We offer

A challenging role focused on independent validation of credit and operational risk models for use in the Private Banking and Investment Banking divisions 

Investigating key aspects of each model under review: the choice of model, its performance and optimal use of the model 

Management of validation projects 

Origination of validation reports for the attention of senior management, supervisory authorities, and model developers 

Interaction with supervisory authorities 

Work in a dynamic and motivated team

You offer

A master's degree or PhD in a quantitative discipline (mathematics, physics, or econometrics) 

Strong mathematical / statistical background is essential 

Practical experience of risk management and quantitative analysis preferred 

Excellent communication skills 

Fluency in English and German 

Good knowledge of software applications such as Microsoft Office, S-PLUS, SAS, and Matlab