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PnL Quantitative analyst

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Company
Lunalogic Group
Job location
London, UK
Salary
Undisclosed
Posted
Hosted by
Adzuna

Job details

Lunalogic UK is looking for a PnL Quantitative Analyst with strong Python skills to join one of its investment banking clients. The team you will join is responsible for daily validation of Profit and Loss, providing explanations based on market movements, associated risks, and the effects of new trades and events impacting them. Responsibilities: You ensure the control of the trade lifecycle. You are particularly involved in the production, analysis, and validation of the P&L in keeping with FRTB. With their dual role as Analyst and IT specialist, you perform control and monitoring tasks, to identify correct and incorrect points, with the help of IT and Quantitative Research. Proactive and resolve minded, you implement analytical tools to reduce P&L calculation errors. You identify a list of priority issues impacting the P&L Explain validation and liaise with IT for resolution. Qualifications and Skills: Graduate from a top university or engineering school in investment finance within IT. Experience in Front Office or Risk department Good theorical knowledge of derivative product and Risk indicators (P&L explain, Greeks etc) Strong analytical and communication skills (ability to clearly explain technical issues). Strong IT skills in Python and VBA. Soft Skills: Strong desire to investigate and resolve issues Ability to learn quickly under time pressure Hardworking Comfortable working in a matrix reporting environment
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