Model Risk Quantitative Analyst

About the role

Join Julius Baer’s Model Validation & Trade Approval team within Market & Treasury Risk. You will ensure robust governance and prudent valuation of models across multiple asset classes.

Key responsibilities

• Perform independent validation of pricing and valuation models for rates, credit, FX, derivatives, fixed income and structured products.
• Act as gatekeeper in the New Product Approval process, assessing model soundness, implementation quality and compliance with internal standards.
• Support Additional Valuation Adjustment (AVA) calculations by monitoring model performance and conducting periodic reviews.
• Collaborate with Front Office Quants, Market Risk, Product Control and Finance to keep valuation methodologies transparent and regulatory‑compliant.

Required profile

• Advanced degree (Master or PhD) in Quantitative Finance, Financial Engineering, Mathematics, Physics, Computer Science or related field.
• Strong knowledge of financial products and pricing models across multiple asset classes.
• Prior experience in model validation, quantitative research or Front Office Quantitative Development with a deep understanding of model risk management.
• Excellent analytical thinking, problem‑solving ability and communication skills for stakeholder management.