Remote Opportunity

Model Validation Quantitative Analyst (GenAI/Agentic AI)

Join Julius Baer as a senior professional working remotely from Worldwide. Explore the role, benefits, and apply in one place.

Full Time
$120,000 - $180,000*
4 months ago
Worldwide
AI Risk & Controls
Senior
Python
SQL
Machine Learning
+3 more

Job Description

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.

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 model’s 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.

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.

Requirements

  • Higher university degree in a quantitative area (Artificial Intelligence, Mathematics, Engineering, Quantitative Finance)
  • 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

Benefits

  • Health Insurance
  • Dental Insurance
  • Disability Insurance
  • Employee Assistance Program
  • Flexible Hours
  • Gym Membership
  • Home Office Budget
  • Learning Budget

Skills

Python
SQL
Machine Learning
Artificial Intelligence
Generative AI
Agentic AI

About AI-Estimated Salary

The salary range shown was not provided by the employer. Our AI has estimated it based on the job title, required experience, location, and industry standards (confidence: 80%). This estimate should be used as a general guide only and may not reflect the actual compensation. Always confirm salary details directly with the employer during the application process.

Ready to Apply?

Join Julius Baer today

Salary Range (AI-Estimated)*
$120,000 - $180,000
80% confidence
Posted 4 months ago

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