At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let’s shape the future of wealth management together.
Specialized model validator and technical support to ensure accurate risk representation and integration of new instruments in the current and target architecture
Testing of existing and new risk reporting capabilities from the Front Risk Management systems
Impact analysis due to model changes, including downstream implications of Risk models
E2E controls and testing of financial instruments
Advances degree (Master or PhD) in Quantitative Finance, Mathematics, Physics, Computer Science or a related quantitative discipline
Strong knowledge of financial products and pricing models across multiple asset classes
Prior experience in model validation, quantitative research and/or model development
Familiarity with quantitative libraries and integration into trading systems, such as Front Arena and Murex is a plus
Strong programming knowledge, preferably Python and Java
Strong aptitude for analytical thinking and problem solving, with the ability to work collaboratively in highly technical teams, frequently interacting with quant developers, traders, IT and risk managers
Fluency in English (written and spoken) is required; proficiency in German is highly desirable
We only consider candidates who can start immediately.
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