Alle Stellen

At Julius Baer, individual qualities are valued, enabling you to be impactful, entrepreneurial, empowered, and to create value beyond wealth. The Model Validation & Trade Approval team is part of Market & Treasury Risk and is responsible for independent validation, governance, and ongoing performance assessment of valuation models, as well as assessing and challenging model uncertainty and valuation risk drivers under Prudent Valuation regulations.

Tasks

  • Perform independent validation of pricing and valuation models used across rates, credit, FX, derivatives, fixed income, and structured products.
  • Participate in the New Product Approval process, serving as the gatekeeper for model risk, ensuring pricing models are robust, well-understood, and subject to appropriate controls and oversight, with thorough assessment of conceptual soundness, implementation quality, and compliance with internal governance standards before product launch.
  • Support Additional Valuation Adjustment (AVA) calculations arising from Model Risk by executing model performance monitoring and periodic reviews.
  • Collaborate with Front Office Quants, Market Risk, Product Control, and Finance to ensure valuation methodologies remain robust, transparent, and compliant with internal policies and regulatory requirements.

Requirements

  • Advanced degree (Master 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 Additional Valuation Adjustments (AVA) and prudent valuation frameworks is a plus.
  • A strong aptitude for analytical thinking and problem solving, with the ability to identify material model risks and valuation uncertainty, and formulate well-supported validation conclusions.
  • Excellent communication and stakeholder management skills, capable of working effectively with Front Office Quants, Trading, Market Risk, Product Control, and Finance while translating complex quantitative concepts into clear and actionable recommendations.
Bist du Teil dieses Unternehmens?

Dieses Unternehmensprofil wurde automatisch erstellt. Wenn du für Julius Bär Gruppe arbeitest, kannst du das Profil jetzt beanspruchen und verifizieren – kostenlos und in wenigen Minuten.

Verifizierte Profile erhalten ein Siegel und können ihre Seite, Stellen und Bewerbungen direkt verwalten.
Über uns
Julius Bär Gruppe AG ist eine international tätige Privatbank mit Schwerpunkt auf Vermögensverwaltung und Anlageberatung für vermögende Privatkunden. Das Unternehmen bietet Dienstleistungen in den Bereichen Wealth Management, Investment Advisory, Vermögensplanung sowie Finanzierungslösungen an und verfolgt eine offene Produktplattform für individuelle Anlagelösungen. Julius Bär ist weltweit in zahlreichen Finanzzentren vertreten und betreut Kundinnen und Kunden über ein internationales Netzwerk von Standorten.
Das Team

The Model Validation & Trade Approval team is part of Market & Treasury Risk, collaborating with Front Office Quants, Market Risk, Product Control, and Finance.

Ähnliche Stellen