Model Risk & Valuation Validation Analyst

Julius Baer; Zürich; Vor Ort; CHF 120.000 - 180.000; Vollzeit

Zusammenfassung

Julius Baer in Zürich seeks a candidate for the Model Validation & Trade Approval team to independently validate pricing and valuation models across rates, credit, FX, derivatives, fixed income and structured products.

You will be the gatekeeper for model risk in new product approvals, monitor AVA calculations, and collaborate with Front Office Quants, Market Risk, Product Control and Finance to ensure robust, compliant valuation practices.

Qualifikationen

• Master's or PhD in Quantitative Finance, Financial Engineering, Mathematics, Physics, Computer Science or a related quantitative discipline
• Strong knowledge of financial products and pricing models across multiple asset classes
• Strong programming knowledge, preferably Python and Java
• Prior experience in model validation, quantitative research or Front Office Quantitative Development with a deep understanding of model risk management
• Knowledge of AVA and prudent valuation frameworks is a plus
• Analytical thinking and problem solving with ability to identify material model risks and valuation uncertainty
• Excellent communication and stakeholder management skills with cross-functional collaboration

Aufgaben

• Perform independent validation of pricing and valuation models used across rates, credit, FX, derivatives, fixed income, and structured products
• Involvement in New Product Approval process as the gatekeeper for model risk, ensuring models are robust, well-understood, and compliant before launch
• Support AVA calculations by executing model performance monitoring and period reviews
• Collaborate with Front Office Quants, Market Risk, Product Control, Finance to keep valuation methodologies robust and compliant

Kenntnisse

Pricing models knowledge

Model risk management

Analytical thinking

Communication

Stakeholder management

Ausbildung

Master's or PhD in Quantitative Finance/Financial Engineering

Tools

Python

Java

Jobbeschreibung

Julius Baer in Zürich seeks a candidate for the Model Validation & Trade Approval team to independently validate pricing and valuation models across rates, credit, FX, derivatives, fixed income and structured products.

You will be the gatekeeper for model risk in new product approvals, monitor AVA calculations, and collaborate with Front Office Quants, Market Risk, Product Control and Finance to ensure robust, compliant valuation practices.