Model Validation Quantitative Analyst

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. Lets 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 CHALLENGE - Perform 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 models assumptions conceptual soundness implementation appropriateness of input data model parameters and their calibration accuracy - performance of model risk rating assessments - identification and evaluation of model limitations and assessment of overall model risk in new and existing models - production and delivery of model validation reports in high standards to evidence a sound challenge and risk-oriented validation findings - Track and verify model risk mitigation activities and ensure adequate oversight over models through their lifecycle - Maintain and further develop the model governance framework and model risk management processes - Monitor model performance indicators along standardized risk metrics - Build strong relationships and interact with model owners developers users subject matter experts and Risk Management functions both at headquarter in Zurich and in foreign locations YOUR PROFILE - 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.