XVA Quant

XVA Quant (Model Integrity and Control) – Barclays Join us in the role of XVA Quant where you will be responsible for presenting 1st line challenge to current models and assess impacts of models 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. You may be assessed on key critical skills relevant for success in the role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job‑specific technical skills. This role will be based at 1 Churchill Place, Canary Wharf, London. Purpose of the role To design, develop, and evolve trading, risk management and other platforms that facilitate trading and regulatory objectives within the investment banking domain. Accountabilities 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 work that impacts the whole business function. Set objectives, coach employees, and appraise performance relative to objectives with 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 consistently excellent standards. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others. OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for inclusion of other areas of specialisation to complete assignments, and identify new directions for projects, incorporating cross‑functional methodologies or practices to meet required outcomes. Consult on complex issues; providing advice to People Leaders to support resolution of escalated issues. Identify ways to mitigate risk and develop 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 other areas, requiring understanding of coordination and contribution to the achievement of organisational objectives. Collaborate with other areas of work for business‑aligned support, keeping up to speed with business activity and strategy. Engage in complex analysis of data from multiple sources, internal and external, to solve problems creatively and effectively. Communicate complex information – which may include sensitive or difficult-to‑communicate content or audiences. Influence or convince stakeholders to achieve outcomes. All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave. Qualifications PhD or master’s degree in financial mathematics, mathematics or physics Prior experience developing and/or implementing XVA models Solid programming skills (Python and/or C++) Desirable Skills Exceptional precision and attention to detail Excellent oral and written communication skills Demonstrate best‑in‑class professional integrity Seniority Level Mid‑Senior level Employment Type Full‑time Job Function Research, Analyst, and Information Technology Industry Banking and Financial Services #J-18808-Ljbffr