1 to 25 of 33 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 ...

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 ...

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 ...

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 ...

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 ...

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 ...

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 ...

calculating the following: MIRM: Sensitivities, VaR, SVaR, and map monitoring. IRC Calculation (Incremental Risk Charge). FRTB SA: SBM, RRAO, and DRC. P&L Attribution: Calculate and monitor P&L attributed to GM Credit activity based on sensitivities, with the aim of understanding and replicating ...

/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/ ...

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 ...

data through product knowledge, data validation, exception investigation, and collaboration with relevant teams Prepare daily Exposure and Spread reporting Prepare daily asset P&L attribution and derivative valuation analysis Monitor traded risk, including DV01 and PV01 Prepare weekly and monthly Liquidity and Collateral reporting Run in-house ...

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 ...

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 ...

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 ...

Saragossa in London seeks someone who owns the pricing curve, P&L attribution and risk, bridging traders, middle office and engineering. You will shift end-of-day capabilities toward intraday, contribute to AI-enabled tooling, and own curve construction for liquid vs illiquid contracts. The role offers ...

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 ...

programmes. The successful candidate will manage NAV sign-off, month-end reconciliations, IBOR data production, and daily risk reporting, while delivering accurate P&L attribution, DV01/PV01 analysis #J-18808-Ljbffr ...

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 ...