Quantitative Risk Analyst/Developer for OTC derivatives and Bond Markets ( f/m/d)

TN Germany; Frankfurt; Vor Ort; EUR 60.000 - 100.000; Vollzeit

Zusammenfassung

An established industry player is seeking a Quantitative Risk Analyst/Developer to join their team in Frankfurt. In this dynamic role, you will be responsible for the strategic valuation and risk model development for OTC derivatives and Bond markets. Your expertise in Python and quantitative analysis will be essential as you work on enhancing risk management functions and translating regulatory requirements into quantitative models. This position offers the opportunity to be part of a collaborative team, contributing to informed decision-making and the overall success of the organization. If you are passionate about risk management and thrive in an inclusive environment, this role is perfect for you.

Qualifikationen

• 3+ years of experience in risk management or financial instruments.
• Strong proficiency in Python for model prototyping and development.
• Knowledge of rates derivatives or Repo/Bond markets.

Aufgaben

• Develop and enhance risk management functions and models.
• Design data and risk models, including calibration.
• Communicate model matters to stakeholders and regulatory bodies.

Kenntnisse

Python

Quantitative Analysis

Risk Management

Analytical Skills

Problem-Solving

Communication Skills

Ausbildung

M.Sc. or PhD in Econometrics

M.Sc. or PhD in Mathematics

M.Sc. or PhD in Physics

M.Sc. or PhD in Financial Engineering

Tools

Risk Model PRISMA

Data Valuation Models

Jobbeschreibung

Social network you want to login/join with:

Quantitative Risk Analyst/Developer for OTC derivatives and Bond Markets (f/m/d), Frankfurt

Client:

EUREX Clearing AG

Location:

Frankfurt, Germany

Job Category:

Other

EU work permit required:

Yes

Job Reference:

4a494e6b93b6

Job Views:

2

Posted:

09.05.2025

Expiry Date:

23.06.2025

Job Description:

This position is limited for two years.

Your area of work:
As a Quantitative Risk Analyst/Developer for OTC derivatives and Bond markets, you are responsible for the strategic valuation and risk model development at Eurex Clearing AG. Your main tasks involve conceptual work and prototype implementation to identify, quantify, and manage risks related to rates, inflation, NDF, and Repo clearing services. The primary model you will work with and expand is our risk model PRISMA. You should have strong quantitative and conceptual thinking, along with proficiency in Python for prototyping. You will be part of a larger risk team or may lead project streams, helping to make informed decisions and contributing to Eurex Clearing AG's success.

Your responsibilities:

• Develop and enhance our model development and risk management functions
• Design and maintain data, valuation, and risk models, including calibration
• Develop and use Python prototypes to assess, quantify, and document model performance
• Communicate valuation and risk model matters to internal and external stakeholders, including regulatory bodies
• Provide expertise on pricing and risk models for projects
• Translate regulatory requirements (e.g., EMIR, MaRisk) into quantitative models to ensure compliance

Your profile:

• M.Sc. or PhD in a quantitative discipline (Econometrics, Mathematics, Physics, Financial Engineering, or similar)
• Minimum 3 years of experience in risk management, pricing/model prototyping, or handling financial instruments with a quantitative focus
• Knowledge of products in rates derivatives or Repo/Bond markets
• Proficiency in Python or similar programming languages
• Strong analytical, problem-solving, and communication skills
• Fluent in English; German skills are a plus

We are committed to creating an inclusive environment where everyone can thrive and reach their full potential.