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.
Risk Analyst - Credit Stress Testing (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 risk management department is responsible for the strategic risk management framework related to the core clearinghouse business. The main task is to develop integrated risk management solutions covering all asset classes across listed and OTC, from derivatives over equities and bonds up to swaps. Constant monitoring and validation whether changes must be initiated ensures that the entire framework remains state of the art and sets industry standards. Our risk management framework is based on five main pillars. Namely: admission criteria, margin and stress testing methodology, exposure monitoring, collateral valuation practices and default management process.
We are know looking to hire a Risk Analyst for Credit Stress Testing.
- Develop and maintain our comprehensive and holistic credit stress testing framework
- Support the design of risk methodology extensions compliant with our model development principles; this also includes enhancing and using our calibration tools and methods
- Work on an integrated framework design, support IT implementation by designing required functionalities from a model owner’s perspective and support the related business acceptance tests
- Participation in the regular EU-wide stress testing exercises conducted by ESMA with the responsibility for the credit risk part
- Support of external, internal and member audits on topics related to Eurex Clearing’s stress testing programmes
- Communicate Credit Stress Testing matters to internal as well as external stakeholders and regulatory bodies
- Contribute through leadership on credit stress testing topics in projects
- M.Sc. in a quantitative or economical discipline (Econometrics, Mathematics, Physics, Financial Engineering, or any other comparable field with risk management focus)
- Several years of hands-on experience in risk management, with focus on risk models, risk analytics and tools in the area of stress testing
- Excellent analytical and problem-solving skills
- Excellent communication skills
- High commitment, motivation and willingness to take on responsibility
- Basic project management experience or experience to organize and manage complex tasks including presenting to the senior management, clients, industry participants and regulators
- Basic experience in Python or a similar programming language will be an asset
- Proficiency in written and spoken English; additional German language skills will be an asset
- Knowledge of relevant regulations and external standards is a plus
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.