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

Date: 14-Jan-2021

Location: Frankfurt am Main, DE

Company: Deutsche Börse Group

This position is initially limited to 2 years.

 

Field of activity
Eurex Clearing’s Models & Analytics section is responsible for developing and maintaining its state-of-the-art risk methodologies, comprising models for market risk, liquidity 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. Our responsibility is not limited to methodologies, but also encompasses market and valuation data and ensuring a high level of quality in that area. In addition to model development and maintenance, the team also has a key role in the process of introducing new products at Eurex.


Your responsibilities within your new team comprise the design, maintenance, calibration and documentation of risk methodologies. 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 and are willing to take on responsibility and coordinate workstreams in the team.

 

Tasks/ 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

 

Qualifications/ required skills

  • M.Sc. or PhD in a financial or quantitative discipline, risk management related degrees such as CFA or FRM are an asset
  • At least 5 years of experience in modelling and risk management of financial instruments or comparable research activity
  • 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