Risk Model Developer (f/m/d)

This position is limited until end of May 2026

Your area of work:

Group Risk Models is responsible for the development and maintenance of Deutsche Börse Group risk models used to determine its internal capital requirements. In scope of the modelling are all relevant risks (operational, credit, market, pension, and business risk) of Deutsche Börse Group under the economic perspective, which is guided by the principles of the Internal Capital Adequacy Assessment Process (ICAAP) for its regulated entities. As a Risk Model Developer, you will be responsible for the analysis, the conceptual design as well as the maintenance and enhancements of quantitative models used on group level to determine capital requirements for both financial and non-financial risks under the economic perspective. In your role, you will contribute to Deutsche Börse Group’s overall risk strategy and support its way towards establishing a robust risk management framework in one of the largest financial market infrastructure providers.
 

Your responsibilities:

• You will participate in the development and enhancements of the quantitative models used in the monthly calculations assessing economic capital requirements for Deutsche Börse Group
• You will support the annual review of the risk inventory and associated materiality assessment of Deutsche Börse Group entities in the economic perspective for the different risks (operational, credit, market, pension, and business risk)
• You will be involved in the regular parameter and assumption review for the capital models as well as model amendments due to changes in e.g. business strategy, market economics or regulatory landscape
• Your IT affinity is required for supportive advisory and testing activities during the productive IT integration of economic capital model enhancements into Deutsche Börse Group’s regular group-wide risk assessments

Your profile:

• You have successfully completed your university degree in business administration, economics, finance or a related quantitative field
• You have gained first professional work experience in the financial industry, preferably in a risk management or related analytical role, and could demonstrate your problem-solving skills
• Ideally, you already understand the regulatory landscape (e.g., MaRisk, ICAAP Guidelines) and how financial markets work
• You are an open-minded team player, keen to learn, with strong work attitude and good communication skills, enabling you to collaborate with people across various departments
• You are adept in MS Office usage, experience in programming or database usage (e.g. Python, SQL) would be an asset
• Proficiency in written and spoken English is a must; German language skills would be an asset