90330351PC Valuations (Chennai)

90330351PC Valuations (Chennai)

09 Sep
|
Barclays Services
|
Chennai

09 Sep

Barclays Services

Chennai

- Independent price verification (IPV) and the calculation of fair value adjustments (FVAs)
- Reporting results and conclusions to senior management with recommended actions
- Analysis of valuation models as part of the price verification process, including as necessary liaising with Quantitative Analytics, Market Risk and Model Validation as part of the trade approval process
- Oversight and analysis of FVA methodologies and oversight of product observability review processes
- Independent price verification for various Cash and Derivative products.
- Calculation of various fair value adjustments when required
- Full ownership of the month end valuation production cycle:
- Preparation process from a logistic, process & IT point of view:
- Generation of IPV variances, valuation uncertainty, reserves
- Analysis / commenting of results
- Escalation of valuation issues
- Communicating/reporting IPV results to finance management, trading desks and external stakeholders (auditors, regulators), via the production of the monthly IPV reporting pack and communication in relevant meetings
- Work with peers across PC-Valuation team to help establish best practice guidelines and ensure these guidelines are well-communicated and adhered to.
- Working on creating solutions / improvements to the IPV process.



This requires working with the “Change Management” team to enhance specification of technology requirements as well as assisting with testing & managing new releases.
- Quantitative primary degree and/or a degree in Finance
- Valuation control or product control experience in a financial services setting. Strong front to back valuation control experience
- Strong communication skills including the ability to distil complex issues into an easy to digest summary for senior management.
- Strong Spreadsheet skills
- Advanced degree in similar subjects. Further professional qualification such as CQF, FRM, ACA, CIMA, CFA or MBA.
- Experience working on Equity Derivatives
- Coding skills in Python/VBA or equivalent
- Strong workflow management skills and good knowledge of a high standard reporting function.

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

📌 90330351PC Valuations (Chennai)
🏢 Barclays Services
📍 Chennai

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