Quantitative Risk Model Specialist

vor 3 Wochen


Frankfurt am Main, Hessen, Deutschland Deutsche Börse AG Vollzeit

Job Summary

We are seeking a highly skilled Quantitative Risk Model Specialist to join our team at Deutsche Börse AG. As a Risk Model Analyst, you will be responsible for the analysis, design, and maintenance of quantitative models used to determine capital requirements for Deutsche Börse Group.

Key Responsibilities

  • Participate in the development and enhancements of 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.
  • Be involved in the regular parameter and assumption review for capital models as well as model amendments due to changes in business strategy, market economics, or regulatory landscape.
  • Support 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.
  • Problem-solving skills and ability to collaborate with people across various departments.
  • Proficiency in MS Office usage and 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.

About Deutsche Börse AG

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.

Why Work with Us

We offer a range of benefits, including mobility, work environment, health and wellbeing, financial stability, hybrid work, flexible working hours, internationality, and development opportunities.



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