Models And Methodologies Specialist - Vice President
Barclays
Pune, India
Valuation model validation experience
Fair value adjustments knowledge
Prudent valuation adjustments expertise
The role is responsible for the independent review, challenge, and validation of valuation models and methodologies including Fair Value Adjustments and Prudent Valuation Adjustments
Job Summary
The role is responsible for the independent review, challenge, and validation of valuation models and methodologies including Fair Value Adjustments and Prudent Valuation Adjustments.
Candidates must possess a strong blend of technical expertise in valuation functions and risk management within a top-tier investment bank environment.
The ideal candidate will have an MSc or PhD in a technical field such as Mathematics, Statistics, or Quantitative Finance.
Matching Summary
The role is responsible for the independent review, challenge, and validation of valuation models and methodologies including Fair Value Adjustments and Prudent Valuation Adjustments.
Skills & Requirements
Must-have
Valuation model validation experience
Fair Value Adjustments knowledge
Prudent Valuation Adjustments expertise
Independent Price Verification methodology
Regulatory compliance in finance
Model governance framework understanding
Nice-to-have
Programming skills in Python or R
Experience with VBA and C++
Strong interpersonal communication skills
Collaborative team player mindset
Ability to articulate concepts clearly
Experience interacting with regulators
Key Requirements
MSc or PhD in Mathematics, Statistics, Physics, Engineering, or Quantitative Finance
Top tier investment bank experience in valuation or model validation
Direct involvement in developing or validating valuation models