Pranav Jannu

Fixed Income Senior Analyst @Capco

Glasgow, GB
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WORK HISTORY

Dec 2024 — Present

Fixed Income Senior Analyst @Capco

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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

N/A

Jain (Deemed-to-be University)

Bachelor's degree, Business Administration and Management, General

N/A

CIM | The Chartered Institute of Marketing

Level 4, Marketing

N/A

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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Pranav Jannu — Fixed Income Senior Analyst at Capco in Glasgow, GB | Unifers