Traded Risk Validation, BA4
- Sudhir Srivastava
- 4 to 8 Yrs
- Noida, Gurugram
- 3 months ago
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Job Description
- As a Traded Risk Analyst at Barclays, you will be spearheading the evolution of the digital landscape, driving innovation and excellence. You will be utilizing cutting-edge technology to revolutionize digital offerings and ensure unparalleled customer experiences. **Key Responsibilities:** - Validate and approve models for specific usages both at inception and on a periodic basis - Conduct annual reviews of model changes - Validate models for their intended use and scope - Approve or reject models based on assessment of conceptual soundness, performance, and documentation clarity - Assess compensating controls to mitigate model risk - Document validation findings and recommendations in clear and concise reports - Evaluate model interactions and quality of Large Model Framework aggregate results - Design framework and methodology to measure and quantify model risk **Qualifications Required:** - MSc or above in mathematics, statistics, physics, or quantitative finance; PhD is beneficial - Strong mathematical skills in probability, statistics, calculus, linear algebra, stochastic calculus, and numerical methods - Hands-on programming skills in Python, C++, or Matlab - Ability to conduct independent analysis, testing, and research - Strong verbal and written communication skills - Highly rational & logical thought process with attention to detail As a Traded Risk Analyst, it is important to have strong interpersonal skills and the ability to build and maintain a network of stakeholders across the firm. You should also be able to simplify and explain complex technical concepts to senior management. Additionally, having an understanding of traded risk modelling approaches and document writing skills are highly valued. The Job Location of this role is Noida. Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship should be demonstrated along with the Barclays Mindset to Empower, Challenge, and Drive.,
Employement Category:
Employement Type: Full timeIndustry: BFSIRole Category: Not SpecifiedFunctional Area: Not SpecifiedRole/Responsibilies: Traded Risk Validation, BA4Contact Details:
Company: BarclaysLocation(s): Noida, Gurugram
Keyskills: mathematics statistics physics quantitative finance probability linear algebra stochastic calculus Python C Matlab testing research verbal communication written communication interpersonal skills VaR
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