Model Validation Quantitative Analyst (GenAI/Agentic AI)
Worldwide
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Worldwide
Worldwide
Worldwide
Spain
Spain

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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.
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.We are looking forward to receiving your full job application through our online application tool. Further interesting job opportunities can be found on our Career site.
Is this not quite what you are looking for? Set up a job alert by creating a candidate account here.
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.
Kick-start your career with Julius Baer’s Graduate Programme – October 2026Take responsibility for one or more regular activities of the MRM team such as independent validation of financial risk models (e.g. credit risk, market risk, liquidity risk) and non-financial risk models (e.g., Artificial Intelligence / Machine Learning models), daily operations in the model governance, terms of assessing model performance, limitations and sensitivity to parameters through quantitative techniques
Develop and implement models that are used in risk management, or risk identification
Work closely with quantitative analysist, risk managers, machine learning engineers and IT
Master's degree from a university or university of applied sciences with above-average grades in STEM (Science, Technology, Engineering, and Mathematics), Economics or Banking and Finance (graduation max. 12 months ago)
Passion for model development, implementation (i.e. coding) and validation
Strong analytical and conceptual skills, along with an interest in quantitative models and statistical testing
Genuine interest in financial markets and AI / gen AI applications
Strong programming knowledge, preferably Python
A global mindset, excellent interpersonal skills, and a strong appetite for learning
Fluency in English, with additional languages being a plus
Eligibility to work in the country where you apply for the position
We review applications on a rolling basis. Thank you for applying early and for your patience during the review process.
We are looking forward to receiving your full job application through our online application tool. Further interesting job opportunities can be found on our Career site.
Is this not quite what you are looking for? Set up a job alert by creating a candidate account here.
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.
Kick-start your career with Julius Baer’s Graduate Programme – October 2026Take responsibility for one or more regular activities of the MRM team such as independent validation of financial risk models (e.g. credit risk, market risk, liquidity risk) and non-financial risk models (e.g., Artificial Intelligence / Machine Learning models), daily operations in the model governance, terms of assessing model performance, limitations and sensitivity to parameters through quantitative techniques
Develop and implement models that are used in risk management, or risk identification
Work closely with quantitative analysist, risk managers, machine learning engineers and IT
Master's degree from a university or university of applied sciences with above-average grades in STEM (Science, Technology, Engineering, and Mathematics), Economics or Banking and Finance (graduation max. 12 months ago)
Passion for model development, implementation (i.e. coding) and validation
Strong analytical and conceptual skills, along with an interest in quantitative models and statistical testing
Genuine interest in financial markets and AI / gen AI applications
Strong programming knowledge, preferably Python
A global mindset, excellent interpersonal skills, and a strong appetite for learning
Fluency in English, with additional languages being a plus
Eligibility to work in the country where you apply for the position
We review applications on a rolling basis. Thank you for applying early and for your patience during the review process.
We are looking forward to receiving your full job application through our online application tool. Further interesting job opportunities can be found on our Career site.
Is this not quite what you are looking for? Set up a job alert by creating a candidate account here.
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.
The Model Validation – Senior Quantitative Analyst is a 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 models (e.g. Compliance, Machine Learning/Artificial Intelligence/gen AI) as well as financial models (e.g. Stress Testing, Liquidity/ALM, Credit Risk, Market Risk, Investment/Research).Perform independent validation of models, in accordance with a multi-annual review plan. This includes:
testing of the model’s assumptions (including expert-based judgements), conceptual soundness, robust implementation, appropriateness of input data, model parameters, and their calibration accuracy (through statistical techniques, development of benchmark models and data analysis),
reviewing the governance around the model, its usage, and its documentation
identification and evaluation of model limitations, and assessment of overall model risk, including assigning a model risk rating
production and delivery of high-quality model validation reports to evidence a sound challenge and risk-oriented validation findings
Supervise a small team of junior model validation quantitative analysists, in their day-to-day model validation and model governance tasks
Track and verify model risk mitigation activities and ensure adequate oversight over models through their lifecycle
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
Higher university degree in a quantitative area (Mathematics, Statistics, Economics, Physics, Engineering, Quantitative Finance, Data / Computer Science), Master or PhD level, FRM or PRM is an advantage
Profound knowledge and hands-on experience in validating financial (market, credit, liquidity risk etc.) and/or non-financial models (Compliance, Information Security etc.) and use cases for Large Language Models (generative AI) and/or Machine Learning models (predictive AI)
Expertise in data assembling and analysis, computational statistics, anomaly detection, AI/ML, understanding of ML Ops.
