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. By creating trust in the markets of today and tomorrow we foster growth and contribute to the prosperity of future generations. 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, covering the entire value chain of global financial markets.
Quantitative Risk Analyst - Risk Methodology ETD (f/m/d)
EUREX Clearing AG • Frankfurt am Main
Who we are
Your career at Deutsche Börse Group
This position is initially limited for 2 years.
Field of activity
Eurex Clearing’s Models & Analytics section is responsible for developing and maintaining its state-of-the-art risk methodologies, comprising models for market risk, liquidity risk and product valuation amongst others. Within the section, the Risk Methodology ETD team focusses on risk methodology for exchange traded products such as Futures and Options as well as Repo and cash transactions. Our responsibility is not limited to methodologies, but also encompasses market and valuation data and ensuring a high level of quality in that area. In addition to model development and maintenance, the team also has a key role in the process of introducing new products at Eurex.
Your responsibilities within your new team comprise the design, maintenance, calibration and documentation of risk methodologies. In your daily work, you consider a broad range of aspects including business, quantitative, economic, and regulatory requirements and you suggest solutions reflecting these. You closely collaborate with colleagues in risk, IT and business departments to provide our customers with innovative offerings.
As an experienced team member, you are able and willing to take on responsibility and coordinate workstreams in the team. Furthermore, communication skills are a strength of yours and you can present and explain complex quantitative topics related to risk methodology to internal and external stakeholders such as senior management, clients or regulators.
- Identify and understand risk management related market and regulatory trends in the exchange traded products space
- Design and support the implementation, calibration and documentation of valuation and risk models to maintain a high level of risk model performance
- Support new product and service initiatives and develop solutions to include them in Eurex Clearing’s risk management framework
- Represent Eurex Clearing AG towards customers, regulators and internal counterparties with respect to quantitative risk management topics
Qualifications/ required skills
- M.Sc. or PhD in a financial or quantitative discipline, risk management related degrees such as CFA or FRM are an asset.
- At least 3 years of experience in modelling and risk management of financial instruments or comparable research activity
- Efficient team player with a high degree of organizational self-reliance
- Strong quantitative, analytical and statistical skills as well as high results orientation
- Excellent communication skills, experience in reporting to senior management is an asset
- Good understanding of financial markets and products as well as the regulatory landscape for central counterparties
- Proficiency in written and spoken English; additional German language skills will be an asset
- Experience in programming (e.g. Python), databases (e.g. SQL) and excellent command of MS office
Why Deutsche Börse Group?
We are committed to providing a work environment which makes our employees both feel at ease and reach their full potential. Our standards go far beyond simply matching candidates with the right position.
Careers with a future
Whether you are an apprentice, a trainee, a young or experienced professional – with us your career is off to a good start that holds many different paths to develop and reach the next level. Your professional future is in your hands – as a manager, expert or project manager. You can count on our support as well as further education and training measures.
Diversity & Inclusion
We embrace diversity. As the cornerstone of our success, your contribution counts – irrespective of gender, nationality, ethnic or social background, religion or worldview, disability, age, sexual preference and identity.
Exciting, cutting-edge projects
“Boredom” is a concept unknown to us. With us you are part of a company that is shaping the future and where you can make a difference and actively participate – by supporting companies and start-ups going public, developing trading technologies or designing the cloud infrastructure for a highly regulated environment.
We at Deutsche Börse create trust in the markets of today and tomorrow. Our collaborative efforts are defined by integrity, responsibility and transparency as well as by mutual respect and appreciation, both within our organisation and externally.
Our market infrastructures are connected globally: whether in Singapore, London, Chicago, Luxembourg or Dubai – working with us means collaborating with colleagues and teams across 40 locations from more than 100 nations
Security and growth
Our company is experiencing healthy growth, not least due to our diversified business model. As a globally active exchange organiser, we provide market participants with consistently safe infrastructures that stimulate growth along the entire value chain. For you this means: a secure and promising workplace!
Our employees work in great teams and therefore enjoy working with us. This is reflected in our annual employee surveys. No matter how great the challenges posed by the markets might be – we support each other, work together closely to successfully complete projects and face change with a positive, collaborative approach.
We offer a work environment, in which professional and private life can interact individually. Flexible working time models, allowance for childcare, working remotely, studying alongside your job or part-time models – we give you the opportunity to adapt your job to your life situation.