Model Risk Quant Analyst: Valuation & Validation

Bank Julius Bär & Co. Ltd.; Zürich; Vor Ort; CHF 140.000 - 190.000; Vollzeit

Zusammenfassung

Julius Baer invites applications for a Model Validation & Trade Approval specialist to strengthen valuation governance and prudent valuation practice. You will scrutinize modelling assumptions, calibration methods and valuation frameworks to ensure robust governance across pricing frameworks.

Joining the team provides exposure to cross-asset models, new product risk assessment, and ongoing performance monitoring.

Qualifikationen

• Advanced degree in a quantitative field such as Quantitative Finance, Financial Engineering or Mathematics.
• Strong knowledge of financial products and pricing models across multiple asset classes.
• Proficient programming skills in Python and Java.
• Experience in model validation or Front Office Quantitative Development with focus on model risk

Aufgaben

• Perform independent validation of pricing and valuation models acrossRates, credit, FX, derivatives, fixed income and structured products.
• Contribute to New Product Approval as gatekeeper for model risk with robust conceptual soundness and governance.
• Support AVA calculations and conduct model performance monitoring and periodic reviews.
• Collaborate with Front Office Quants, Market Risk, Product Control and Finance to keep valuation methods robust and compliant.

Kenntnisse

Quantitative finance

Analytical thinking

Communication

Programming (Python)

Programming (Java)

Ausbildung

Master or PhD in Quantitative Finance or related

Tools

Python

Java

Jobbeschreibung

Julius Baer invites applications for a Model Validation & Trade Approval specialist to strengthen valuation governance and prudent valuation practice. You will scrutinize modelling assumptions, calibration methods and valuation frameworks to ensure robust governance across pricing frameworks.

Joining the team provides exposure to cross-asset models, new product risk assessment, and ongoing performance monitoring.