Model Validation AVP Job at Barclays (Wilmington)

MRM Qualitative Models Validation Senior Analyst AVP

This position is within the Qualitative Model Validation team, which is part of ...

Location

Canada , Mississauga

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Minimum Bachelor’ degree in Finance or Economics, or quantitative discipline (statistics, quantitative finance, econometrics)
Masters’ degree is preferable
Ideally 5 years of experience / knowledge of Banking, Treasury, Finance / Risk management preferred
Demonstrate excellent partnership and teamwork skills
Ability to clearly and concisely formulate findings in a written form and good verbal communication skills
Good analytic, creative thinking and problem solving abilities
Adept and meticulous at analysis and documentation
Ability to multi-task, work well under pressure and committed to deliver under tight deadlines
Knowledge of financial markets and products
Qualitative or quantitative model risk management experience is a plus

Job Responsibility

Performing independent validation of qualitative models across the firm
Critically reviewing the appropriateness of a Qualitative Model versus alternative quantitative approach
Producing high value models validation reports
Evaluating testing approach and results for individual models
Assessing the ongoing performance monitoring of the models
Contributing to regulatory and internal audit related responses
Collaborating with other teams within Risk and the Business
Assisting with preparing the reports and other meeting materials to MRM senior management
Supporting the process of designing, developing, delivering and maintaining best-in-class qualitative model validation process standards

What we offer

Global Benefits
Best-in-class benefits
Work life balance

Fulltime

Avp ml and genai model validation

Embark on a transformative journey as an AVP ML and GenAI Model Validation at Ba...

Location

India , Noida

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Highly numerate, evidenced by an Honours degree, master’s, or PhD (or equivalent) in a quantitative discipline such as Computer Science, Mathematics, Physics, Operational Research, Economics, Engineering, or Finance
Experience developing, validating, or independently reviewing best‑in‑class tools and AI/ML models for large financial institutions or comparable regulated environments, with the ability to effectively challenge and improve model methodologies and model management processes
Strong analytical and technical expertise in AI/ML modelling, including experience with ML algorithms (e.g., XGBoost, LightGBM, Random Forest), NLP models, and deep learning frameworks (e.g., TensorFlow, PyTorch, Keras)
Experience developing or validating AI/ML models on large datasets in Hadoop/AWS environments
Designed, fine‑tuned, and shipped Generative AI models - transformer‑based LLMs, RAG systems for grounded retrieval, and GANs-using PyTorch/TensorFlow and Hugging Face, including prompt engineering, RLHF, and rigorous evaluation of GenAI models
Hands‑on experience with Generative AI technologies, including Large Language Models, Transformers, retrieval‑augmented generation (RAG), and prompt‑based systems
familiarity with LangChain and LangGraph
Experience designing, developing, validating, or reviewing agent‑based AI architectures, including multi‑agent orchestration, task planning, memory management, and safeguard mechanisms
Sound understanding of financial services regulatory expectations and model risk guidance (e.g., SR 11‑7, SS1/23, IFRS 9, EU AI Act etc.)
Strong communication and influencing skills, with the ability to produce high‑quality written material for both technical and senior non‑technical audiences

Job Responsibility

Validation of models for their intended use and scope, commensurate with the complexity and materiality of the models
Approval or rejection of a model or usage based on assessment of the model’s conceptual soundness, performance under intended use and the clarity of the documentation of the model’s inherent risks, limitations and weaknesses
Assessment of any compensating controls used to mitigate Model risk
Documentation of validation findings and recommendations in clear and concise reports, providing actionable insights for model improvement
Evaluation of the coherence of model interactions and quality of Large Model Framework aggregate results that generate output for regulatory submissions or management decision making and planning
Design of the framework and methodology to measure and, where possible, quantify model risk, including the assessment of framework level uncertainty

What we offer

Hybrid working
Modern workspaces, collaborative areas, and state-of-the-art meeting rooms
Facilities include wellness rooms, on-site cafeterias, fitness centers, and tech-equipped workstations

Fulltime

AVP- Model Oversight & Model Maintenance

This role involves overseeing model maintenance and governance to ensure complia...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

