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Intern - Quantitative Risk Management Luxembourg (f/m/d)

Date: 18-Jan-2019

Location: Luxembourg, L, LU

Company: Deutsche Börse Group

Group Company: Clearstream Banking Luxembourg

Intern - Quantitative Risk Management Luxembourg (f/m/d)
Start: 01/12/2018 | Duration: 6 (in months) | Full-time 

Group Credit’s is responsible for ensuring that business activities are conducted within a prudent credit risk framework that is consistent with Group Deutsche Börse’s credit appetite and in compliance with regulatory and supervisory requirements. 


We are offering an internship as a quantitative risk analyst to support quantitative analysis underlying credit and market risk models. As an intern in a highly international and dynamic environment, you will contribute to our projects with quantitative analysis and research to support model development through various stages.


Your responsibilities

  • Generate analyses and documents for the decision making process with regard to latest risk management issues;
  • Support in the course of administrative and organisational risk management operations relating to credit risks;
  • Support the development and maintenance of the existing risk models:
  • Assist in model prototypes development and model calibration;
  • Conduct independent quantitative analysis to support model (back-)testing;
  • Document the analysis and test results; 
  • Assist in IT requirements specification for operationalizing the risk concepts;
  • Support in setting up related internal processes and guidelines;
  • Participate in ongoing interdivisional projects of the area being of relevance for Clearstream/ Deutsche Börse Group.


Our requirements

  • Students must be enrolled in a relevant academic programme with quantitative focus (e.g. Finance, Economics, Mathematics, Statistics, Engineering) recognised by the state during their internship, preferably in their last semesters;
  • Good programming skills in applications like Python, R, SQL or alike;
  • Strong problem-solving and analytical skills (incl. data analytics, ability to draw accurate conclusions based on complex data);
  • Good understanding of statistics and quantitative techniques;
  • General understanding of market and credit risk concepts,  interest in banks and capital markets
  • Attention to details, ability to work independently, structured and result-oriented approach to work.
  • Fluent in written and spoken English, French and/or German will be an asset
  • Advanced knowledge of MS Office (VBA will be an asset)   
  • Team player and excellent communication skills;
  • Motivation, commitment and accuracy.

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