Traded Models IVU

London, United Kingdom
Jun 24, 2022
Jun 26, 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
As a Barclays Traded Models IVU Manager, you will be joining our Traded Risk IVU team, which is part of the One Risk function being responsible for evaluating, monitoring and controlling Market, Credit, Contingent, Operational and Settlement Risk. This is an excellent opportunity to join a knowledgeable team, where you will be playing a key role in performing and documenting analysis and testing of pricing models, market risk models and counterparty credit risk models.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creating financial and digital solutions that the world now takes for granted.

We are currently operating in a hybrid working environment, meaning that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Please discuss the detail of the working pattern options for the role with the hiring manager.

What will you be doing?
• Being responsible for performing and documenting analysis and testing of market risk models and counterparty credit risk models, as well as reviews of other model types
• Negotiating and agreeing workload prioritisation within the team, as well as with other stakeholders
• Justifying and defending analyses and conclusions
• Contributing toward the continuous innovation and improvement in efficiency and effectiveness of processes within the group
• Working collaboratively and sharing knowledge across the team
• Clearly and concisely communicating complex ideas and concepts to a range of audiences in a variety of circumstances
• Managing and solving complex problems, of both quantitative and qualitative nature
• Ensuring that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and Policy Standards

What we're looking for:
• Bachelor's or Master degree in mathematics, statistics, physics, or quantitative finance (a PhD would be ideal)
• Excellent mathematical skills, including probability, statistics, differential, stochastic and integral calculus, linear algebra and numerical methods
• Solid programming skills in languages with a high proficiency in packages such as Python, C++ and Matlab
• Ability to conduct independent researches, familiarising with a variety of modelling problems and conducting in-depth and rigorous analysis

Skills that will help you in the role:
• Good interpersonal skills with the ability to build and maintain a network of stakeholders across the firm
• Ability to assess and prioritise model issues in terms of significance and impact
• Excellent document writing skills
• Capacity to simplify and explain complex technical concepts to the senior management

Where will you be working?
In the heart of Canary Wharf, our headquarters at Churchill Place boasts onsite amenities such as: a gym, staff restaurant and deli bar, and it is easily accessible by tube and bus links. With a population of around 5000 staff the atmosphere is second to none with a real buzz being created around the offices within.

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