Traded Risk Validation, BA4

As a Traded Risk Analyst at Barclays, you will be spearheading the evolution of the digital landscape by driving innovation and excellence. You will be utilizing cutting-edge technology to revolutionize digital offerings, ensuring 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 - Assess and prioritize model issues in terms of significance and impact - Document validation findings and recommendations in clear and concise reports - Design frameworks and methodologies to measure and quantify model risk - Evaluate model interactions and the quality of Large Model Framework aggregate results - Partner with other functions and business areas - Take responsibility for end results of a team's operational processing and activities - Escalate breaches of policies and procedures appropriately - Advise and influence decision-making within your area of expertise - Take ownership of managing risk and strengthening controls - Demonstrate understanding of how your sub-function integrates with the function - Resolve problems by identifying and selecting solutions through acquired technical experience - Act as a contact point for stakeholders outside of the immediate function **Qualifications Required:** - MSc or above in mathematics, statistics, physics, or quantitative finance; a PhD is beneficial - Strong mathematical skills, including probability, statistics, differential and integral calculus, linear algebra, stochastic calculus, and numerical methods - Proficiency in programming languages/packages such as Python, C, or Matlab - Ability to conduct independent analysis, testing, and research - Strong verbal and written communication skills - Highly rational & logical thought process with a strong attention to detail - Strong interpersonal skills and ability to build and maintain a network of stakeholders - Strong document writing skills - Ability to simplify and explain complex technical concepts to senior management - Understanding of traded risk modeling approaches, including models for VaR, PFE, and initial margin, and their strengths and weaknesses As a Traded Risk Analyst at Barclays, you will be spearheading the evolution of the digital landscape by driving innovation and excellence. You will be utilizing cutting-edge technology to revolutionize digital offerings, ensuring 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 - Assess and prioritize model issues in terms of significance and impact - Document validation findings and recommendations in clear and concise reports - Design frameworks and methodologies to measure and quantify model risk - Evaluate model interactions and the quality of Large Model Framework aggregate results - Partner with other functions and business areas - Take responsibility for end results of a team's operational processing and activities - Escalate breaches of policies and procedures appropriately - Advise and influence decision-making within your area of expertise - Take ownership of managing risk and strengthening controls - Demonstrate understanding of how your sub-function integrates with the function - Resolve problems by identifying and selecting solutions through acquired technical experience - Act as a contact point for stakeholders outside of the immediate function **Qualifications Required:** - MSc or above in mathematics, statistics, physics, or quantitative finance; a PhD is beneficial - Strong mathematical skills, including probability, statistics, differential and integral calculus, linear algebra, stochastic calculus, and numerical methods - Proficiency in programming languages/packages such as Python, C, or Matlab - Ability to conduct independent analysis, testing, and research - Strong verbal and written communication skills - Highly rational & logical thought process with a strong attention to detail - Strong interpersonal skills and ability to build and maintain a network of stakeholders - Strong document writing skills - Ability to simplify and explain complex technical concepts to senior management - Understanding of traded risk modeling approaches, including models for VaR, PFE, and initial margin, and their strengths and weaknesses