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 univ

📌 Model Validation Quantitative Analyst (Madrid)
🏢 Julius Baer
📍 Madrid