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Lorenz Reichel

Head Treasury Model Validation, Executive Director at UBS
UBS · Zurich, Switzerland · operator

I am a quantitative finance professional and team leader. For the past six years I have headed a function of 25 specialists spread across multiple locations, combining hands-on analytical depth with the kind of leadership that helps talented people do their best work. My background is in quantitative risk: complex models, stress testing, regulatory dialogue. I have spent most of my career at the interface between rigorous mathematics and real financial decisions, and I genuinely enjoy the hard problems, the ones where the answer isn't obvious and the stakes are high. I am also someone who stays restless about new technology. Machine learning and its applications in finance have been a growing focus, both through applied projects and continued learning. That curiosity is not separate from my professional identity, it is central to it. Outside of finance, I started as a participant and bronze medal winner at the International Mathematical Olympiad, and have since returned eight more time

Details
LocationZurich, Switzerland
Company siteubs.com
UniversityETH Zürich
Market RiskFinancial RiskQuantitative FinanceVARStress TestingRisk ManagementInterest Rate DerivativesQuantitative AnalyticsInterest Rate Risk ManagementEquity DerivativesMathematicsStructured ProductsDerivativesStochastic CalculusFinancial EngineeringTime Series AnalysisFixed IncomeFX OptionsRiskProblem SolvingRisk MeasurementCredit DerivativesRisk Based PnL ExplainInterest Rate SwapsFoosball
Notes
  • 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.

Competition record

Switzerland · IMO

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