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Risk Analytics (f/m/d)

Date: 20-Oct-2020

Location: Prague, CZ

Company: Deutsche Börse Group


Field of activity


Eurex Clearing is one of the leading central counterparties globally — assuring the safety and integrity of markets while providing innovation in risk management, clearing technology and client asset protection. We clear the broadest scope of products under a single framework in Europe — both listed products and OTC — and accept the world’s widest spectrum of eligible collateral. We stand between the buyer and the seller, which makes us central counterparty for all our client’s transactions. We mitigate counterparty risk and maximize operational efficiency.

As a Risk Analyst, your responsibilities include monitoring stress testing exposures from member portfolios, assessing credit-, concentration- and wrong way risk limit utilizations, monitoring liquidity needs and capital requirements of the CCP. Furthermore your create comprehensive risk management reports for internal and external bodies and support the senior management decision making process in view of the CCP’s overall risk situation. You will also be strongly involved in new product and service offerings.



  • Monitor and analyse credit and liquidity stress testing exposures
  • Assess credit-, concentration- and wrong way risk- limit utilization
  • Regularly create comprehensive risk management reports and disclosures, including event-driven analyses
  • Maintain and further develop the employed risk management tools and related documentation
  • Work in close collaboration with IT to accompany the development process, including writing business requirements and performing business acceptance testing
  • Support extensions of service offerings of Deutsche Börse Group


Qualifications/required skills  

  • Higher education degree and profound industry experience in a financial or quantitative discipline
  • Good understanding of financial markets with knowledge of at least one of the following asset classes: Listed equity and fixed income derivatives, bonds, SFTs, FX, or interest rate swaps
  • Excellent analytical skills as well as high results orientation and good communication skills
  • Efficient team player with a high degree of organisational self-reliance
  • Expertise with software requirements analysis, specification, programming and testing
  • Proficiency in written and spoken English; additional German language skills will be an asset
  • Excellent command of MS office, experience with Databases/ SQL and a programming language