Hybrid Global Quant Risk Analyst: Modeling & Valuation

Bank for International Settlements – BIS; Basel; Hybrid; CHF 140.000 - 190.000; Vollzeit

Benefits dieser Stelle

Relocation support for dependents

Hybrid work opportunities

Zusammenfassung

Bank for International Settlements (BIS) in Basel, Switzerland, invites applications for a Quantitative Risk Analyst within the Risk Management unit. The role is a three-year fixed term contract, based in Basel, with global hiring and relocation support available for the candidate and dependents.

Key responsibilities include developing and calibrating cutting-edge risk and valuation models, ensuring alignment with market standards, and collaborating across departments to advance risk practices

Qualifikationen

• Master’s degree or higher in a relevant field.
• Substantial experience in risk management, front office, or quantitative development roles, with exposure to IT solution development.
• Strong expertise in financial risk measurement, quantitative modelling, and mathematical finance, especially in fixed income instruments.
• Proficiency in designing IT systems, including project management and translating models into technical solutions.
• Knowledge of object-oriented programming, relational databases, and software testing is an advantage.
• Practical experience with AI and ML techniques applied to financial risk modelling.
• Excellent interpersonal, communication, and teamwork skills, with sensitivity to multicultural environments.
• Fluency in English; knowledge of another major international language is a plus.

Aufgaben

• Provide Technical Expertise: Ensure the quality and accuracy of risk models, analyze complex risk and valuation issues, and offer expert advice to Risk Management and Management.
• Develop and Maintain Models: Design, implement, and calibrate risk and valuation models; validate methodologies and ensure alignment across departments.
• Support Risk Processes: Enhance infrastructure and processes for effective risk management and valuation, while promoting a strong risk control culture.
• Contribute to Policies and Projects: Assist in formulating risk management policies, support new product development, and participate in Bank-wide initiatives.
• Build Relationships: Collaborate with internal departments and external stakeholders, including central banks and service providers, to advance risk management practices.

Kenntnisse

Risk management

Quantitative modelling

AI/ML in finance

OOP programming

Relational databases

Communication

Multicultural awareness

Ausbildung

Master's degree or higher

Tools

Object-oriented programming

Relational databases

Software testing

Jobbeschreibung

Bank for International Settlements (BIS) in Basel, Switzerland, invites applications for a Quantitative Risk Analyst within the Risk Management unit. The role is a three-year fixed term contract, based in Basel, with global hiring and relocation support available for the candidate and dependents.

Key responsibilities include developing and calibrating cutting-edge risk and valuation models, ensuring alignment with market standards, and collaborating across departments to advance risk practices