Global Quant Risk Analyst – Hybrid (Relocation Support)

Bank For International Settlements; Basel; Vor Ort; CHF 120.000 - 180.000; Vollzeit

Benefits dieser Stelle

Relocation support

Hybrid working opportunities

Competitive compensation and benefits

Zusammenfassung

Bank for International Settlements in Basel is seeking a Quantitative Risk Analyst in the Risk Models team. The role focuses on developing, implementing and calibrating risk and valuation models to support measurement and control across the Bank's balance sheet.

You will collaborate with cross‑functional teams to ensure models are fit for purpose, aligned with market standards and BIS IT strategy, with an emphasis on AI/ML techniques in risk modelling and strong risk governance.

Qualifikationen

• Master’s degree or higher in a relevant field.
• Extensive experience in risk management and quantitative development.
• Strong knowledge of financial risk measurement and fixed income modelling.
• Experience translating models into IT solutions.
• Familiarity with AI/ML techniques in risk modelling.
• Excellent interpersonal and teamwork skills in multicultural environments.
• Fluency in English; knowledge of another major international language is a plus.

Aufgaben

• Ensure the quality and accuracy of risk models and provide expert advice to Risk Management.
• Design, implement, and calibrate risk and valuation models and validate methodologies.
• Enhance infrastructure and processes for effective risk management and valuation.
• Contribute to risk management policies, new product development, and cross‑functional projects.
• Collaborate with internal departments and external stakeholders, including central banks.

Kenntnisse

Quantitative risk analysis

Fixed income modelling

AI/ML in risk modelling

Object-oriented programming

Relational databases

Software testing

English fluency

Ausbildung

Master’s degree or higher

Tools

Relational databases

Software testing

AI/ML libraries

Jobbeschreibung

Bank for International Settlements in Basel is seeking a Quantitative Risk Analyst in the Risk Models team. The role focuses on developing, implementing and calibrating risk and valuation models to support measurement and control across the Bank's balance sheet.

You will collaborate with cross‑functional teams to ensure models are fit for purpose, aligned with market standards and BIS IT strategy, with an emphasis on AI/ML techniques in risk modelling and strong risk governance.