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!
Quantitative Risk Analyst - Model Validation (f/m/d)
EUREX Clearing AG • Frankfurt am Main
Learn. Develop. Grow. But always: Share value
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
Model Validation is a key function within Eurex Clearing's CCP Risk Management department, responsible for independently validating the risk models used to manage risks. The team works closely with other departments such as Model Development, Default Management, Risk Exposure Management, and Enterprise- and Information Security Risk Management. Model Validation reports directly to the Chief Risk Officer of Eurex Clearing.
- Validate market risk models (Prisma), credit/liquidity stress testing models, and valuation models for our growing product offering
- Execute validation projects independently and present work to senior management and regulators
- Collaborate with Model Developers, IT, and other stakeholders
- Maintain validation framework and ensure compliance with relevant policies, standards, and regulatory requirements
- Participate in cross-functional, strategic projects of Deutsche Börse Group for development opportunities
- Degree in a quantitative discipline such as mathematics, finance, statistics, physics, econometrics, or related field
- Interest in capital markets, financial products, clearing, and regulation
- Strong analytical skills
- Experience in model validation, model development, risk management, or a related field would be a plus
- Proficient in Python and SQL
- Knowledge of market risk, credit/liquidity stress testing, and valuation models is a plus
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.
We enable you to move freely with our job tickets, job (e-)bikes and free parking opportunities.
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.
We provide financial stability by offering attractive salaries, company pension schemes, participation in our Group Share Plan, as well as bonuses, subsidies and discounts.
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.
Our market infrastructures are globally connected. Working with us means collaborating with like-minded colleagues across over 60 locations from more than 100 nations.
We promote individual development by offering internal development programmes, mentoring, further education and training budgets.
Send e-mail E-Mail copied! Copy E-Mail?
Our Campus Recruiting Team is looking forward to your call or e-mail.
Send e-mail E-Mail copied! Copy E-Mail?
Our Recruiting Team is looking forward to your call or e-mail.