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 Model Developer (f/m/d)
Deutsche Börse 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:
Group Risk Models is responsible for the development and maintenance of Deutsche Börse Group risk models used to determine its internal capital requirements. In scope of the modelling are all relevant risks (operational, credit, market, pension, and business risk) of Deutsche Börse Group under the economic perspective, which is guided by the principles of the Internal Capital Adequacy Assessment Process (ICAAP) for its regulated entities. As a Risk Model Developer, you will be responsible for the analysis, the conceptual design as well as the maintenance and enhancements of quantitative models used on group level to determine capital requirements for both financial and non-financial risks under the economic perspective. In your role, you will contribute to Deutsche Börse Group’s overall risk strategy and support its way towards establishing a robust risk management framework in one of the largest financial market infrastructure providers.
- You will participate in the development and enhancements of the quantitative models used in the monthly calculations assessing economic capital requirements for Deutsche Börse Group
- You will support the annual review of the risk inventory and associated materiality assessment of Deutsche Börse Group entities in the economic perspective for the different risks (operational, credit, market, pension, and business risk)
- You will be involved in the regular parameter and assumption review for the capital models as well as model amendments due to changes in e.g., business strategy, market economics or regulatory landscape
- Your IT affinity is required for supportive advisory and testing activities during the productive IT integration of economic capital model enhancements into Deutsche Börse Group’s regular group-wide risk reports
- You have successfully completed your university degree in business administration, economics, or a related quantitative field
- You have gained first professional work experience (at least 2 years) in the financial industry, preferably in a risk management or related analytical role, and could demonstrate your problem-solving skills
- Ideally, you already understand the regulatory landscape (e.g., MaRisk, ICAAP Guidelines) and how financial markets work
- You are an open-minded team player with strong work attitude, keen to learn and with good communication skills, enabling you to collaborate with people across various departments
- You are adept in MS Office usage, first experience in programming or database usage (e.g., Python, SQL) would be an asset
- Proficiency in written and spoken English is a must; 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.
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.