Quantitative Analyst/ Developer - Bond/ Repo (f/m/d)

EUREX Clearing AG • Frankfurt am Main

Learn. Develop. Grow. But always: Share value

Join our international team that drives positive change, united by a spirit of openness and curiosity. We empower you to have an impact and to grow – personally and professionally. With us, you work at the heart of financial systems and evolve the way markets operate. We’re excited about the future because we are the ones shaping it. Let´s do this together by sharing value!

Who we are

Who we are

Tracing its origins to 1585, Deutsche Börse Group has become one of the world’s leading exchange organisations and an innovative market infrastructure provider. In this role, we provide investors, financial institutions and companies access to global capital markets. What’s your part in all this? With your commitment you contribute to the success of our unique business model: offering a wide range of products, services and technologies for security, transparency and integrity on the markets. By creating trust in the markets of today and tomorrow we foster growth and contribute to the prosperity of future generations.

Frankfurt am Main

Your career at Deutsche Börse Group

Your area of work
As a Quantitative Analyst/Developer for Bond and Repo markets you are responsible for the strategic valuation and risk model development of Eurex Clearing AG. Your main tasks are focused on conceptual work and prototype implementation to identify, quantify, and manage risks imminent to our Repo clearing services. The main model you will be using and expanding is our risk model PRISMA. Comprehensive quantitative analyses complement your independent solution finding and are an important part of your conceptual design thinking. As part of a larger risk team, as a project stream lead, or as an industry working group participant you help to make informed decisions and contribute to finding solutions for Eurex Clearing AG and its clients.
 
Your responsibilities

  • Develop and strengthen our valuation and risk model development and model risk management function
  • Early identification and consolidation of pricing and risk model related trends for cleared Repos
  • Design and maintain modelling, calibration, and prototyping of valuation and risk models as well as respective model documentations
  • Communicate valuation and risk model related matters to internal as well as external stakeholders and regulatory bodies
  • Contribute thought leadership on model and risk topics in projects

 

Your profile

  • M.Sc. or PhD in a quantitative discipline (Econometrics, Mathematics, Physics, Financial Engineering, or any other comparable field)
  • Several years of hands-on experience in risk management, pricing/ risk model prototyping, or handling of financial instruments with a quantitative focus 
  • Know-how of products in the Repo and Bond space
  • Experience in Python or similar programming languages is required
  • Excellent analytical and problem solving as well as communication skills
  • Basic project management experience or experience to organize and manage complex tasks
  • Proficiency in written and spoken English; additional German language skills will be an asset
     

Why Deutsche Börse Group?

We are committed to providing a work environment where everyone feels welcome and can reach their full potential. Our standards go far beyond simply matching candidates with the right position.

Mobility

We enable you to move freely with our job tickets, job (e-)bikes and free parking opportunities.

Work environment

Collaboration, communication, or deep focus – in our modern office buildings you will find the perfect work environment. Free drinks and food and meal allowances included.

Health and wellbeing

We care for your health and wellbeing and besides various health promotion measures we offer you a group accident insurance and additional insurance offers at discounted rates.

Financial stability

We provide financial stability by offering attractive salaries, company pension schemes, participation in our Group Share Plan, as well as bonuses, subsidies and discounts.

Hybrid work

Collaborate and exchange on-site or work remotely several days a week in line with business needs and local regulations. Our hybrid working model combines the best of both worlds.

Flexible working hours

We want your job to fit your life situation and offer flexible working time models, part-time models, childcare allowance, or the possibility to study alongside your job.

Internationality

Our market infrastructures are globally connected. Working with us means collaborating with like-minded colleagues across over 60 locations from more than 100 nations.

Development

We promote individual development by offering internal development programmes, mentoring, further education and training budgets.

Contact
Ninwe Gourie – Campus Recruiting

Ninwe Gourie – Campus Recruiting

Are you interested in an internship, an apprenticeship or a working student job?
 

+4906921111810

Our Campus Recruiting Team is looking forward to your call or e-mail.

Recruiting Team

Recruiting Team

Take your career to the next level with us and embrace new challenges!
 

+496921111810

Our Recruiting Team is looking forward to your call or e-mail.

Ready to start your career with us?

Apply now!