16/03 Samuel Johnson
Recruiter at Barclays

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Barclays - AVP - Product Control Valuations (5-10 yrs)

Chennai Job Code: 676068

We are looking to hire 3 new AVP . 


 Please find the job description below :

A) This is a highly technical and challenging role in charge of all pricing and calibration for SABR, CMS and IR correlation products

B) Quant/Valuations methodology profiles with at least 3-5 years of experience working with Interest Rate Exotics ( Swaptions, Caps, Floors,Constant maturity swaps ) and FX products is a must. 


- Technical knowledge about pricing of the products is necessary (i.e. SABR model knowledge etc )

C) The processes are fully based on QA Python and would be a great platform for anyone with top notch IT and financial mathematics skills. So very good python/programming skills are a must along with a IIT/IIM, Master's degree in financial mathematics/financial engineering. Clearing CFA, CQF etc is a plus

Women-friendly workplace:

Maternity and Paternity Benefits

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