Pranav Jannu
Fixed Income Senior Analyst @Capco
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WORK HISTORY
Fixed Income Senior Analyst @Capco
Glasgow, GB
Trade surveillance - Tier-1 Investment Bank1. Fixed Income and Derivatives Surveillance: Primary point of contact for surveillance across Fixed Income, CLOs, Credit Default Swaps, credit futures, and equity options; analysed trading/pricing data, Z-spreads and Greeks to identify potential manipulation and insider-risk signals.2. Option Portfolio Performance Analytics: Worked closely with the Global Head of Surveillance to build an advanced derivatives surveillance model from scratch; the model replicates and graphs option portfolio performance, dynamically monitoring delta, vega, and theta.3. Analytics & Dashboards (Power BI, Bloomberg/FactSet) – Built fixed-income/derivatives surveillance models and Power BI dashboards to actively track risk metrics and analyze trading history and behavior, automated data pipelines with Bloomberg/FactSet add-ins for repeatable, drill-down reviews.
EDUCATION
Jain (Deemed-to-be University)
Bachelor's degree, Business Administration and Management, General
CIM | The Chartered Institute of Marketing
Level 4, Marketing
University of Nottingham
Master in Finance and Investment
ABOUT PRANAV JANNU
Fixed Income Senior Analyst at Capco (on assignment at Jefferies), working across fixed…
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