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

Deutsche Börse AG; Frankfurt; Vor Ort; EUR 70.000 - 90.000; Vollzeit

Zusammenfassung

A leading company in the financial sector is seeking a Quantitative Risk Analyst/Developer to enhance risk management functions and develop quantitative models. The role requires strong analytical skills, proficiency in Python, and a quantitative background. Successful candidates will contribute to informed decision-making and compliance with regulatory standards.

Qualifikationen

• Minimum 3 years' experience in risk management or model prototyping.
• Knowledge of rates derivatives or Repo/Bond markets products.

Aufgaben

• Develop and enhance model development and risk management functions.
• Design and maintain data, valuation, and risk models.
• Translate regulatory requirements into quantitative models.

Kenntnisse

Quantitative Thinking

Problem Solving

Communication

Ausbildung

M.Sc. or PhD in a quantitative discipline

Tools

Python

Jobbeschreibung

As a Quantitative Risk Analyst / Developer for OTC derivatives and Bond markets, you will be 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. Strong quantitative and conceptual thinking, along with independent solution-finding and Python prototyping skills, are essential. You may work as part of a larger risk team or as a project stream lead, contributing to informed decision-making and the success of Eurex Clearing AG.

Your responsibilities :

• Develop and enhance our model development and risk management functions
• Design and maintain data, valuation, and risk models, including calibration
• Develop and utilize Python prototypes to assess, quantify, and document model performance
• Communicate valuation and risk model matters to internal, external stakeholders, and regulators
• Provide expertise on pricing and risk models for various 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 of 3 years' experience in risk management, model prototyping, or handling financial instruments with a quantitative focus
• Knowledge of rates derivatives or Repo/Bond markets products
• Proficiency in Python or similar programming languages
• Strong analytical, problem-solving, and communication skills
• Fluent in English; German skills are an asset

We are dedicated to fostering an inclusive work environment where everyone can thrive and reach their full potential. Our standards extend beyond matching candidates with roles.