5+ years of experience with good understanding of FP&A processes and management reporting
professional degree equivalent to CA/MBA
proficient in Microsoft Office with an emphasis on MS Excel
knowledge with financial forecasting systems
knowledge of Tableau, Knime and Python would be preferred
experience of working with financial data and knowledge of financial reporting tools
consistently demonstrates clear and concise written and verbal communication skills
self-motivated and detail oriented
demonstrated project management and organizational skills and capability to handle multiple projects at one time
willing to work afternoon shifts, 1 pm to 10 pm

Job Responsibility

Oversee model maintenance activities to ensure compliance with Model Risk Management (MRM) guidelines and deadlines
track model inventory
coordinate across corporate teams, model risk management teams, transformation teams, and FP&A teams to provide status updates and respond to model related requests
maintain model documentation throughout the model lifecycle
update inventory tracker for new models and changes in existing models
monitor due dates and ensure alignment with model sponsors and MRM teams
partner with FP&A teams to conduct Annual Model review and Ongoing Performance Assessments
review the Ongoing monitoring results to identify potential model fatigue
prepare and submit model documentation in approved MRM templates within iMRMS
respond to MRM queries to ensure documentation approval by deadlines

Fulltime

Balance Sheet Management Modeling – AVP

The Balance Sheet Management Sr. Analyst is a seasoned professional role respons...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

6-8 years of relevant statistical modeling /econometrics experience in financial domain
PG / Masters / PhD in quantitative discipline such as Statistics, Economics, Mathematics, or related discipline is preferred
Experience in developing econometric models and deep understanding of statistical techniques such as Linear Regression, Logistic Regression, Time Series, Panel Regression, Error Correction Models, Seemingly Unrelated regression and Cointegration and Machine Learning Techniques
Working experience with Artificial Intelligence/Machine Learning techniques and packages (ChatGPT, Copilot)
Hands-on experience in programming and modeling using Python and related packages (GitHub, DataFlame) is must
Experience with SQL and databases
Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk, Capital Planning
Broad understanding of financial products, accounting principles, investment, accrual products and corporate finance concepts
Excellent presentation skills
Ability to build key cross functional and cross business relationships

Job Responsibility

End-to-end development and governance and support of models in treasury/IRRBB space
End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes
Calculation of Net Interest Income (NII), Non-Interest Revenue (NIR), Interest Rate Exposure (IRE), Economic Value Sensitivity (EVS), and other associated interest rate risk metrics
Model governance and support includes reviewing and timely submission of model documentations such as Model development document (MDDs), Annual Model Review (AMRs), Ongoing Performance Assessment (OPAs), Model Change Addendum (MCAs), Limitation Record Change (LRCs) to Model Risk Management
Develop and maintain a comprehensive modeling system that maintains consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation
Present technical matters in a way that is meaningful to the audience and align with Model Risk Management on modeling and validation practices
Build key relationships with finance and business teams
Create a culture of accountability and strict quality control of the data integrity and modeling processes

Fulltime

Traded Risk Models Validation AVP

The Traded Risk Models Independent Validation Unit (IVU) is responsible for the ...

Location

United Kingdom , London

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

MSc or PhD in quantitative finance, mathematics, statistics, physics or engineering
Excellent mathematical skills, including in probability, statistics, differential and integral calculus, linear algebra, stochastic calculus, and numerical methods
Excellent programming skills in languages / packages such as Python or R
Ability to conduct independent analysis, testing, and research
Stakeholder management skills

Job Responsibility

Validation of models for their intended use and scope, commensurate with the complexity and materiality of the models
Approval or rejection of a model or usage based on assessment of the model’s conceptual soundness, performance under intended use and the clarity of the documentation of the model’s inherent risks, limitations and weaknesses
Assessment of any compensating controls used to mitigate Model risk
Documentation of validation findings and recommendations in clear and concise reports, providing actionable insights for model improvement
Evaluation of the coherence of model interactions and quality of Large Model Framework aggregate results that generate output for regulatory submissions or management decision making and planning
Design of the framework and methodology to measure and, where possible, quantify model risk, including the assessment of framework level uncertainty

Fulltime

Gsc: Avp, Tno Traded Gra

Global Risk Analytics (GRA) is a global team responsible for development of risk...

