Senior AVP: Traded Risk Model Validation

Barclays UK; Greater London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A leading financial institution in Greater London is seeking a Traded Risk Models Validation AVP to validate and approve models for market risk and counterparty credit risk. The role requires a Master's or PhD in a relevant field and strong mathematical and programming skills, alongside stakeholder management abilities. You will document validation findings and evaluate model interactions to support risk management. Join a team that values integrity, service, and excellence as you drive operational effectiveness.

Qualifications

• Experience in conducting independent analysis, testing, and research.
• Ability to assess and prioritize model issues in terms of significance and impact.

Responsibilities

• Validate and approve models for specific usages both at inception and on a periodic basis.
• Assess and document validation findings and recommendations.

Skills

Excellent mathematical skills

Programming skills in Python or R

Stakeholder management skills

Excellent interpersonal skills

Document writing skills

Education

MSc or PhD in quantitative finance, mathematics, statistics, physics or engineering

Job description

A leading financial institution in Greater London is seeking a Traded Risk Models Validation AVP to validate and approve models for market risk and counterparty credit risk. The role requires a Master's or PhD in a relevant field and strong mathematical and programming skills, alongside stakeholder management abilities. You will document validation findings and evaluate model interactions to support risk management. Join a team that values integrity, service, and excellence as you drive operational effectiveness.