Quantitative Risk Analyst in Basel

Overview

As Quantitative Risk Analyst in BIS’s Risk Models team, you will help design, implement, and calibrate models that measure risk and value the balance sheet. You will work with cross-functional colleagues to keep models aligned with market standards and BIS IT strategy. Your work will influence risk measurement, valuation, and control across the organization. This three-year fixed-term role offers an international setting, relocation support, and opportunities to advance modelling innovation in a globally connected bank. You will contribute to shaping risk practices in a dynamic, multicultural environment.

Leistungen / Benefits

• relocation support for candidate and dependents
• hybrid working environment and home office options
• support for working families including childcare and education allowances
• competitive compensation and benefits package
• international working environment
• opportunity to work with central banks and global experts

Verantwortungsbereiche

• Design, implement, and calibrate risk and valuation models
• Validate methodologies and ensure alignment across departments
• Enhance risk infrastructure and processes for effective risk management and valuation
• Support formulation of risk management policies and participation in bank-wide initiatives
• Collaborate with internal departments and external stakeholders to advance risk practices
• Provide expert guidance on complex risk and valuation issues
• Translate models into technical solutions and support IT-related risk modelling needs
• Contribute to risk management culture and control within the organization

Zentrale Anforderungen

• Master’s degree or higher in a relevant field
• Substantial experience in risk management, front office, or quantitative development roles with IT solution development exposure
• Strong expertise in financial risk measurement, quantitative modelling, and mathematical finance (fixed income)
• Proficiency in designing IT systems, including project management and translating models into technical solutions
• Knowledge of object-oriented programming, relational databases, and software testing (advantage)
• Practical experience with AI and ML techniques applied to financial risk modelling
• Excellent interpersonal and teamwork skills with multicultural sensitivity
• Fluency in English; knowledge of another major international language is a plus

• interpersonal communication
• teamwork
• multicultural sensitivity
• financial risk measurement
• quantitative modelling
• mathematical finance