Quantitative Risk Analyst

vor 1 Monat


Frankfurt, Deutschland EUREX Clearing AG Vollzeit

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 market risk and product valuation among others. Within the section, the Risk Methodology ETD team focusses on risk methodology for exchange-traded products such as futures and options. This collaborative team is responsible for the development of valuation and risk measurement methodologies as well as the on-going maintenance of models relating to existing exchange traded derivatives and the integration of new products into the risk framework.
Your responsibilities within the team comprise the maintenance, calibration, and documentation of risk methodologies. You collaborate closely with your colleagues within the team, supporting the design of risk methodologies for financial derivatives. You will also engage with other areas of the business including risk management, IT and business departments to provide our customers with innovative offerings within a strongly regulated environment. A strong quantitative skillset enables you to understand our product and risk model landscape and contribute to continuous improvements. Your understanding of first and second order market risks, combined with your passion for financial markets enables you to contribute pragmatic solutions that meet the needs of the business and fit with regulatory requirements.
Communication is a key a strength of yours and you are able to present and explain complex quantitative topics within the system landscape related to risk methodologies to stakeholders such as senior management, clients or regulators.


Your responsibilities

Identify and understand risk management related financial market and regulatory trends in the exchange traded products space as well as for securities settlements Design and support the implementation, calibration and documentation of valuation and risk models to maintain a high level of risk model performance Support new product and service initiatives and develop solutions to include them in Eurex Clearing’s risk management framework Represent Eurex Clearing AG with integrity in interactions with internal counterparts, customers, and regulators in matters relating to quantitative risk management topics

Your profile

M.Sc. or PhD in a financial or quantitative discipline, risk management related qualifications such as CFA or FRM are an asset

A keen interest in the financial markets, derivative pricing and risk management

Good understanding of financial markets and products, market participants and the regulatory landscape to which the business is subject

Strong knowledge of securities settlements, the modelling of financial derivatives and market risk management or associated research activity; on-the-job experience is an asset

Effective team player and a high degree of organizational self-reliance

Very good quantitative and analytical skills, accompanied with the ability to articulate findings and complex topics in an easy-to-understand fashion

A strong orientation towards delivery of tangible results

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, 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.

Development

We promote individual development by offering internal development programmes, mentoring, further education and training budgets.



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