Job Detail

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.

Market Risk & Product Control is focused on the trading and treasury activities of Julius Baer. Daily risk calculations and limit adherence checks for the units carrying market risk together with independent compilations of profit and loss figures allow for a transparent and safe business environment that ensures ‘checks and balances’. Reconciliations of positions, cash accounts and profit and loss statements ensure data integrity across systems; parameter checks and model validation ensure proper and consistent valuations.



Within the Market Risk & Product Control department, Model Validation & Trade Approval team is responsible for the validation and certification of the mathematical pricing models and provides trade approval for various trading products.

IHRE AUFGABEN

• Participation in new product approval process including: risk assessment, requirements specification and ensuring that internal risk models are adequate




• Validation and control of in-house developed pricing models for Equity and FX contracts




• Development and implementation reference pricing models




• Assessment of model risk based on model limitations and mathematical assumptions




• Review quality of risk and stress information as well as independent price verification

YOUR PROFILE

• Higher university degree in a quantitative area (Physics, Mathematics, Engineering, Quantitative Finance), Master or PhD level




• At least 2-5 years experience in risk modelling




• Experience in the trading environment (market risk, valuation control, model validation)




• Deep knowledge of financial markets, products and their representation in trading systems




• Strong quantitative background in Finance




• Programming knowledge, preferably Python and Java




• Good language skills (German and English)




• Team and customer oriented personality




• Self-driven, independent




• Good communication skills

Your HR contact: Anna Janssen, Talent Acquisition Specialist

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.

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