Quantitative Analyst / Financial Engineer

  • Post Date: August 20, 2020
  • Applications 0
  • Views 546
Job Overview

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, Risk Analytics is focused on the development of adequate method for measuring market risk in the trading book, maintaining the VaR engine, validation of pricing models and maintaining tailor made risk applications.


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

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

Experience in risk modelling

Strong quantitative background in Finance

Programming knowledge, preferably Python and Java

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

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

Good language skills (German and English)

Team and customer oriented personality

Self-driven, independent

Good communication skills

Job Detail
  • Offerd Salary120,000 CHF
  • Career LevelOthers
  • Experience4 Years
  • GenderBoth
  • INDUSTRYBanking
  • QualificationMaster’s Degree
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