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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
As a Barclays Pricing Model Validator/Quant/Delegate you will be part of a Quantitative team who cover valuation models used for present value and risk sensitivities for trading book derivatives. Our team covers all asset-classes of derivatives and securitiesincluding: rates, inflation, FX and equity exotics and vanillas, hybrids, XVA, traded credit, securitized products and derivatives, repo/SFT and commodities. The asset class on which your role will initially focus on is flexible. Barclays is one of the worlds 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 creatingfinancial and digital solutions that the world now takes for granted. What will you be doing: Authoring and maintaining accurate and comprehensive model documentation Defending documentation and the models in front of the Model Validation team (and other key stakeholders as required) Ensuring that model changes are correctly reflected in the model documentation and are subjected to the established model governance processes Assisting ongoing periodic reviews, validations and relevant updates to model documentation Supporting projects that have bearing on valuation models Leading a review/remediation in relation to the models to satisfy the requirements of the Model Validation team and other key stakeholders What were looking for: Excellent knowledge of advanced mathematical methods, in particular, stochastic calculus Direct relevant experience of working in a similar role or in another quantitative position Excellent product knowledge including derivative products Good understanding of existing and potential direct/indirect model controls implemented within Front Office, Market Risk, Product Control and other functions Skills that will help you in the role: Detailed work experience in either development or validation of a specific asset-class Excellent knowledge of advanced pricing models in that asset class: e.g. LSV, LV and LC models in FX or equities, e.g. knowledge of LMM and CLV in rates A working understanding of the technology infrastructure surrounding model implementation Where will you be working5 North Colonnade is home to our investment bank and is in the heart of Canary Wharf, just a short walk from our headquarters at Churchill Place. It boasts an array of onsite amenities such as dry cleaner as well as a deli and buffet style staff restaurant.The building is easily accessible by tube, docklands light railway and all major bus links. The atmosphere is second to none with a real buzz being created around the offices within.