Quantitative Risk Model Specialist

vor 4 Wochen


Eschborn, Hessen, Deutschland Deutsche Börse Group Vollzeit
Job Summary

We are seeking a highly skilled Risk Model Developer to join our team at Deutsche Börse Group. As a Risk Model Developer, you will be responsible for the analysis, design, and maintenance of quantitative models used to determine capital requirements for both financial and non-financial risks.

Key Responsibilities
  • Develop and enhance quantitative models used in monthly calculations assessing economic capital requirements for Deutsche Börse Group
  • Support the annual review of the risk inventory and associated materiality assessment of Deutsche Börse Group entities in the economic perspective for different risks
  • Involved in regular parameter and assumption review for capital models as well as model amendments due to changes in business strategy, market economics, or regulatory landscape
  • 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
Requirements
  • University degree in business administration, economics, finance, or a related quantitative field
  • First professional work experience in the financial industry, preferably in a risk management or related analytical role, and demonstrated problem-solving skills
  • Understanding of the regulatory landscape (e.g., MaRisk, ICAAP Guidelines) and how financial markets work
  • Open-minded team player, keen to learn, with strong work attitude and good communication skills, enabling collaboration with people across various departments
  • Proficiency 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
What We Offer
  • Attractive salaries, company pension schemes, participation in our Group Share Plan, as well as bonuses, subsidies, and discounts
  • Flexible working time models, childcare allowance, or the possibility to study alongside your job
  • Hybrid work model combining the best of both worlds
  • Internal development programmes, mentoring, further education, and training budgets

Deutsche Börse Group is a leading exchange organisation and innovative market infrastructure provider. 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.


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