Model Risk Quantitative Analyst 100% (f/m/d)

Julius Baer, the leading Swiss wealth‑management group with a presence in about 60 cities worldwide, is looking for a Model Risk Quantitative Analyst to join its Model Validation & Trade Approval team within Market & Treasury Risk. The team safeguards the integrity of valuation models and oversees the assessment of model uncertainty that feeds into Model Risk valuation adjustments under Prudent Valuation regulations. In this role you will carry out independent validation of pricing and valuation models used for cross‑currency, credit, FX, derivatives, fixed income and structured products. You will act as the gatekeeper during new‑product approvals, checking that models are conceptually sound, well‑implemented and meet internal governance standards before launch. Ongoing duties include executing model performance monitoring, supporting Additional Valuation Adjustment calculations, and collaborating with Front‑Office quants, Market Risk, Product Control and Finance to keep valuation methods transparent, robust and compliant. The position requires an advanced degree (Master or PhD) in Quantitative Finance, Financial Engineering, Mathematics, Physics, Computer Science or a related discipline. Candidates must possess deep knowledge of financial products and pricing models across several asset classes, strong programming skills—preferably in Python and Java—and prior experience in model validation, quantitative research or Front‑Office quantitative development with a solid grasp of model‑risk management. Excellent analytical abilities, problem‑solving talent and the capacity to communicate complex quantitative ideas to diverse stakeholders are also essential. Additional familiarity with Additional Valuation Adjustments and prudent valuation frameworks is advantageous. Working from Julius Baer’s Zurich headquarters—or any of its global locations—offers a flat, supportive hierarchy, an international and stimulating environment, flexible working options and a strong focus on employee health, well‑being and continuous development.