The person filling the role is responsible for being lead validator for a wide range of models used in MTP, IST, ICAAP and BoE stress testing frameworks. These models/frameworks are crucially important for daily business management of the Barclays Group and its legal entities as well as to meet important regulatory requirements with respect to independent validation of these frameworks. What will you be doing? 1. Independent review and challenge : a. Perform technical analyses, data analyses, benchmarking, build challenger models (if needed) to support the validation review and challenge process b. Must be able to challenge others and be open to challenge. c. Should seek direction on which issues are material but have own views on this also. d. Produce high quality model validation reports, with a particular focus on noting limitations, weaknesses and assumptions 2. Technical development : a. Self-study of developments in modelling and validation techniques; b. Contribution to internal and external technical presentations to enhance the team development. What we're looking for : - Highly numerate, as demonstrated by Honours degree, Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Operational Research, Economics, or Finance - Significant experience of coding in R/SQL/C++/Python or equivalent language, including handling large datasets and writing functions. - Good communication and influencing skills, ability to produce high quality written communication for technical and non-technical audiences. - Highly organised in terms of documentation and follow through. Skills that will help you in the role : - Ph.D. in quantitative fields, such as Mathematics, Physics, Operational Research, Finance, and Economics - Relevant experience in either model development or in model validation - Ability to work in a high performing team, and the ability to work and liaise with others in a diverse team - Beyond risk management, knowledge in financial projection, capital management and treasury

Noida

Barclays - AVP - Retail Validation 

Barclays - AVP - Retail Validation  ,Job Description for Barclays - AVP - Retail Validation  in Barclays in  Noida for (5-12) years of experience. Apply Now!

Job Description for Barclays - AVP - Retail Validation  in Barclays in  Noida for (5-12) years of experience. Apply Now!