Senior Quantitative Analyst

vor 2 Wochen


Frankfurt am Main, Deutschland EUREX Clearing AG Vollzeit

Frankfurt am Main

Your career at Deutsche Börse Group

Your area of work
Eurex Clearing’s Models & Analytics section is responsible for developing and maintaining its state-of-the-art risk methodologies, comprising models for counterparty credit risk and product valuation among others. Within the section, the Risk Analytics team focusses on several topics ranging from Stress Testing & Default Fund sizing, through Credit, Concentration and Wrong-way risk methodologies to management and regulatory reporting. This role requires in-depth understanding of OTC swaps, exchange-traded products such as Futures and Options, as well as bond repos and best market practice in the area of counterparty credit risk modelling.
In your new role as Senior Quantitative Analyst – Risk Analytics you are responsible for development of cutting-edge credit stress testing models. The role further requires your in-depth understanding of CCP business model, key clearing models and in the interplay between defaulter pays and survivor pays informing the right level of mutualization. You contribute to planning on a unit and section level, break down the feedback into prioritized tasks and help shape up the execution plan to ensure delivery on highest level of quality. You collaborate closely with your colleagues in other areas of the business including risk, information technology and client-facing teams to provide our customers with innovative offerings.
You are keen to take on responsibility and become part of the CCP Risk Management team. A strong quantitative skillset enables you to understand our model landscape and recognize potential for continuous improvements. Communication is a key a strength of yours and you can present and concisely explain complex quantitative topics related to risk methodology to internal and external stakeholders such as senior management, clients, or regulators.

Your responsibilities

  • Understand and execute complex, multi-objective model development process on a semi-independent basis
  • Identify and understand risk management related financial market and regulatory trends in the cleared products space
  • Support the team lead on wider initiatives, underpinning transparency, communication, and presentation of Risk Management Framework to internal and external stakeholders such as senior management and regulators.
  • Represent Eurex Clearing AG with integrity in interactions with customers, regulators and internal counterparts in matters relating to quantitative risk management topics

Your profile

  • M.Sc. or PhD in a financial or quantitative discipline, risk management related professional qualifications such as CFA or FRM are an asset.
  • More than 5 years of experience working in the financial industry on risk management related topics
  • Excellent individual and group communication, in the written and spoken form as well as formally and informally presenting complex ideas in an understandable manner
  • Strong knowledge of modelling and risk management of financial instruments
  • Deep understanding of financial markets and products as well as the regulatory landscape for central counterparties
  • Proficiency in written and spoken English; additional German language skills are an asset


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