Valuation Model Risk Quant – Validation & Governance

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

Zusammenfassung

Julius Baer in Zurich seeks a quantitative professional to validate pricing and valuation models across multiple asset classes, ensuring robust governance and prudent valuation practices. You will work with Front Office Quants, Market Risk, and Finance to challenge model risk and support valuation adjustments.

Ideal candidates hold a Master’s in a quantitative field, with strong programming skills in Python and Java, and experience in model validation or related quantitative roles.

Qualifikationen

• Advanced degree in a quantitative field.
• Strong knowledge of financial products and pricing models across asset classes.
• Excellent analytical and problem-solving abilities.

Aufgaben

• Perform independent validation of pricing and valuation models across rates, credit, FX, derivatives, fixed income, and structured products.
• Participate in New Product Approval process, ensuring models meet governance and controls before launch.
• Support AVA calculations through model performance monitoring and reviews.
• Collaborate with Front Office Quants, Market Risk, Product Control, and Finance to keep valuation methods robust and compliant.

Kenntnisse

Model validation

Quantitative analysis

Communication

Ausbildung

Master's in Quantitative Finance / related

Tools

Python

Java

Jobbeschreibung

Julius Baer in Zurich seeks a quantitative professional to validate pricing and valuation models across multiple asset classes, ensuring robust governance and prudent valuation practices. You will work with Front Office Quants, Market Risk, and Finance to challenge model risk and support valuation adjustments.

Ideal candidates hold a Master’s in a quantitative field, with strong programming skills in Python and Java, and experience in model validation or related quantitative roles.