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Valuation Control Model Development

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Barclays

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Location:
United Kingdom , London ▼

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Category:
Finance

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Contract Type:
Not provided

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Salary:

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Job Description:

Valuation Control (VC) is a critical technical function within Finance, dedicated to ensuring the integrity of Fair Value through robust Fair Value Adjustments (FVAs), Prudent Valuation Adjustments (PVAs), and Independent Price Verification (IPV) methodologies. As a Vice President within the newly established Valuation Control Model Development team, you will play a pivotal role in designing and enhancing quantitative and qualitative models that underpin these processes. This cross-asset class role offers a unique opportunity to influence strategic improvements in model governance across the bank, ensuring compliance with regulatory standards and alignment with best market practices.

Job Responsibility:

  • Development and maintenance of valuation methodologies for various financial instruments, and implementation of appropriate valuation models based on the characteristics of the financial instruments and market conditions
  • Management of valuation process for the bank’s trading portfolio, including regular valuations of financial instruments and approval of valuations performed by colleagues
  • Analysis of market data to assess valuation inputs, assumptions, and potential valuation risks
  • Preparation and review of valuation reports, and support in preparing regulatory filings and financial statements
  • Provision of valuation insights to traders, risk professions and senior colleagues, and identification of areas for improvement in valuation methodologies and processes

Requirements:

  • Understanding of model governance requirements and regulatory policies, with ability to address valuation requirements in line with accounting and regulatory standards
  • Experience in valuation control or a related function (e.g., risk management, model validation, or trading) within a top-tier investment bank
  • Ability to manage own workload, demonstrating proactivity and independence in meeting deadlines
  • Background in developing or validating models and methodologies combined with financial product knowledge

Nice to have:

  • Experience or knowledge of valuation models and methodologies used for FVA, PVA, IPV
  • Experience supporting regulatory and audit challenges related to valuation controls and valuation models/methodologies
  • Ability to engage with Traders and Front Office Quantitative Analysts on valuation-related issues and provide clear explanations to diverse audiences
  • Knowledge of programming languages such as Python, VBA, R, or C++ for model development and process automation
  • Project management and collaboration skills to deliver plans in partnership with core Valuation Control teams and meet model governance deadlines
What we offer:
  • Hybrid working
  • Structured approach to hybrid working with fixed 'anchor' days
  • Supportive and inclusive culture and environment
  • Commitment to flexible working arrangements
  • Opportunity to work on an international scale with global mobility
  • Diverse workforce and inclusive environment

Additional Information:

Job Posted:
January 16, 2026

Employment Type:
Fulltime
Work Type:
On-site work
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