Models And Methodologies Vp

Barclays

Independent review of valuation models
Challenge and validation of 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.
  • Support responses to Regulatory feedback on the aforementioned themes and develop solutions/remediations when required.

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 of valuation models
  • Challenge and validation of methodologies
  • Fair Value Adjustments (FVAs)
  • Prudent Valuation Adjustments (PVAs)
  • Independent Price Verification (IPV)
  • Model governance framework enhancement
  • Subject Matter Expert (SME) in model validation

Nice-to-have

  • Strong interpersonal and communication skills
  • Team player
  • Collaborative working environment
  • Strategic thinking
  • Digital and technology understanding

Key Requirements

  • Extensive experience in valuation function, market risk management, pricing model validation, or trading role
  • Direct involvement in development and/or validation of valuation models/methodologies
  • Experience with model valuation adjustments and other fair value adjustments
  • Experience with Prudent Valuation Adjustments and IPV methodologies

Work Rights

Not specified

Tailored Resume

Cover Letter