Dec 13, 2025
Barclays
Join us as a Model Validation AVP - Stress Testing, responsible for validating non traded and internal risk models to ensure they are fit for use at inception and through ongoing periodic reviews. This role focuses on stress testing, liquidity, treasury, and credit risk models, supporting enterprise-wide risk management and regulatory expectations. The position requires strong quantitative modeling, statistical analysis, and programming expertise, with hands on involvement in model assessment, documentation, and challenge. You will partner closely with stakeholders across Risk, Treasury, and Finance while delivering high quality validation work under tight timelines. To be successful as a Model Validation AVP - Stress Testing, you should have: Experience in model validation or development for stress testing, liquidity, treasury, or credit risk models Quantitative foundation in statistics, econometrics, or mathematical modeling Proficiency in programming...
Professional Diversity Network
New York, NY, USA
Full-Time
