Quantitative Risk Management Analyst

vor 12 Stunden


Frankfurt am Main, Hessen, Deutschland EUREX Clearing AG Vollzeit
Company Overview

Eurex Clearing AG is a leading central counterparty, ensuring market safety and integrity while providing innovative risk management solutions. The clearing house offers fully automated post-trade services for derivatives, equities, bonds, and secured funding & financing, as well as industry-leading risk management technologies.

Job Description

As a Quantitative Risk Management Analyst at Eurex Clearing AG, you will be working within the Model Validation team. Your primary responsibility will be to analyze risk models in accordance with Eurex Clearing's Model Risk Management policy. You will gain insight into various aspects of CCP Risk Management through regular and ad-hoc model reviews. This role provides an excellent opportunity to explore capital market dynamics and acquire valuable practical experience in an innovative company.

Your Responsibilities:
  • Assist in validation activities related to the risk management process of a clearing house
  • Evaluate risk model performance (e.g., VaR-models) based on quantitative statistical analysis, such as backtesting or sensitivity analysis
  • Support the qualitative and quantitative challenge of models
  • Contribute to regular model validation reporting and the maintenance and improvement of reporting tools and processes
Required Skills and Qualifications

You should have a strong background in Econometrics, Mathematics, Computer Science, or a comparable degree with a focus on risk management, including empirical and quantitative analysis methods. Proficiency in statistical analyses, data bases, Python or R is desirable. Excellent analytical and problem-solving skills, high motivation, and curiosity are essential.

Benefits

Eurex Clearing AG offers an attractive salary of €55,000 per annum, company pension schemes, participation in our Group Share Plan, bonuses, subsidies, and discounts. We also provide flexible working hours, childcare allowance, and the possibility to study alongside your job. Our hybrid work model combines the best of both worlds, allowing you to collaborate on-site or work remotely several days a week.

Estimated Salary: €55,000 per annum

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