Your career at Deutsche Börse Group\n\n
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 amongst others. Within the section, the Risk Methodology ETD team focusses on risk methodology for exchange traded products such as Futures and Options as well as Repo and cash transactions. Next to model development and maintenance, the team also has a key role in the process of introducing new products at Eurex.
In your daily work, you consider a broad range of aspects including business, quantitative, economic, and regulatory requirements and you suggest solutions reflecting these. You closely collaborate with colleagues in risk, IT and business departments to provide our customers with innovative offerings.
You are able and willing to take on responsibility as part of your regular and project tasks. A strong quantitative skillset enable you to understand our model landscape and to suggest and contribute to continuous improvements. Furthermore, communication skills are a strength of yours and you can present and explain complex quantitative topics related to risk methodology to internal and external stakeholders such as senior management, clients or regulators.
Your responsibilities
- Identify and understand risk management related market and regulatory trends in the exchange traded products space
- 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 towards customers, regulators and internal counterparties with respect to quantitative risk management topics
Your profile
- M.Sc. or PhD in a financial or quantitative discipline, risk management related degrees such as CFA or FRM are an asset
- Strong knowledge in modelling and risk management of financial instruments or comparable research activity, experience on the job is an asset
- Efficient team player with a high degree of organizational self-reliance
- Strong quantitative, analytical and statistical skills as well as high results orientation
- Excellent communication skills, experience in reporting to senior management is an asset
- Good 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 will be an asset
- Experience in programming (e.g. Python), databases (e.g. SQL) and excellent command of MS office
