Xva Quant Modeller

London, United Kingdom

Job Description


A role in Markets involves trading financial instruments, such as bonds, stocks, and derivatives. You'll also arrange capital raisings, manage debt and equity issuances, and structure, execute, and syndicate transactions for clients.See your commuteJoin us in the role of XVA Quant Modeller, where you will be responsible for presenting first line challenge to current models and assess impacts of modelxc3xa2xc2x80xc2x99s assumptions and limitations. In this role, you will focus on model assessment, increasing testing coverage, automation, and steer governance for CVA, DVA and FVA models, with an emphasis on collaboration with quant developers, validators, and key stakeholders across the model lifecycle.This role will be based at 1 Churchill Place, Canary Wharf, London.Essential skills:

  • PhD or masterxc3xa2xc2x80xc2x99s degree in financial mathematics, Mathematics or Physics
  • Prior experience developing and/or implementing XVA models
  • Solid modelling skills (Python and C++)
Desirable skills:
  • Exceptional precision and attention to detail
  • Excellent oral and written communication skills
  • Demonstrate best in class professional integrity
You may be assessed on key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills.Purpose of the roleTo design, develop, and evolve trading, risk management and other platforms that facilitate trading and regulatory objectives within the investment banking domain.xc3x82Accountabilities
  • Design, development, and maintenance of high-performance trading platforms, risk systems, and applications catering to the needs of traders and market participants.
  • Collaboration with traders, strategists, and stakeholders to gather requirements and translate them into scalable and efficient technological solutions.
  • Implementation of new features, enhancements, and functionalities on trading platforms to improve performance, reliability, and user experience.
  • Stay updated on technological advancements, industry trends, and best practices to drive innovation and continuous improvement in trading platforms.
  • Collaboration with cross-functional teams including business aligned SM&D teams, strats, compliance, and IT to address system issues and implement solutions.
Assistant Vice President Expectations
  • To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/ business divisions.
  • Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes
  • If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L xc3xa2xc2x80xc2x93 Listen and be authentic, E xc3xa2xc2x80xc2x93 Energise and inspire, A xc3xa2xc2x80xc2x93 Align across the enterprise, D xc3xa2xc2x80xc2x93 Develop others.
  • OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes.
  • Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues.
  • Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
  • Take ownership for managing risk and strengthening controls in relation to the work done.
  • Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.
  • Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.
  • Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.
  • Communicate complex information. 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience.
  • Influence or convince stakeholders to achieve outcomes.
All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship xc3xa2xc2x80xc2x93 our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset xc3xa2xc2x80xc2x93 to Empower, Challenge and Drive xc3xa2xc2x80xc2x93 the operating manual for how we behave.Share jobReasonable AdjustmentBarclays welcomes applications from all candidates and is committed to ensuring reasonable adjustments (accommodations) are put in place to allow for a fair and inclusive recruitment process. For more information and how to request one, please reviewOur purposeWexc3xa2xc2x80xc2x99re a global, vital and highly respected financial organisation with an inspiring Purpose. Operating in 39 countries and employing around 100,000 people across the world, we help communities, individuals and businesses thrive. And wexc3xa2xc2x80xc2x99ve created financial solutions and technology that the world now takes for granted. A career with us can offer incredible variety, depth and breadth of experience, and the chance to learn from some of the best minds in technology and finance.To find out more about Barclays' strategy please clickEqual opportunitiesBarclays offers a diverse, inclusive and engaged culture. A place where people can bring their whole selves to work and be respected for who they are, valued for what they do and celebrated for their contribution to our business and our community.We are an equal opportunity employer and opposed to discrimination on any grounds. It is the policy of Barclays to ensure equal employment opportunity without discrimination or harassment on the basis of race, colour, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation, gender identity or expression, marital or domestic/civil partnership status, disability, veteran status, genetic information, or any other basis protected by law.Right to work statementBarclays is required by law to confirm that you have the Legal Right to Work in any role that you