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Quantitative Risk Analyst - Risk Methodology ETD (f/m/d)

Date: 11-Jun-2019

Location: Frankfurt am Main, HE, DE

Company: Deutsche Börse Group

Group Company: Eurex Clearing AG

Quantitative Risk Analyst - Risk Methodology ETD (f/m/d) 

Full-time | Permanent


Field of activity

Eurex Clearing’s Risk Methodology section is responsible for developing and maintaining its state of the art pricing and risk methodologies, comprising models for market risk, liquidity risk and product valuation amongst others. As part of our regular working topics, we also contribute to new product initiatives. Within the section, the Risk Methodology ETD team focusses on risk methodology for exchange traded products such as Futures and Options including related models such as underlying and volatility models.

As part of your responsibilities within your new role, you understand market demand as well as the regulatory environment and you constantly monitor and validate whether changes to the risk methodology and product valuation approaches are required. You are aware of the latest developments in financial markets and you proactively suggest your ideas to management. It is your responsibility to accompany the full development process including model conception, prototyping, coordination with IT and communication to internal and external stakeholders such as senior management or regulators.

Your responsibilities

  • Identify and understand risk management related market and regulatory trends in the exchange traded products space and beyond.
  • Perform in-depth analysis on these topics to assess the implications on Eurex Clearing AG’s risk methodology and thereby support the decision-making process of senior management.
  • Design and support the implementation of valuation and risk models
  • Develop prototypes for risk and valuation models and maintain a high level of risk model performance
  • Support new product and service initiatives and develop solutions to include them in Eurex Clearing AG’s risk management framework
  • Represent Eurex Clearing AG towards customers, regulators and internal counterparties with respect to quantitative risk management topics

Our requirements

  • M.Sc. or PhD in a financial or quantitative discipline, risk management related degrees such as CFA or FRM are an asset.
  • At least 3 years of experience in the modelling and risk management of financial instruments or comparable research activity is an asset
  • Efficient team player with a high degree of organizational self-reliance
  • Strong quantitative and analytical skills as well as high results orientation and good communication skills
  • Good understanding of financial markets and products as well as the regulatory landscape
  • Expertise in market data analysis and related processes such as data cleansing
  • Experience in programming (e.g. Python) and databases (e.g. SQL) using shared libraries
  • Excellent command of MS office
  • Proficiency in written and spoken English; additional German language skills will be an asset

Dedication, team and communication skills, flexibility as well as competent handling of MS Office applications round out your profile. There are numerous good reasons to work for us: responsibility at an early stage, attractive social benefits, an international working environment and a broad variety of career opportunities. Applications from disabled persons are welcome.

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