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Intern / Student Assistant - Risk Methodology & New Products (f/m/d)

Date: 08-Aug-2019

Location: Frankfurt am Main, HE, DE

Company: Deutsche Börse Group

Group Company: Eurex Clearing AG

Intern / Student Assistant - Risk Methodology & New Products (f/m/d)
Start:  | Duration: 3-6 (Internship) / (6-12 Student Assistant) (in months) | Part-time 

Field of activity

As an Intern or Student Assistant in the Risk Methodology and New Products section, you are responsible for analyses and support to the strategic risk methodology development of Eurex Clearing AG. The main task is to contribute to the development and maintenance of our state of the art risk methodology for Exchange Traded Derivatives (ETD) products and services. You constantly monitor and validate whether changes to the risk methodology and product valuation approach must be implemented arising from market demand or compliance with regulatory standards. You will have the excellent opportunity to explore capital market dynamics and gain valuable practical experience in an innovative company. You will be actively taking part in our processes, while we are offering you diverse, interesting and above all challenging tasks.



  • Support at quantitative statistical analyses in respect to risk management of a clearing house. This may include developing tools to supervise and calibrate valuation and risk models, and monitor P/L and Value-at-Risk
  • Support the identification and consolidation of relevant risk management related market trends, customer and market behaviour with a focus on exchange traded derivatives (Equity, Bond, FX, Dividend, Volatility Futures and Options)
  • Design and support the implementation and maintenance of valuation and risk models, risk concepts, and quantitative approaches underlying Eurex Clearing’s margin methodologies
  • Support at quantitative analysis and development of existing and new risk and valuation models specifically for equity and bond derivatives
  • Support the project planning activities (tasks, work estimates, timelines, and resources)


Qualifications/required skills

  • Minimum of 4 semesters in a quantitative discipline (Econometrics, Mathematics, Physics, Financial Engineering, Computer Science or any other comparable degree with risk management focus including empirical, quantitative analysis and methods)
  • Strong interest in capital markets and basic knowledge of derivatives valuation and risk management
  • Quantitative, analytical and problem solving skills
  • High commitment and motivation, take on responsibility, creativity and the ability to work independently as well as the ability to work flexibly in a team environment
  • Proficiency in written and spoken English; additional German language skills will be an asset
  • Experience in at least one of the following: Python, Matlab, R, SQL, or VBA, Programming experience in compiled languages (e.g. C#, C++, Java) would be an asset
  • Please also provide your preferred and latest possible starting date

There are numerous good reasons to work for us: responsibility at an early stage, attractive social benefits, an international work environment and a broad variety of career opportunities.

Are you interested in working with a pleasant and very dedicated team? Convince us with an appealing application. Please use our online application portal.

Deutsche Börse Group, Human Resources