Strong programming skills (e.g., Python, R, VBA, JAVA, SQL, …) to be able to implement own testing code to challenge the to-be-validated model
Strong problem-solving and analytical skills, with the ability to think critically and creatively about complex challenges
Results-oriented individual with outstanding interpersonal skills, written and verbal communication skills, proficiency in English. Fluency in German is an additional asset
Focused on stakeholders, can communicate impactfully with business partners and explain technical and complex themes to a diverse range of audiences including senior management
As part of your application, please ensure your cover letter includes the following:
A brief statement describing one of the most challenging problems you have encountered related to model validation, including details on the context, your analytical approach, and the solution implemented
For areas where you identify strong alignment with the role’s requirements, we encourage you to provide specific, concrete examples from your professional experience that demonstrate your expertise and achievements
This will help us better understand your technical depth, problem-solving ability, and relevance to the responsibilities of the position.
We are looking forward to receiving your full job application through our online application tool. Further interesting job opportunities can be found on our Career site.
Is this not quite what you are looking for? Set up a job alert by creating a candidate account here.
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.
The Model Validation – Senior Quantitative Analyst is a 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 models (e.g. Compliance, Machine Learning/Artificial Intelligence/gen AI) as well as financial models (e.g. Stress Testing, Liquidity/ALM, Credit Risk, Market Risk, Investment/Research).Perform independent validation of models, in accordance with a multi-annual review plan. This includes:
testing of the model’s assumptions (including expert-based judgements), conceptual soundness, robust implementation, appropriateness of input data, model parameters, and their calibration accuracy (through statistical techniques, development of benchmark models and data analysis),
reviewing the governance around the model, its usage, and its documentation
identification and evaluation of model limitations, and assessment of overall model risk, including assigning a model risk rating
production and delivery of high-quality model validation reports to evidence a sound challenge and risk-oriented validation findings
Supervise a small team of junior model validation quantitative analysists, in their day-to-day model validation and model governance tasks
Track and verify model risk mitigation activities and ensure adequate oversight over models through their lifecycle
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
Higher university degree in a quantitative area (Mathematics, Statistics, Economics, Physics, Engineering, Quantitative Finance, Data / Computer Science), Master or PhD level, FRM or PRM is an advantage
Profound knowledge and hands-on experience in validating financial (market, credit, liquidity risk etc.) and/or non-financial models (Compliance, Information Security etc.) and use cases for Large Language Models (generative AI) and/or Machine Learning models (predictive AI)
Expertise in data assembling and analysis, computational statistics, anomaly detection, AI/ML, understanding of ML Ops.
Strong programming skills (e.g., Python, R, VBA, JAVA, SQL, …) to be able to implement own testing code to challenge the to-be-validated model
Strong problem-solving and analytical skills, with the ability to think critically and creatively about complex challenges
Results-oriented individual with outstanding interpersonal skills, written and verbal communication skills, proficiency in English. Fluency in German is an additional asset
Focused on stakeholders, can communicate impactfully with business partners and explain technical and complex themes to a diverse range of audiences including senior management
As part of your application, please ensure your cover letter includes the following:
A brief statement describing one of the most challenging problems you have encountered related to model validation, including details on the context, your analytical approach, and the solution implemented
For areas where you identify strong alignment with the role’s requirements, we encourage you to provide specific, concrete examples from your professional experience that demonstrate your expertise and achievements
This will help us better understand your technical depth, problem-solving ability, and relevance to the responsibilities of the position.
We are looking forward to receiving your full job application through our online application tool. Further interesting job opportunities can be found on our Career site.
Is this not quite what you are looking for? Set up a job alert by creating a candidate account here.