AVP Model Risk Pricing Model Validation

Job Description

Job Title: AVP Model Risk Pricing Model ValidationLocation: NoidaAbout BarclaysBarclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by our service company which provides technology, operations and functional services across the Group.Risk and Control ObjectiveTake ownership for managing risk and strengthening controls in relation to the work you doWorking FlexiblyWere committed to providing a supportive and inclusive culture and environment for you to work in. This environment recognises and supports ways to balance your personal needs, alongside the professional needs of our business. Providing the opportunity for all our employees, globally to work flexibly empowers each of us to work in a way that suits our. lives as well as enabling us to better service our customers and clients needs. Whether you have family commitments or youre a carer, or whether you need study time or wish to pursue personal interests, our approach to working flexibly is designed to help you balance your life. If you would like some flexibility, then please discuss this with the hiring manager, and your request will be reviewed subject to business needs.Hybrid WorkingStructured hybrid role:At Barclays, we offer a hybrid working experience that blends the positives of working alongside colleagues at our onsite locations, together with working from home. We have a structured approach where colleagues work at an onsite location on fixed, anchor, days of the week, for a minimum of two days a week or more, as set by the business area (or nearest equivalent if working part-time hours). Please discuss the working pattern requirements for the role you are applying for with the hiring manager. Please note that as we continue to embed our hybrid working environment, we remain in a test and learn phase, which means that working arrangements may be subject to change on reasonable notice to ensure we meet the needs of our business.Introduction:The role holder will be primarily responsible for performing and documenting analysis and testing of EoD pricing models, market risk pricing models, counterparty credit risk pricing models and related finance models.What will you be doing The role holder will be responsible for independently performing and documenting analysis and testing of pricing models, market risk pricing models and counterparty credit risk pricing models, as well as performing and documenting reviews of other model types, including finance models, when required. The role holder will be expected to contribute toward the continuous improvement in efficiency and effectiveness of the processes that they are involved in.What were looking for: The ideal candidate will have a postgraduate level education in a quantitative discipline, for example mathematics, physics, engineering, quantitative finance. The ideal candidate will have proven ability to understand several pricing modelling approaches and their strengths and weaknesses as well as performing and documenting quantitative testing and analyses. The ideal candidate will be a team player with excellent communication skills who is comfortable working against tight short-term deadlines in a dynamic environment. The ideal candidate will have a highly rational & logical thought process with a strong attention to detail.Skills that will help you in the role: The ideal candidate will have strong verbal and written communication skills and the ability to apply these skills to a range of audiences in a variety of circumstances. The ideal candidate will have a strong desire to learn and add value wherever possible. The ideal candidate will have programming experience, for example VBA, C.Where will you be working NoidaBe More at BarclaysAt Barclays, each day is about being more as a professional, and as a person. Be More @ Barclays represents our core promise to all current and future employees. Its the characteristic that we want to be associated with as an employer, and at the heart of every employee experience. We empower our colleagues to Be More Globally Connected, working on international projects that improve the way millions of customers handle their finances. Be More Inspired by working alongside the most talented people in the industry, and delivering imaginative new solutions that are redefining the future of finance. Be More Impactful by having the opportunity to work on cutting-edge projects, and Be More Valued for who you are.Interested and want to know more about Barclays Visit home.barclays/who-we-are/ for more details.Purpose, Values and MindsetWe deploy finance responsibly to support people and businesses, acting with empathy and integrity, championing innovation and sustainability, for the common good and the long term.Our values underpin everything we do: Respect, Integrity, Service, Excellence and Stewardship.RespectWe harness the power of diversity and inclusion in our business, trust those we work with, and value everyones contribution.IntegrityWe operate with honesty, transparency and fairness in all we do.ServiceWe act with empathy and humility, putting the people and businesses we serve at the centre of what we do.ExcellenceWe champion innovation, and use our energy, expertise and resources to make a positive difference.StewardshipWe prize sustainability, and are passionate about leaving things better than we found them.Our Mindset shapes how we take action, living by our Values, driven by our Purpose, always with our customers and clients at the heart of what we do; our Mindset is to Empower, Challenge and Drive.EmpowerTrust and support each other to deliver. Make decisions with those closest to the topic. Include diverse perspectives. Celebrate success and learn from failure.ChallengeQuestion whether things can be done better. Use insights based on data to inform decisions. Be curious about how we can adapt and improve. Speak up and be open to alternative viewpoints.DriveFocus on outcomes. Deliver with pace. Be passionate and ambitious about what we do. Take personal responsibility. Actively build collaborative relationships to get things done,

Keyskills :
communication skillsquantitative disciplinepricing modelling