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As a Barclays IHC Validation AVP, you will be responsible for working on models across the department's remit, including CCAR finance regulatory models, as well as Treasury funding/liquidity models, RWA/capital models, stress-testing among other model types. You will produce high quality IHC IVU reports and presentations for relevant model governance committees, with a particular focus on noting limitations, weaknesses and assumptions.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We've helped millions of individuals and businesses thrive, creating financial and digital solutions that the world now takes for granted. An important and growing presence in the USA, we offer careers providing endless opportunity.

What will you be doing?

??? Engaging with model owner and developers to ensure validation expectations around the supply of supporting materials required for validation are clear
??? Performing technical analyses, data analyses, benchmarking, build challenger models to support the validation review and challenge process for all new and existing models
??? Actively ensuring accuracy of existing metrics to the standards required by the IHC IVU process and to drive continuous improvements in methodologies
??? Support IVU management in their participation in different models committees, particularly the IHC Model Risk Committee and in conjunction with regulatory meetings
??? Ensuring open, transparent, proactive and timely interaction with major stakeholders (subject matter experts, model owners/developers)
??? Actively ensuring the Group Model Risk Policy, IHC Model Risk Standards and other relevant requirements are upheld
??? Attending and contribution to internal technical presentations

What we' re looking for

??? Bachelor's Degree
??? Three+ years of experience in a quantitative role within risk management (credit/market/ operational) in a financial institution

Skills that will help you in the role

??? Masters or PhD (or similar) in a numerate subject such as Statistics, Economics, Mathematics, Physics, Operational Research, or Financial Engineering
??? Significant experience with Excel/Python/R or other data management and computational tools
??? Able to produce high quality written communication including reviews of models, risk policies, and presentations for technical and non-technical audiences
??? Ability to manipulate large datasets and experience in data quality and system testing

Where will you be working?

You will be working at our Americas Headquarters at 745 Seventh Avenue. This 37-story office tower is located in Times Square in the heart of Manhattan and features a cafeteria, fitness center and state-of-the-art LED signage on the facade of the building.

RM2021