apply for. If you currently hold a work visa sponsored by Barclays, or you would require sponsorship from Barclays, you must declare this as part of your application. Sponsored visas are role and entity specific and any changes must be reviewed. It is important that you ensure you are working on the correct visa at all times. Failure to accurately disclose your visa status or Legal Right to Work may result in your application or any employment offer being withdrawn at any time.This is Barclays LondonOur global HQ is in Canary Wharf, at the heart of Londons financial district. There are over 10,000 colleagues here a hugely diverse workforce made up of the worlds best financial and tech talent. If you love the buzz of city life, this is the place to be.Supporting active commutersCycle or run to work? Weve got everything you need from cycle hire and parking areas to new showering and changing facilities.Time to connectCoSpace is our drop-in co-working space, where networks are built, problems are solved collectively and our community is strengthened.Wellbeing in focusOur Wellness Suite includes a well-equipped gym and exercise studios, and provides personal training sessions and massage therapy.Advanced trading floorsOur new trading floors enhance communication, integrate sustainability, and support health and wellbeing through innovative design and British-sourced furniture.Your browser does not support the video tag.This is Barclays LondonOur global HQ is in Canary Wharf, at the heart of Londons financial district. There are over 10,000 colleagues here a hugely diverse workforce made up of the worlds best financial and tech talent. If you love the buzz of city life, this is the place to be.Supporting active commutersCycle or run to work? Weve got everything you need from cycle hire and parking areas to new showering and changing facilities.Time to connectCoSpace is our drop-in co-working space, where networks are built, problems are solved collectively and our community is strengthened.Wellbeing in focusOur Wellness Suite includes a well-equipped gym and exercise studios, and provides personal training sessions and massage therapy.Advanced trading floorsOur new trading floors enhance communication, integrate sustainability, and support health and wellbeing through innovative design and British-sourced furniture.Your browser does not support the video tag.Be you. Be valued. Belong.We celebrate the unique perspectives and experiences each individual brings, believing our differences make us stronger and drive success. Our colleague networks offer connection, support, and growth, while our "This is Me" series shares the unique stories of our colleagues. Committed to diversity, equity, and inclusion, Barclays values you for who you are and ensures you truly belong.You can learn more about our commitment to our colleague on our DE&I page.Application ProcessYour applicationWexc3xa2xc2x80xc2x99ll ask for information about you, your CV and cover letter. 1Your assessmentCovering your behaviours and ability at work. 2Your interviewExploring your past experiences and skills. 3Next stepWexc3xa2xc2x80xc2x99ll request additional information so that you can complete our screening process 4Working flexiblyWere committed to providing a supportive and inclusive culture and environment for you to work in. This environment recognises and supports your personal needs, alongside the professional needs of our business. If you'd like to explore flexible working arrangements, please discuss this with the hiring manager. Your request will be reviewed in-line with the requirements of the role/business needs of the team.Hybrid workingWe have a structured approach to hybrid working, where colleagues work at an onsite location on fixed, xe2x80x98anchor, days, as set by the business area. Please discuss the working pattern requirements for the role you are applying for with the hiring manager. Please note that working arrangements may be subject to change on reasonable notice to ensure we meet the needs of our business.Barclays is built on an international scale.Our geographic reach, our wide variety of functions, businesses, roles and locations reflect the rich diversity of our worldwide customer base. All of which means we offer incredible variety, depth and breadth of experience.
And the chance to learn from a globally diverse mix of colleagues, including some of the very best minds in banking, finance, technology and business. Throughout, well encourage you to embrace mobility, exploring every part of our operations as you build your career.Related contentRelated JobsLondon (United Kingdom)21 FebLondon (United Kingdom)21 FebLondon (United Kingdom)30 JanSign up for job alertsMake sure you see job opportunities when they become available. Just add a few details below to stay up to date with jobs that suit you and your skills.Email Interested InSearch for a category and select one from the list of suggestions. Select a location from the list of options. Finally, click Add to create your job alert.

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Job Detail

  • Job Id
    JD3028160
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    London, United Kingdom
  • Education
    Not mentioned