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Date live: Jun. 10, 2021

Business Area: COO & Functions

Area of Expertise: Risk and Quantitative Analytics

Reference Code: 90285357

Contract: Permanent

Job Title: VP Traded Risk IVU
Location: Noida

About Barclays
Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by our service company which provides technology, operations and functional services across the Group.

Risk and Control Objective
Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards.

Dynamic Working
Our dynamic working programme has been set up to help Barclays colleagues achieve an optimal work/life balance. Arrangements we offer range from working at home and changing regular hours to taking career breaks. Our Dynamic Working initiatives support colleagues at all stages of their lives, helping them with parenthood, caring, further studies and hobbies
Dynamic working gives everyone at Barclays the opportunity to integrate professional and personal lives. If you have a need for flexibility, then please discuss this with the Hiring Manager.


The role holder will be primarily responsible for performing and documenting analysis and testing of pricing models, market risk models and counterparty credit risk models.

The role holder will be primarily responsible for performing and documenting analysis and testing of pricing models, market risk models and counterparty credit risk models.

What will you be doing?
•    The role holder will be responsible for independently performing and documenting analysis and testing of market risk models and counterparty credit risk models, as well as performing and documenting reviews of other model types when required.
•    The role holder will be expected to negotiate and agree workload prioritization within the team as well as with other stakeholders.
•    The role holder will be expected to justify and defend their analyses and conclusions.
•    The role holder will be expected to contribute toward the continuous innovation and improvement in efficiency and effectiveness of processes within the group, including discussion of overall team strategy.
•    The role holder will be expected to manage a team of two

What we’re looking for:
•    MSc or above in mathematics, statistics, physics, or quantitative finance; a PhD is beneficial
•    Strong mathematical skills, including in probability, statistics, differential and integral calculus, stochastic calculus, linear algebra and numerical methods;
•    Solid programming skills in languages / packages such as Python, C++, or Matlab
•    Ability to conduct independent research and to quickly familiarize themselves with a variety of modelling problems and to conduct in-depth and rigorous analysis
•    People management skills.

Skills that will help you in the role:
•    Strong interpersonal skills and an ability to build and maintain a network of stakeholders across the firm
•    Ability to assess and prioritize model issues in terms of significance and impact. 
•    Strong document writing skills
•    Ability to simplify and explain complex technical concepts to senior management and financial regulators

Where will you be working?
•    Noida

Be More at Barclays
At Barclays, each day is about being more – as a professional, and as a person. ‘Be More @ Barclays’ represents our core promise to all current and future employees. It’s the characteristic that we want to be associated with as an employer, and at the heart of every employee experience. We empower our colleagues to Be More Globally Connected, working on international projects that improve the way millions of customers handle their finances. Be More Inspired by working alongside the most talented people in the industry, and delivering imaginative new solutions that are redefining the future of finance. Be More Impactful by having the opportunity to work on cutting-edge projects, and Be More Valued for who you are.
Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.

Our Values
Purpose and Values 
We deploy finance responsibly to support people and businesses, acting with empathy and integrity, championing innovation and sustainability, for the common good and the long term.
Our values underpin everything we do: Respect, Integrity, Service, Excellence and Stewardship.
Respect
We harness the power of diversity and inclusion in our business, trust those we work with, and value everyone's contribution.
Integrity
We operate with honesty, transparency and fairness in all we do.
Service
We act with empathy and humility, putting the people and businesses we serve at the centre of what we do.
Excellence
We champion innovation, and use our energy, expertise and resources to make a positive difference.
Stewardship
We prize sustainability, and are passionate about leaving things better than we found them.
Our Diversity
We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals.
Our Benefits
Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. If you have a need for flexibility, then please discuss this with us.

More about working at Barclays