Model Validation Quantitative Analyst (Genai/Agentic Ai)

AtJulius 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.The Model Validation - Quantitative Analyst is a key member of the Model Risk Management team, within the Group Risk Management and Assurance unit (CRO) and is responsible to perform independent technical validations on non-financial (e.g. Compliance, Machine Learning/Artificial Intelligence / generative AI) as well as financial (e.g. Stress Testing, Liquidity/ALM, Credit Risk, Market Risk, Investment/Research) models, enforcing model governance and validation standards, managing and reporting model risk to senior management.YOUR CHALLENGEPerform independent validation of models (with a focus on AI and generative AI / Agentic AI / RAG systems) through statistical techniques, development of benchmark models and data analysis, in accordance with a multi-annual review plan. This includes:testing of the model’s assumptions, conceptual soundness, implementation, appropriateness of input data, model parameters, and their calibration accuracyperformance of model risk rating assessmentsidentification and evaluation of model limitations, and assessment of overall model risk in new and existing modelsproduction and delivery of model validation reports in high standards to evidence a sound challenge and risk-oriented validation findingsTrack and verify model risk mitigation activities and ensure adequate oversight over models through their lifecycleMaintain and further develop the model governance framework and model risk management processesMonitor model performance indicators along standardized risk metricsBuild strong relationships and interact with model owners, developers, users, subject matter experts and Risk Management functions both at headquarter in Zurich and in foreign locationsYOUR PROFILEHigher university degree in a quantitative area (Artificial Intelligence, Mathematics, Engineering, Quantitative Finance), Master or PhD level, FRM or PRM is an advantageProfound knowledge and preferably a minimum of 2 years of experience working with non-financial models (e.g. Machine Learning, Artificial Intelligence, generative AI / agentic AI).Experience with financial models (e.g. Liquidity/ALM, Stress Testing, IRRBB, Market Risk, Credit Risk, Investment/Research/ESG) would be an advantage.Programming experience in languages such as Python, R, SQL.Autonomous working style, with the ability to demonstrate initiative defining validation scope, designing independent technical tests, clearing and reporting of validation outcome.Results-oriented individual with outstanding interpersonal skills, excellent written and verbal communication skills in English (German is an advantage).Focused on clients and can communicate impactfully with business partners, explaining technical and complex topics to a diverse audience.We arelooking forward to receiving your full job application through our online application tool. Further interesting job opportunities can be found on ourCareer site.Is this not quite what you are looking for? Set up ajob alertby creating a candidate accounthere.

Higher university degree in a quantitative area (Artificial Intelligence, Mathematics, Engineering, Quantitative Finance), Master or PhD level, FRM or PRM is an advantage Profound knowledge and preferably a minimum of 2 years of experience working with non-financial models (e.g. Machine Learning, Artificial Intelligence, generative AI / agentic AI). Experience with financial models (e.g. Liquidity/ALM, Stress Testing, IRRBB, Market Risk, Credit Risk, Investment/Research/ESG) would be an advantage. Programming experience in languages such as Python, R, SQL. Autonomous working style, with the ability to demonstrate initiative defining validation scope, designing independent technical tests, clearing and reporting of validation outcome. Results-oriented individual with outstanding interpersonal skills, excellent written and verbal communication skills in English (German is an advantage). Focused on clients and can communicate impactfully with business partners, explaining technical and complex topics to a diverse audience.

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.