
Risk Model Validation, AVP
At Barclays, we are looking for a highly skilled and experienced Risk Model Validation Assistant Vice President (AVP) to join our dynamic team. As an AVP, you will play a crucial role in ensuring the accuracy and effectiveness of our risk models across various business areas. This is an exciting opportunity for an individual with a strong analytical background and a keen eye for detail to make a significant impact on our risk management processes. The ideal candidate should possess a degree in a quantitative field such as Mathematics, Statistics, or Finance, along with at least 5 years of experience in model validation or a related field. If you are a proactive and driven individual with a passion for risk management, we would love to hear from you. Join us at Barclays and take your career to the next level.
- Conduct thorough and timely model validation activities to ensure compliance with regulatory requirements and internal policies.
- Collaborate with various business areas to understand their risk models and provide recommendations for improvements.
- Develop and maintain strong relationships with stakeholders to facilitate effective communication and understanding of model validation processes.
- Utilize advanced analytical and statistical techniques to assess model performance and identify areas for enhancement.
- Prepare comprehensive reports summarizing model validation results and communicate findings to senior management.
- Monitor industry developments and regulatory changes related to risk models, and make recommendations for updates to existing models.
- Assist in the development and implementation of model validation policies and procedures.
- Conduct quality assurance reviews of model validation documentation and ensure adherence to internal standards.
- Participate in cross-functional teams to support model development and implementation projects.
- Mentor and train junior team members on model validation best practices and methodologies.
- Collaborate with external auditors and regulators during model validation reviews.
- Proactively identify and escalate potential risks or issues related to model validation.
- Continuously seek opportunities to improve and streamline model validation processes.
- Represent Barclays at industry conferences and events related to risk management and model validation.
Bachelor's Degree In A Quantitative Field Such As Finance, Mathematics, Statistics, Or Economics.
Minimum Of 5 Years Of Experience In Risk Management, Model Development, Or Model Validation Within The Financial Industry.
Strong Knowledge Of Risk Modeling Techniques And Experience With Statistical Software Such As Sas, R, Or Python.
Familiarity With Regulatory Requirements And Guidelines Related To Risk Model Validation, Such As Sr 11-7 And Sr 15-18.
Excellent Communication And Interpersonal Skills, With The Ability To Effectively Communicate Complex Technical Concepts To Both Technical And Non-Technical Stakeholders.
Risk Management
Data Analysis
Financial Modeling
Quantitative Analysis
Statistical modeling
Stress testing
Credit risk
Regulatory compliance
Scenario Analysis
Model validation
Model
Market Risk
Communication
Conflict Resolution
Emotional Intelligence
Leadership
Time management
creativity
Attention to detail
Teamwork
Adaptability
Problem-Solving
According to JobzMall, the average salary range for a Risk Model Validation, AVP in Noida, Uttar Pradesh, India is between ₹1,500,000 - ₹2,500,000 per year. This may vary depending on factors such as the specific company, experience level, and job responsibilities.
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Barclays plc is a British multinational investment bank and financial services company, headquartered in London. Apart from investment banking, Barclays is organised into four core businesses: personal banking, corporate banking, wealth management, and investment management.

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