Market Risk & Counterparty Credit Risk Models Validator - Avp

Barclays

Canary Wharf, London, United Kingdom
Quantitative finance
Stochastic calculus
Python or r programming
Validate and approve models for specific usages both at inception and on a periodic basis, and of model changes, as well as conducting annual reviews

Job Summary

  • Validate and approve models for specific usages both at inception and on a periodic basis, and of model changes, as well as conducting annual reviews.
  • Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function.
  • The Traded Risk Models Independent Validation Unit (IVU) is responsible for the independent quantitative review and validation of traded market risk and counterparty credit risk models.

Matching Summary

Validate and approve models for specific usages both at inception and on a periodic basis, and of model changes, as well as conducting annual reviews.

Skills & Requirements

Must-have

  • quantitative finance
  • stochastic calculus
  • Python or R programming
  • independent analysis
  • model risk assessment

Nice-to-have

  • interpersonal skills
  • stakeholder network building
  • simplify complex concepts
  • risk and controls expertise

Key Requirements

  • MSc or PhD in quantitative finance
  • Strong mathematical skills
  • Strong programming skills
  • Ability to conduct independent analysis
  • Stakeholder management skills

Work Rights

Not specified

Tailored Resume

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