Senior Quantitative Risk Manager Credit Risks (m/f/d)
Eidgenössische Finanzmarktaufsicht (FINMA)
Bern
Key information
- Publication date:28 January 2026
- Workload:100%
- Contract type:Permanent position
- Place of work:Bern
Job summary
Join us at FINMA, overseeing the Swiss financial market. Engage in impactful work!
Tasks
- Evaluate and benchmark quantitative models for credit risk capital requirements.
- Monitor and assess the performance of approved models effectively.
- Support the development of regulatory frameworks in Switzerland's finance sector.
Skills
- Master's degree in relevant fields with 5-7 years of experience required.
- Strong analytical skills for assessing banking products and risks.
- Excellent communication skills in German, English, and French.
Is this helpful?
The focus of this varied activity is on the thorough examination and assessment of internal bank approaches for calculating the statutory minimum capital requirements with a focus on credit risks of supervised institutions.
Main tasks
- Assessment and benchmarking of quantitative models for calculating capital requirements for credit risks and developing decision-making bases
- Model monitoring and performance monitoring of approved models
- Ongoing model dialogue with supervised entities and audit firms
- Support in the development and implementation of the regulatory environment for financial institutions in Switzerland within the framework of the implementation of the Basel regulatory framework for capital requirements
- Answering interpretative questions regarding the regulatory environment
- Conducting supervisory discussions on credit risks with specialists and line representatives of banks and insurance companies and with representatives of audit firms and other authorities
- Technical leadership in on-site inspections in the area of credit risks including preparation, follow-up, and documentation of results
- Handling technical issues related to topics from the credit and mortgage area
Profile
- University degree with a master's degree, preferably in mathematics, statistics, physics, or economics with a quantitative focus and good knowledge in "Quantitative Finance"
- In-depth (at least 5-7 years) professional experience in a relevant area (quantitative modeling, model validation, Basel regulatory framework for capital requirements) in the financial industry
- Excellent analytical skills for critical assessment of various banking products in the credit area and the modeling of associated risks
- Strong ability to understand complex relationships and communicate appropriately in writing and orally to the target audience
- Good data analysis skills
- High judgment combined with professional, confident appearance and negotiation skills
- Experience in interdisciplinary collaboration, good communication skills, and assertiveness
- Very good German skills (C2) as well as English (C1) and French skills (B2)
Perspectives
Fabio Pelliccia will be happy to provide information.
FINMA supervises the Swiss financial market. It protects the interests of investors, creditors, and insured persons and contributes with its supervision to the stability and competitiveness of financial market participants. For this purpose, more than 700 competent and motivated employees are committed daily.
We offer you a position in the Integrated Risk Expertise business area as
