Lorenz Reichel
- Quant employment verification: CONFIRMED. LinkedIn profile enrichment shows a sustained quantitative-finance career at UBS, a global bank whose risk and treasury functions run quantitative models: Quantitative Risk Analyst (2010-2013, market risk aggregation / VaR methodology), Quantitative Risk Specialist (2014-2017, model validation quant for Asset Management), Quantitative Risk Analyst - Team Lead (2017-2019, Treasury Model Validation for IRRBB), and Head of Treasury Model Validation (2019-present, liquidity stress testing, interest rate risk, net interest income). Also a 2013-2014 stint as Manager, Financial Risk Management at Deloitte Zurich doing quantitative risk advisory. UBS is a bank (quantitative risk/treasury, not a systematic hedge fund or prop trading firm); no employment at a dedicated quant trading/market-making/hedge-fund firm was found. Identity is supported by the profile's own IMO/Swiss Mathematical Olympiad details matching the target. Role evidence is index/LinkedIn-only, not independently confirmed by a primary corporate source.
- Career is concentrated at UBS in Zurich across two stints (2010-2013 and 2014-present): Quantitative Risk Analyst (2010-2013), Quantitative Risk Specialist (2014-2017), Quantitative Risk Analyst - Team Lead (2017-2019), and Head of Treasury Model Validation / Executive Director (2019-present).
- PhD in Mathematics from ETH Zürich (2004-2009), preceded by an MSc in Mathematics at the same institution (1999-2004); career since has remained in quantitative risk rather than academic mathematics.
- A one-year detour from UBS as Manager, Financial Risk Management at Deloitte Zurich (2013-2014), in quantitative risk advisory covering model development, model validation and internal quantitative support.
- Founding member and first Chairman of the Swiss Mathematical Olympiad and leader of the Swiss team at the International Mathematical Olympiads 2001-2006; this volunteer role overlapped his ETH PhD years (2003-2006 entry).
- Competed for Switzerland at the IMO as a high-schooler and won a bronze medal; his own LinkedIn post confirms the 1999 competition in Bucharest.
- Earlier role as Business Analyst at BMPI AG (tax reporting) listed in 2010, before the quantitative risk career at UBS.
Lead of Treasury Model Validation at UBS, overseeing key models such as Liquidity Stress Testing, Interest Rate Risk, and Net Interest Income, while ensuring compliance with the ba
Leading a team in Treasury Model Validation focused on models to manage and control Interest Rate Risk in the Banking Book (IRRBB)
Model Risk Management and Control (UBS Model Independent Validation Unit) - Client Portfolio Models Model Validation Quant for Asset Management, including Risk Models (Portfolio R
Quantitative Risk Advisory - different projects in - Model development support - Model validation - internal quantitative support for various projects in audit and advisory
Quantitative Risk Methodology, Market Risk Aggregation, Value at Risk Methodology
Business Analyst for Tax Reporting
TA Group Coordinator
Founding Member and first Chairman of the Swiss Mathematical Olympiad Leader of the Swiss Team at the International Mathematical Olympiads 2001 to 2006 Founding Member of the Scie
Competition record
Switzerland · IMO