Models And Methodologies Director

Barclays

Canary Wharf, ,
Valuation model validation
Valuation methodologies expertise
Model governance framework
Responsible for the independent review, challenge and validation of valuation models and methodologies including Fair Value Adjustments, Prudent Valuation Adjustments and Independent Price Verification methodologies

Job Summary

  • Responsible for the independent review, challenge and validation of valuation models and methodologies including Fair Value Adjustments, Prudent Valuation Adjustments and Independent Price Verification methodologies.
  • The role demands a strong ability to focus and solve detailed and complex problems with precision while explaining concepts clearly to different audiences from senior management to technical experts.
  • The candidate will manage or lead strategic initiatives, influence policy, and act as a deep technical expert and thought leader within the firm.

Matching Summary

Responsible for the independent review, challenge and validation of valuation models and methodologies including Fair Value Adjustments, Prudent Valuation Adjustments and Independent Price Verification methodologies.

Skills & Requirements

Must-have

  • valuation model validation
  • valuation methodologies expertise
  • model governance framework
  • regulatory compliance in valuation
  • cross-asset class valuation knowledge
  • interaction with Front Office Quants
  • financial product knowledge

Nice-to-have

  • strong interpersonal and communication skills
  • team player and collaborative working
  • coaching and training capabilities
  • programming knowledge in VBA, Python, R, C++
  • experience building AI agents

Key Requirements

  • 10+ years experience in valuation or risk management
  • MSc and/or PhD in Mathematics, Statistics, Physics, Engineering, Quantitative Finance or related field
  • experience with regulatory audits and valuation controls
  • experience across all asset classes, especially Rates and Credit

Work Rights

Not specified

Tailored Resume

Cover Letter