Models And Methodologies Specialist - Vice President

Barclays

Pune, India
Independent review and challenge
Valuation models and methodologies
Fair value adjustments (fvas)
Responsible for the independent review, challenge and validation of valuation models and methodologies including, but not limited to, Fair Value Adjustments (FVAs), Prudent Valuation Adjustments (PVAs) and Independent Price Verification (IPV) methodologies

Job Summary

  • Responsible for the independent review, challenge and validation of valuation models and methodologies including, but not limited to, Fair Value Adjustments (FVAs), Prudent Valuation Adjustments (PVAs) and Independent Price Verification (IPV) methodologies.
  • Drive consistency across asset classes in what regards the validity and appropriateness of models, methodologies and their associated documentation.
  • Perform the role of Subject Matter Experts (SMEs) in the model validation of Qualitative (valuation) models, in line with the firm’s model validation and approval framework.

Matching Summary

Responsible for the independent review, challenge and validation of valuation models and methodologies including, but not limited to, Fair Value Adjustments (FVAs), Prudent Valuation Adjustments (PVAs) and Independent Price Verification (IPV) methodologies.

Skills & Requirements

Must-have

  • independent review and challenge
  • valuation models and methodologies
  • Fair Value Adjustments (FVAs)
  • Prudent Valuation Adjustments (PVAs)
  • Independent Price Verification (IPV)
  • model governance framework

Nice-to-have

  • interact with regulators
  • programming languages
  • collaborative and constructive environment

Key Requirements

  • MSc and/or PhD in a technical area
  • Strong blend of technical expertise
  • Direct involvement in development/validation
  • Strong financial product knowledge

Work Rights

Not specified

Tailored Resume

Cover Letter