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!
Risk Analyst - Stress Testing (Market Risk) (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
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.
To further offer attractive risk management solution to our clients, we are looking for a hands-on experienced risk manager in the field of stress testing and/or market risk to drive the stress testing methodology and processes of our clearinghouse forward. The role fosters a holistic understanding of the topic with tasks spanning over model monitoring, model development and internal as well as external stakeholder management.
- Develop and maintain our comprehensive and holistic framework to stress test the market risk of component of diversified portfolios containing a large variety of different financial products
- 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 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)
- 2-3 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
Why Deutsche Börse Group?
We are committed to providing a work environment which makes our employees both feel at each other and reach their full potential. Our standards go far beyond simply matching candidate with the suitable position.
Exciting, cutting-edge projects
“Boredom” is a concept unknown to us. With us you are part of a growing 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.
Our market infrastructures are connected globally: whether in Singapore, London, Chicago, Luxembourg or Dubai – working with us means collaborating with like-minded colleagues and teams across over 60 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!
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.
We at Deutsche Börse create trust in the markets of today and tomorrow. We want to achieve this common goal with performance, reliability, integrity, openness and responsibility. Mutual respect and appreciation are of particular importance. Our values shape our culture and behaviour – both within our organisation and externally.
Our employees work in great teams that drive positive change – and therefore they 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.
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.
We take care of your culinary well-being. With our meal allowance you can choose from a variety of dishes in our staff restaurant or get your breakfast or snacks in the bistro for that extra boost of energy in between. Drinks such as tea, coffee, water and juice are available free of charge.
Our hybrid work model
Personal exchange and the collaborative atmosphere at our offices are an important part of our corporate culture. At the same time, we offer our employees the flexibility to work remotely several days per week in line with business needs and local regulation.
We top up your pension! You will be registered at BVV, to which we pay a monthly pension allowance for you. Furthermore, you have the option to pay an additional part of your salary to increase the amount of your future pension payment.