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27/06 Rohit Gupta
Direct Recuriter at Barclays

Views:1806 Applications:68 Rec. Actions:Recruiter Actions:0

Barclays - AVP - PC Valuations (6-10 yrs)

Chennai Job Code: 714252

Overall purpose of role

- Independent price verification (IPV) and the calculation of fair value adjustments (FVAs)

- Reporting results and conclusions to senior management with recommended actions

- Analysis of valuation models as part of the price verification process, including as necessary liaising with Quantitative Analytics, Market Risk and Model Validation as part of the trade approval process

- Oversight and analysis of FVA methodologies and oversight of product observability review processes

Key Accountabilities

- Independent price verification for various cash and derivative products.

- Calculation of various fair value adjustments when required

- Full ownership of the month end valuation production cycle:

- Preparation process from a logistic, process & IT point of view:

- Generation of IPV variances, valuation uncertainty, reserves

- Analysis / commenting of results

- Escalation of valuation issues

- Communicating/reporting IPV results to finance management, trading desks and external stakeholders (auditors, regulators), via the production of the monthly IPV reporting pack and communication in relevant meetings

- Work with peers across PC-Valuation team to help establish best practice guidelines and ensure these guidelines are well-communicated and adhered to.

- Working on creating solutions/improvements to the IPV process. This requires working with the - Change Management- team to enhance specification of technology requirements as well as assisting with testing & managing new releases.

Person Specification

Your Skills and Qualifications will include


- Quantitative primary degree.


- Advanced degree in similar subjects. Further professional qualification such as ACA, CIMA, CFA or MBA.

Experience :


- Valuation control or product control experience in a financial services environment. Strong front to back valuation control experience.


- Experience with presentation and communication to senior management (which may have been obtained as part of a Professional Services / Consulting firm)

Essential Skills/Basic Qualifications:

- Strong organisational skills and structured management approach, supporting timely delivery of complex meeting material that includes input from across the global Valuations team.

- Strong communication skills including the ability to distill complex issues into an easy to digest summary for senior management.

Understanding of fundamental accounting principles related to valuations.

- Good understanding of Microsoft Office products.

- Proactive change champion who looks to develop and embed best practice.

- Strong communicator (written and interpersonal) with an understanding of senior management perspective.

- Confident and assertive with the ability to negotiate and influence constructively across teams and geographies.

- Capable reviewer of meeting materials and commentary, with a high level of attention to detail.


- Strong organisational skills and structured approach.

- Strong control focus.

Desirable skills/Preferred


- Strong workflow management skills and good knowledge of a high standard reporting function.

- Understanding of a range of asset classes.

- Strong coding skills ( Python/VBA /R etc)

- Advanced Interest Rate derivatives product knowledge 

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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