Global Quantitative Risk Modeler | ML & Finance

Geneva Com; Basel; Hybrid; CHF 120.000 - 170.000; Vollzeit

Zusammenfassung

Bank for International Settlements (BIS) in Basel, Switzerland, is hiring a Quantitative Risk Analyst in the Risk Models team. The role focuses on developing, validating and operating quantitative models for risk measurement, valuation and control within a global, international organisation.

The position offers relocation support, up to three-year fixed term, and a collaborative, multicultural environment with opportunities to influence risk practices across departments.

Qualifikationen

• Master's degree or higher in a relevant field.
• Experience in risk management, front office, or quantitative development roles.
• Strong expertise in financial risk measurement and quantitative modelling.
• Experience with AI and ML techniques in risk modelling.
• Proficiency in designing IT systems and translating models into technical solutions.
• Fluency in English; knowledge of another major international language is a plus.

Aufgaben

• Provide technical expertise to ensure high quality and accuracy of risk models.
• Develop and maintain risk and valuation models; calibrate methodologies.
• Support risk processes and enhance infrastructure for effective risk management.
• Contribute to policies and projects, assist in new product development.
• Build relationships with internal and external stakeholders to advance risk practices.

Kenntnisse

Risk management

Quantitative modelling

Mathematical finance

Programming

Relational databases

AI/ML in risk

Communication skills

Teamwork

Ausbildung

Master's degree or higher

Tools

Object-oriented programming

Relational databases

Software testing

Jobbeschreibung

Bank for International Settlements (BIS) in Basel, Switzerland, is hiring a Quantitative Risk Analyst in the Risk Models team. The role focuses on developing, validating and operating quantitative models for risk measurement, valuation and control within a global, international organisation.

The position offers relocation support, up to three-year fixed term, and a collaborative, multicultural environment with opportunities to influence risk practices across departments.