Location

Poland , Kraków

Salary:

16567.00 - 24842.00 PLN / Month

HSBC

Expiration Date

March 01, 2026

Requirements

Experience in the financial industry involving quantitative finance and/or risk modelling
M.Sc./Bachelor holder in Quantitative Finance/Physics/Mathematics or related disciplines
Sound understanding of financial mathematics, mathematical analysis, statistics and linear algebra
Sound understanding of risk measures
Knowledge of derivative products and their pricing
Good knowledge of Python programming language
Open personality and effective written and oral communication skills in English

Job Responsibility

Identify areas for improvements, automation and enhanced controls for risk models for all asset classes
Assess and validate performance of the models using real world data
Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation
Develop new models (methodology and computing tools) to cover new / identified risks
Articulate our modelling approach to internal and external stakeholders (incl. regulators) in a non-technical language if required
Assist in the on-going application of the models in a business-as-usual risk management framework
Work with a degree of autonomy, dealing with complex technical information while still being able to provide judgment and clear direction
Participate in ad hoc projects

What we offer

Annual performance-based bonus
Additional bonuses for recognition awards
Multisport card
Private medical care
Life insurance
One-time reimbursement of home office set-up (up to 800 PLN)
Corporate parties & events
CSR initiatives
Social fund
Flexible working hours

Fulltime

Quantitative Analyst AVP

Join us as a ALM Quantitative Analyst AVP within QA Treasury team in London supp...

Location

United Kingdom , London

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Strong coding skills in Python, including close familiarity with Pandas and Numpy libraries
A solid foundation in financial mathematics, in particular bond and derivative pricing and discounting
Excellent communication skills, including the ability to discuss technical matters with a non-technical audience

Job Responsibility

Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
Design analytics and modelling solutions to complex business problems using domain expertise
Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools
Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams
Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them
Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users
Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy
Ensure all development activities are undertaken within the defined control environment

What we offer

Hybrid working
Flexible working arrangements
Supportive and inclusive culture and environment
Structured approach to hybrid working with fixed 'anchor' days
Encouragement to embrace mobility and explore operations
International scale with geographic reach and variety of functions

Fulltime

Digital Services - AVP

The Digital Services AVP is a leader within the DS&I organisation, responsible f...

Location

United Kingdom , Glasgow

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Comfortable working with dashboards, KPIs and MI to identify trends and issues
Ability to work across digital platforms and tools used within DS&I
Works effectively across UX, Product, Service Delivery, Learning and broader Compliance teams
Communicates clearly and confidently with technical and non‑technical colleagues
Identifies opportunities for simplification, standardisation, and efficiency
Able to support process redesign or improvement initiatives
Understands user needs and ensures services, communications or training reflect those needs
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

Job Responsibility

Investigation and analysis of data issues related to quality, lineage, controls, and authoritative source identification, documenting data sources, methodologies, and quality findings with recommendations for improvement
Designing and building data pipelines to automate data movement and processing
Apply advanced analytical techniques to large datasets to uncover trends and correlations, develop validated logical data models, and translate insights into actionable business recommendations that drive operational and process improvements, leveraging machine learning/AI
Through data-driven analysis, translate analytical findings into actionable business recommendations, identifying opportunities for operational and process improvements
Design and create interactive dashboards and visual reports using applicable tools and automate reporting processes for regular and ad-hoc stakeholder needs
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
Demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard

What we offer

Hybrid working
Structured approach to hybrid working with fixed, ‘anchor’, days onsite
Supportive and inclusive culture and environment
Commitment to providing a supportive and inclusive culture and environment
Opportunity to explore flexible working arrangements
Chance to learn from a globally diverse mix of colleagues, including some of the very best minds in banking, finance, technology and business
Encouragement to embrace mobility, exploring every part of our operations as you build your career

Fulltime

Model Validation AVP

Barclays

Location:
United States , Wilmington

Category:
Finance

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Additional Information:

Job Posted:
January 29, 2026

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