Barclays Recruitment – Product Control

Job Description:

As a Barclays Product Control Valuator (PCV) you will ensure that the firm’s Credit Products portfolio is appropriately valued, based on a combination of analysis of market data inputs and review/assessment of the pricing models and methodologies used at both a portfolio and individual trade level. The PCV team is a control function responsible for providing independent oversight of the fair values associated with the firm’s trading portfolios.

Job Responsibilities:

• Being responsible for price testing to various market data and pricing inputs and/or model outputs for fair value positions within the FI Credit business
• Calculating of applicable Fair and Additional Valuation Adjustments for the fair value inventory, and ensuring compliance of these methodologies
• Reviewing and evolution of methodologies for products covered, including CDS, Bonds, Loans, CDS Options, TRS, Repo and Structured Credit packages
• Being involved in regional and global ad hoc projects and investigation, driven by auditor, technology, business and management requirements
• Discussing, reporting and escalation of price testing results, fair value, model reserves, general modelling issues with front office and senior management for specific products
• Liaising with the Global Product and Valuation Control team, to provide support and ensure consistency across regional team model, supporting goals of management team

Job Requirements:

• Previous valuation experience covering Credit Products in a valuation control or risk management role
• Solid financial product and market knowledge, with previous experience with Credit Products in a valuation control or risk management role
• Ability to interact confidently with FO and other quantitative departments of the bank in discussing pricing and modelling issues
• Solid product and market knowledge with regard to aforementioned products
• Experience and proven track record in dealing with junior and senior members of Front office, Line Product Control, and Risk management teams across various locations
• Proactive and assertive in identifying control or valuation concerns, challenging the Business and driving control improvement for their area
• Excellent presentation and communication skills, including clearly articulating arguments or defending views under challenge from others

Job Details:

Company: Barclays

Vacancy Type: Full Time

Job Location: Bath, England, UK

Application Deadline: N/A

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