Senior Model Validation Quantitative Analyst – CRO Model Risk Management 80-100% (f/m/d) job opportunity at Julius Baer.

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DatePosted 27 Days Ago bot
Julius Baer Senior Model Validation Quantitative Analyst – CRO Model Risk Management 80-100% (f/m/d)
Experience: General
Pattern: full-time
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degreeMaster's (M.A.)
loacation Madrid, Spain
loacation Madrid....Spain

At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let’s shape the future of wealth management together. The Model Validation – Senior Quantitative Analyst is a member of the Model Risk Management team, within the Group Risk Management and Assurance unit (CRO) and is responsible to perform independent technical validations on non-financial models (e.g. Compliance, Machine Learning/Artificial Intelligence/gen AI) as well as financial models (e.g. Stress Testing, Liquidity/ALM, Credit Risk, Market Risk, Investment/Research). YOUR CHALLENGE Perform independent validation of models, in accordance with a multi-annual review plan. This includes: testing of the model’s assumptions (including expert-based judgements), conceptual soundness, robust implementation, appropriateness of input data, model parameters, and their calibration accuracy (through statistical techniques, development of benchmark models and data analysis), reviewing the governance around the model, its usage, and its documentation identification and evaluation of model limitations, and assessment of overall model risk, including assigning a model risk rating production and delivery of high-quality model validation reports to evidence a sound challenge and risk-oriented validation findings   Supervise a small team of junior model validation quantitative analysists, in their day-to-day model validation and model governance tasks Track and verify model risk mitigation activities and ensure adequate oversight over models through their lifecycle Monitor model performance indicators along standardized risk metrics Build strong relationships and interact with model owners, developers, users, subject matter experts and Risk Management functions both at headquarter in Zurich and in foreign locations YOUR PROFILE Higher university degree in a quantitative area (Mathematics, Statistics, Economics, Physics, Engineering, Quantitative Finance, Data / Computer Science), Master or PhD level, FRM or PRM is an advantage Profound knowledge and hands-on experience in validating financial (market, credit, liquidity risk etc.) and/or non-financial models (Compliance, Information Security etc.) and use cases for Large Language Models (generative AI) and/or Machine Learning models (predictive AI ) Expertise in data assembling and analysis, computational statistics, anomaly detection, AI/ML, understanding of ML Ops. Strong programming skills (e.g., Python, R, VBA, JAVA, SQL, …) to be able to implement own testing code to challenge the to-be-validated model Strong problem-solving and analytical skills, with the ability to think critically and creatively about complex challenges Results-oriented individual with outstanding interpersonal skills, written and verbal communication skills, proficiency in English. Fluency in German is an additional asset Focused on stakeholders, can communicate impactfully with business partners and explain technical and complex themes to a diverse range of audiences including senior management As part of your application, please ensure your cover letter includes the following: A brief statement describing one of the most challenging problems you have encountered related to model validation, including details on the context, your analytical approach, and the solution implemented For areas where you identify strong alignment with the role’s requirements, we encourage you to provide specific, concrete examples from your professional experience that demonstrate your expertise and achievements   This will help us better understand your technical depth, problem-solving ability, and relevance to the responsibilities of the position. We are looking forward to receiving your full job application through our online application tool. Further interesting job opportunities can be found on our Career site . Is this not quite what you are looking for? Set up a job alert by creating a candidate account here .

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