Traded Risk Models Validation AVP
Barclays(1 month ago)
About this role
Traded Risk Models Validation AVP at Barclays sits within the Traded Risk Models Independent Validation Unit, providing independent quantitative review and validation of traded market risk and counterparty credit risk models. The role focuses on assessing model soundness, performance, documentation and framework-level model risk. This position is based in London.
Required Skills
- Model Validation
- Model Approval
- Quantitative Analysis
- Statistical Analysis
- Python
- R
- Stakeholder Management
- Documentation
- Risk Assessment
- Stochastic Calculus
+2 more
Qualifications
- MSc or PhD in Quantitative Finance, Mathematics, Statistics, Physics or Engineering
About Barclays
home.barclaysBarclays is a British universal bank. Our businesses include consumer banking, as well as a top-tier, global corporate and investment bank.
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