Quantitative Risk Analyst

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

The Bank for International Settlements (BIS) is hiring a Quantitative Risk Analyst within the Risk Management unit.

Application deadline: Please note that the deadline for applications is Friday 18 September 2026 at the end of day.

Please note that this role is offered as three years fixed term contract.

This role is based in Basel, Switzerland; however, thanks to our status as an international organization, we can hire globally and welcome applications from candidates of all nationalities and located anywhere in the world. Relocation support is available for the successful candidate and their dependent family members.

Purpose of the job:

The Risk Models team develops, implements and calibrates quantitative models that support the measurement and management of all categories of risk, as well as the pricing and valuation of the Bank’s balance sheet, for approval by Management.

As Quantitative Risk Analyst in the Risk Models team you will contribute to the selection, design, implementation and ongoing operation of these models to support Risk Management’s activities regarding valuation, risk measurement and control. You will ensure that these models are fit for purpose, aligned with market standards, and consistent with Risk Management’s and the broader BIS IT strategy.

By joining the Risk Models team, you will:

Contribute to the development and implementation of cutting-edge quantitative models that support risk measurement, valuation, and management of the Bank's balance sheet.

Collaborate with cross-functional teams to ensure risk management practices are aligned with market standards and the Bank’s strategic goals.

Be part of a dynamic environment where your expertise in risk analytics and innovation in financial modelling will directly impact the Bank's operations.

Principal Accountabilities:

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.

Qualifications, skills and experience:

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.

Please note that the BIS's corporate language is English, which is used for all internal and external communication.

Who we are:

Internationalism is at the core of our identity and the best representation of this is our workforce. With employees from over 66 countries and offices in nine locations, the BIS is a global organisation with a truly international workforce. By joining us, you will work in a unique, highly rewarding, and international work environment. We are committed to equal opportunities at the BIS and aim to build a workforce that reflects our global membership. We strive to attract the best talent and foster an inclusive environment. We welcome applications from all qualified candidates, including those with a breadth of professional experience. You can discover more about our inclusive working environment here.

What the BIS offers:

We want your time at BIS to be a rewarding and career-enriching experience. We offer an agile and flexible working environment with hybrid working opportunities including home office and working from abroad days. To support our international applicants, we offer relocation support that extends to your dependent family members. In addition, we offer a competitive compensation and benefits package, including support for working families including childcare and education allowances (where applicable). Finally, we offer a genuinely unique international working environment, which will give you exposure to the global financial system and the opportunity to collaborate with passionate experts from all over the world.

We encourage to apply early-career professionals with high potential who are eager to develop their skills and grow within an international organization.