Risk Model Developer (f/m/d)

Deutsche Börse AG • Frankfurt am Main

Learn. Develop. Grow. But always: Share value

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!

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

This position is limited to 18 months

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.

Your responsibilities:

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 assessments

Your profile:

You have successfully completed your university degree in business administration, economics, finance or a related quantitative field
You have gained first professional work experience 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, keen to learn, with strong work attitude and good communication skills, enabling you to collaborate with people across various departments
You are adept in MS Office usage, 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 would 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.

Mobility

We enable you to move freely with our job tickets, job (e-)bikes and free parking opportunities.

Work environment

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.

Financial stability

We provide financial stability by offering attractive salaries, company pension schemes, participation in our Group Share Plan, as well as bonuses, subsidies and discounts.

Hybrid work

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.

Internationality

Our market infrastructures are globally connected. Working with us means collaborating with like-minded colleagues across over 60 locations from more than 100 nations.