Senior Quantitative Risk Manager for Crypto Assets (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

Your area of work:

Group Risk Monitoring is responsible for the modelling, quantification and reporting of financial risks of Deutsche Börse Group including its various legal entities. In your new role you will be covering the design, maintenance and progression of all models used to determine capital requirements especially for financial risks under the economic perspective with specific focus on the asset class ’crypto currencies’. As a Senior Quantitative Risk Manager for Crypto Assets you will significantly contribute to Deutsche Börse Group’s overall crypto strategy and shape its way towards establishing this asset class in one of the largest financial market infrastructure providers.

Your responsibilities:

Given your broad risk management expertise, you take responsibility for the annual review of the risk inventory and associated materiality assessment in the economic perspective with focus on financial risks arising from crypto assets, esp. credit and market risk
Based on your strong quantitative background and model design expertise, you will analyse, design, maintain, and enhance the risk methodology for financial risk drivers (credit, market and liquidity), which includes the development of frameworks for both adequate stress scenarios and rigorous back tests to continuously evaluate a model’s performance, modelling stress tests for economic capital requirements as well as in performing ad hoc risk analysis
You are involved in regular parameter and assumption review as well as model amendments due to changes in e.g. business strategy, market economics or regulatory landscape with special focus on crypto assets
Your IT affinity is required for supportive advisory and testing activities during the productive IT integration of risk profiles arising from crypto assets into DBG’s regular group-wide risk reports

Your profile:

You have successfully completed your university degree in a quantitative discipline, providing you with a sound knowledge of statistical and econometric methods and their application
You have at least 5 years of relevant professional experience in the financial industry, preferably in a credit or market risk model development or validation role, with proven problem-solving skills
You have a well-founded and broad understanding of different financial markets and products, especially crypto assets, as well as the regulatory landscape (MaRisk, ICAAP, ILAAP)
You are an efficient team player with a high degree of organizational self-reliance and good communication skills, enabling you to collaborate with people across various levels of seniority
You are at least adept in MS Office usage, a level of programming and database experience is desirable (e.g. Python, SQL)
Proficiency in written and spoken English; 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.

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.