PnL Attribution Analytics
Core
Support rebucketing of option-volatility PnL explains at PM level, investigate drivers, reconcile differences, and validate main drivers against risks and market moves.
Role type
PnL Attribution Analyst
Builds
PnL allocation reports and explanations for Portfolio Managers
Domain
Financial services / Derivatives pricing
Deliverable
dashboards & analysis
Required skills
Derivatives pricing models, Python coding, PnL attribution, Greeks analysis, Risk analysis, Data reconciliation, User interface improvement, Quality control, Analytical skills
Preferred skills
Advanced degree in quantitative subject (Engineering/Maths), Experience with option-volatility products
Technologies
Python
Responsibilities
Rebucket option-volatility PnL explains at PM level, Investigate PnL drivers and reconcile differences, Improve PnL explain User Interface, Maintain quality control checks for PnL allocation, Validate main drivers of PnL against risks and market moves, Understand Greeks and PnL drivers
Seniority
Mid-level, hands-on IC
