Description
The PnL Attribution Analytics role supports the rebucketing and explanation of option-volatility PnL at portfolio-manager level, investigates PnL drivers, reconciles differences, validates pricing and risk explanations, and improves PnL explain interfaces through collaboration with developers and quants. The role requires an advanced degree in a quantitative subject, 2–5 years of relevant experience, strong analytical and derivatives-pricing knowledge, Python coding ability, and effective communication skills.
