Lorenz Reichel

Garden leave following my role as Head of Treasury Model Validation. Used the time to: • Complete the CAS in Machine Learning in Finance and Insurance at ETH Zurich • Serve as scoring judge at the International Mathematical Olympiad 2026 in Shanghai

Headed Treasury Model Validation within Model Risk Management & Control, with 2nd-line responsibility for liquidity stress testing, IRRBB, net interest income (incl. ICAAP capital stress) and recovery & resolution planning models. • Led a team of 25 specialists across multiple locations • Represented UBS in reviews by FINMA, the Fed, FDIC, internal and external audit • Led MRMC Treasury through the Credit Suisse integration, merging team structures and ensuring effective model governance of the combined

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 Risk, VaR, Stress, Liquidity), Portfolio Optimization, Equity Valuation, Derivatives Risk and Valuation • Contributed to shaping the Client Portfolio Model validation, its mandate, processes and standards

Model development, validation and regulatory projects: VaR model review for a commodities dealer, FINMA capital adequacy tool, risk restructuring for a Swiss G-SIB, credit risk modelling for a Swiss SIB.

Developed market risk methodology for Investment Bank cross-asset projects. Defined standards for Greeks calculation for Interest Rate and FX products, reconciling Front Office and Market Risk figures. Developed the Risk-Based P&L Explain methodology for Linear and Structured Rates.

Business Analyst for Tax Reporting

TA Group Coordinator

Geometric Measure Theory