Description
We are seeking a skilled PnL Attribution Analyst to join our Operations & Middle Office team in Bangalore. As a PnL Attribution Analyst, you will be responsible for reviewing, adjusting, and signing off daily firmwide PnL attribution reports, ensuring completeness, accuracy, and consistency across portfolios.
Your primary responsibilities will include:
- Preparing performance attribution reports for senior management and portfolio managers, highlighting primary PnL drivers and providing ad-hoc deep-dive analysis as required.
- Investigating and explaining material PnL moves on a Trade Date and T+1 basis, acting as a key point of contact for traders, risk, and finance on all PnL-related queries.
- Developing systematic controls to validate and enhance PnL attribution processes, including automated reconciliations, threshold-based alerts, and exception reporting.
In addition, you will be responsible for monitoring and validating real-time and end-of-day pricing for all fixed income instruments across Rates, Credit, and FX, including derivatives and structured products.
You will also maintain a strong working knowledge of Greeks-based risk sensitivities and their application to PnL attribution across fixed income derivatives, collaborate with quants and risk teams to ensure risk factor decompositions used in PnL attribution are accurate and aligned with the firm's pricing and risk models, and support the testing and validation of new pricing models and their impact on PnL and risk reporting.
To succeed in this role, you will need to have an advanced degree in a quantitative discipline such as Engineering, Mathematics, Physics, Financial Engineering, or a related field, experience in PnL attribution, derivatives pricing/valuations, quantitative risk, or a closely related function within a front-office, risk, or portfolio analytics environment, and knowledge of fixed income products and their risk profiles across Rates, Credit, and FX, including derivatives, structured products, and asset-backed securities.
You will also need to have solid coding skills in Python, with the ability to work efficiently with large datasets, build automation, and develop analytical tools, and excellent communication skills, with the ability to interact effectively with portfolio managers, quants, risk, and technology teams across the firm.
If you are a collaborative team player with a strong willingness to support others, adapt quickly, and thrive in a fast-moving, high-pressure environment, we encourage you to apply for this exciting opportunity.