Internal Audit

**Internal Audit - Model Risk VP**
**France, Paris**

As a Barclays Internal Audit Model Risk VP, you will be working collaboratively across Barclays Internal Audit (BIA), while developing good, independent client relationships. You will be in charge of delivering BIA Audit Plan and managing BIA, which is responsible for providing independent, reliable, and timely assurance to the Board and executive management over the effectiveness of governance, risk management and control over current and evolving risks. With this, you will play a huge role in managing BIA.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creating financial and digital solutions that the world now takes for granted.

**Working Flexibly**

**What will you be doing?**:

- Guiding, reviewing and approving work carried out on audit assignments to ensure the scope of work is appropriate, controls are correctly identified, assessed and carried out
- Writing high quality observations and audit reports (with input from the audit team)
- Managing audit work to ensure that relevant risks and controls have been identified and appropriately assessed
- Engaging with clients and stakeholders to seek clarification of exceptions found by the audit team, raising issues where appropriate
- Producing concise and insightful commentary and information for BIA wide reporting as well as for reporting provided to regulators
- Delivering a view on the effectiveness of controls to the relevant BIA Director/Managing Director (MD) and the business
- Collaborating and supporting the Director to define the appropriate coverage strategy and audit plan
- Delivering a view on the effectiveness of controls to the relevant BIA Director/Managing Director (MD) and the business

**What we’re looking for**:

- 4+ years of combined quantitative undergraduate (Maths, Physics or Engineering) and/or postgraduate quantitative degree with a proven track of records
- Experience in model testing or model development or validation role either in financial institutions with strong background in model risk, end-to-end model lifecycle
- Background and practical knowledge of relevant regulatory environment including SR 11-7, SR 15-18, LCR, NSFR, CRR, or European equivalent requirements
- Previous experience with data analytics and/or coding such as Python, SQL and other data science/machine learning techniques, model development or model testing

**Skills that will help you in the role**:

- Post graduate degree in a quantitative field such as Financial Engineering, Computational Finance, OR
- Relevant professional qualifications/certifications such as CFA, FRM, CISA, CIA will be beneficial
- Project management experience and ability to conduct complex work under pressure
- Practical knowledge of relevant regulatory environment and experience of driving audit strategy is desirable but not essential

**Where will you be working?**
Dating from 1922, Barclays has a long established presence in France. Today, from our office in Paris we provide a full service Investment Bank offering to our local and global clients. Our integrated coverage model means we are able to provide our clients with access to deep expertise across sectors, regions and products. We deliver informed strategic advice, comprehensive financial solutions and risk management services, creating sophisticated strategies customised to meet our clients’ needs.

LI-Hybrid

LS-2021