #J-18808-Ljbffr ...

Goldman Sachs London is seeking an associate for Product Control to become an expert in valuation, P&L attribution, and disclosures for trading activities. You will perform daily to quarterly analyses, verify prices, assess new trades for accounting treatment, and collaborate with the reporting team on external ...

Saragossa in the United Kingdom (Slough) seeks a pricing and risk specialist who owns curve construction, P&L attribution, and how marks move the numbers. You will bridge traders, middle office and engineers, driving intraday capabilities and AI-enabled tooling that changes how the team operates. Experience ...

researchers to deliver solutions. Key Responsibilities: Prototype and validate quantitative workflows end-to-end - from data retrieval and signal construction through to strategy evaluation, PnL simulation, testing, and risk/scenario analysis - while defining how the AI should interact with data sources, analytics libraries, desk-specific tools, etc. … office quant, strategist, or quantitative research role, ideally with exposure to multiple asset classes. Solid understanding of financial markets, pricing/risk methodologies, and PnL attribution. Experience building or contributing to internal analytics platforms or tools used by traders and researchers. Experience with signal generation, backtesting, or systematic strategy ...

researchers to deliver solutions. Key Responsibilities Prototype and validate quantitative workflows end‐to‐end — from data retrieval and signal construction through to strategy evaluation, PnL simulation, testing, and risk/scenario analysis — while defining how the AI should interact with data sources, analytics libraries, desk‐specific tools, etc. … office quant, strategist, or quantitative research role, ideally with exposure to multiple asset classes. Solid understanding of financial markets, pricing/risk methodologies, and PnL attribution. Experience building or contributing to internal analytics platforms or tools used by traders and researchers. Experience with signal generation, backtesting, or systematic strategy ...

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 ...

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 ...

comparable vendors — covering data sourcing, quality challenge, coverage gaps, and vendor evaluation as the OTC book scales. Work to develop a P&L attribution framework for Level 3 valuations, defining sensitivities to individual inputs, establishing Day 1 P&L reserve frameworks, and producing outcomes consistent with … financial markets. In addition, you’ll receive: A performance-based bonus structure, enabling all of our employees to benefit from our global profit pool. 27 paid vacation days plus all UK public holidays. Daily breakfast and lunch, along with support on commuting expenses. Private medical insurance, pension scheme, and ClassPass ...

Euclid is a protocol that sits within the Nibiru ecosystem. This posting is not for Nibiru, but for Euclid. Position: Head of Trading Location: Remote Type: Full-time About Company : Euclid is an open-source ...