Remote Opportunity

Senior Model Validation Quantitative Analyst – CRO Model Risk Management 80-100% (f/m/d)

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

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 – 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).

YOUR CHALLENGE

  • 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

YOUR PROFILE

  • 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.

Requirements

  • Higher university degree in a quantitative area
  • Profound knowledge and hands-on experience in validating financial and/or non-financial models
  • 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)

Skills

Python
VBA
Java
SQL
Machine Learning
Artificial Intelligence
Data Analysis
Computational Statistics

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 2 months ago

More AI Governance & Programs roles you might like

Discover similar opportunities from companies that are also hiring remotely.

Full Time
$9149.346k - $1372.402k
19 hours ago
Worldwide
AI Governance & Programs
Senior
Python
Microsoft Entra ID
Azure AD
+5 more
Full Time
$225k - $280k
22 hours ago
Worldwide
AI Governance & Programs
Senior
Python
Data Science
Machine Learning
+4 more
Full Time
$120,000 - $180,000*
1 day ago
Worldwide
AI Governance & Programs
Senior
AI
Machine Learning
Generative AI
+5 more

Explore more remote openings

Browse fresh listings from our global community of remote-friendly teams.

Full Time
$120,000 - $180,000*
13 hours ago
United Kingdom
Worldwide
Model Risk Management & Validation
Senior
Solvency II
Internal Model
Model Risk
+4 more
Full Time
$120,000 - $180,000*
22 hours ago
Worldwide
AI Security & Privacy
Senior
AI/ML
Security Architecture
Cloud Security
+4 more
Full Time
$120,000 - $180,000*
1 day ago
Canada
Worldwide
Model Risk Management & Validation
Senior
Python
SAS
SQL
+4 more
Full Time
$120,000 - $180,000*
1 day ago
Worldwide
AI Governance & Programs
Senior
Copilot Studio
Power Automate
Power Apps
+4 more
Full Time
$120,000 - $180,000*
1 day ago
Ireland
Worldwide
AI Governance & Programs
Senior
AI
Machine Learning
Data Science
+4 more
Full Time
$120,000 - $180,000*
1 day ago
United States
Worldwide
AI Governance & Programs
Senior
Model Risk Management
AI Governance
Compliance
+4 more
Full Time
CAD 94.6k - CAD 176k
1 day ago
Canada
Worldwide
AI Risk & Controls
Senior
Finance
Model Validation
Risk Management
+3 more
Full Time
$106.23k - $145k
1 day ago
Worldwide
AI Governance & Programs
Senior
AI/ML
Cloud Security
Data Science
+5 more
Full Time
$148k - $274.2k
1 day ago
Worldwide
AI Governance & Programs
Senior
AI
Machine Learning
Data Science
+3 more
Full Time
$228.911k - $471.286k
1 day ago
Worldwide
AI Compliance & Legal
Senior
AI
Machine Learning
Data
+4 more
Full Time
$120,000 - $180,000*
1 day ago
Worldwide
AI Security & Privacy
Senior
Python
Adversarial Machine Learning
Enterprise Security Architecture
+5 more
Full Time
$120,000 - $180,000*
1 day ago
Worldwide
AI Security & Privacy
Senior
Python
Adversarial Machine Learning
Enterprise Security Architecture
+5 more
Full Time
$120,000 - $180,000*
1 day ago
Worldwide
AI Governance & Programs
Senior
Python
Node.JS
Go
+3 more
Full Time
$147k - $211k
1 day ago
Worldwide
AI Governance & Programs
Senior
C++
API design
Stubby
+3 more
Full Time
$80,000 - $140,000*
2 days ago
Worldwide
AI Risk & Controls
Mid
Data Analysis
Risk Assessment
Automation
+2 more
Full Time
$120,000 - $200,000*
2 days ago
Worldwide
AI Risk & Controls
Senior
Python
Django
Kubernetes
+5 more
Full Time
$98.16k - $159.27k
2 days ago
United States
AI Security & Privacy
Senior
Azure Security Engineer
Microsoft Cybersecurity Architect
CISSP
+4 more
Full Time
$108.75k - $200k
2 days ago
United States
Model Risk Management & Validation
Senior
Quantitative models
Risk Management
Model Risk Management
+4 more
Full Time
$108k - $185k
2 days ago
United States
Worldwide
AI Compliance & Legal
Senior
Artificial Intelligence
Generative AI
Machine Learning
+3 more
Full Time
$120,000 - $180,000*
2 days ago
Worldwide
AI Governance & Programs
Senior
Generative AI
LLMs
prompt engineering
+5 more
Full Time
$229.9k - $262.4k
2 days ago
United States
Worldwide
AI Governance & Programs
Senior
Python
Machine Learning
Cloud Computing
+3 more
Full Time
$120,000 - $180,000*
2 days ago
Canada
Worldwide
AI Governance & Programs
Senior
AI
Machine Learning
Risk Management
+3 more
Full Time
$80,000 - $140,000*
2 days ago
Germany
Worldwide
Model Risk Management & Validation
Mid
Model Validation
Risk Management
Model Development
+5 more
Full Time
$100,000 - $150,000*
2 days ago
Worldwide
AI Governance & Programs
Senior
AI
Data governance
Regulatory Compliance
+5 more
Full Time
$120,000 - $180,000*
2 days ago
United Kingdom
Worldwide
AI Governance & Programs
Senior
Cloud
AI
API
+3 more
Full Time
$120,000 - $180,000*
2 days ago
Worldwide
AI Governance & Programs
Senior
Python
Machine Learning
Data Analysis
+4 more
Full Time
$108k - $185k
2 days ago
United States
Worldwide
AI Compliance & Legal
Senior
Artificial Intelligence
Generative AI
Machine Learning
+3 more
Full Time
$120,000 - $180,000*
2 days ago
Worldwide
AI Governance & Programs
Senior
Data security & privacy
Access control and permissions
API integrations
+5 more
Full Time
$120,000 - $180,000*
3 days ago
Worldwide
AI Governance & Programs
Senior
AWS
Azure
GCP
+5 more
Contract
$120,000 - $180,000*
4 days ago
Worldwide
AI Governance & Programs
Senior
ISO/IEC 42001
AI Lifecycle Governance
Data governance
+4 more
Contract
$120,000 - $180,000*
4 days ago
Worldwide
AI Governance & Programs
Senior
ISO/IEC 42001
Audit Methodology
Artificial Intelligence Management Systems
+1 more
Full Time
$102.8k - $210.2k
4 days ago
Worldwide
AI Compliance & Legal
Senior
Data Analysis
Business Analysis
Data Management
+5 more
Full Time
$197.4k - $246.75k
4 days ago
Worldwide
AI Governance & Programs
Senior
Machine Learning
Generative AI
Python
+5 more
Full Time
$149.084k - $218.657k
4 days ago
Worldwide
AI Security & Privacy
Senior
AI/ML systems
Governance
Model Risk Management
+5 more
Full Time
$80,000 - $160,000*
5 days ago
Worldwide
AI Governance & Programs
Senior
AI
Machine Learning
Data Science
+5 more
Full Time
$80,000 - $160,000*
5 days ago
Worldwide
AI Governance & Programs
Senior
Pharmacy
Retail Operations
Customer Service
+5 more