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

Deutsche Börse Group; Deutschland; Hybrid; EUR 70.000 - 90.000; Vollzeit

Zusammenfassung

Deutsche Börse Group is seeking a Quantitative Risk Analyst/Developer for OTC derivatives and Bond markets in Frankfurt. Your role will focus on risk model development, using Python for prototype implementation and contributing to risk management. Join a diverse team and enjoy a hybrid work environment with excellent benefits.

Leistungen

Job tickets for mobility

Free drinks and food

Health insurance options

Flexible working hours

Internal development programmes

Qualifikationen

• At least 3 years of experience in risk management or financial instruments.
• Experience in rates derivatives, Repo/Bond markets.
• Proficient in written and spoken English; German is a plus.

Aufgaben

• Develop and strengthen model development and model risk management function.
• Analyze and translate regulatory requirements into quantitative models.
• Communicate valuation and risk model matters to stakeholders.

Kenntnisse

Analytical skills

Problem solving

Communication

Ausbildung

M.Sc. or PhD in Econometrics, Mathematics, Physics, Financial Engineering

Tools

Python

Jobbeschreibung

Frankfurt am Main

Your career at Deutsche Börse Group

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 of Eurex Clearing AG. Your main tasks are focused on conceptual work and prototype implementation to identify, quantify, and manage risks imminent to our rates, inflation, NDF, and Repo clearing services. The main model you will be using and expanding is our risk model PRISMA. Comprehensive quantitative and conceptual thinking complement your independent solution finding and python prototyping skills. As part of a larger risk team or even as a project stream lead, you help to make informed decisions and contribute to the success of Eurex Clearing AG.

Your responsibilities:

• Develop and strengthen our model development and model risk management function
• Conceptual design and maintenance of data-, valuation-, and risk-models as well as their calibration
• Use and develop our model prototype (python) in order to independently assess, quantify, and document the performance of models
• Communicate valuation and risk model related matters to internal as well as external stakeholders and regulatory bodies
• Contribute subject matter expertise on pricing and risk models to projects
• Analyse and translate regulatory requirements (for example EMIR, MaRisk) into quantitative modelling approaches to ensure ongoing compliance of the clearing house

Your profile:

• M.Sc. or PhD in a quantitative discipline (Econometrics, Mathematics, Physics, Financial Engineering, or any other comparable field)
• At least 3 years of hands-on experience in risk management, pricing/ risk model prototyping, or handling of financial instruments with a quantitative focus
• Know-how of products in the rates derivatives or Repo / Bond markets
• Experience in Python or similar programming languages is required
• Excellent analytical and problem solving as well as communication skills
• Proficiency in written and spoken English; additional German language skills will be an asset

Why Deutsche Börse Group?

We are committed to providing a work environment where everyone feels welcome and can reach their full potential. Our standards go far beyond simply matching candidates with the right position.

Mobility

We enable you to move freely with our job tickets, job (e-)bikes and free parking opportunities.

Work environment

Collaboration, communication, or deep focus - in our modern office buildings you will find the perfect work environment. Free drinks and food and meal allowances included.

Health and wellbeing

We care for your health and wellbeing and besides various health promotion measures we offer you a group accident insurance and additional insurance offers at discounted rates.

Financial stability

We provide financial stability by offering attractive salaries, company pension schemes, participation in our Group Share Plan, as well as bonuses, subsidies and discounts.

Hybrid work

Collaborate and exchange on-site or work remotely several days a week in line with business needs and local regulations. Our hybrid working model combines the best of both worlds.

Flexible working hours

We want your job to fit your life situation and offer flexible working time models, childcare allowance, or the possibility to study alongside your job.

Internationality

Our market infrastructures are globally connected. Working with us means collaborating with like-minded colleagues across over 60 locations from more than 100 nations.

Development

We promote individual development by offering internal development programmes, mentoring, further education and training budgets.

Our story

Our Story - Deutsche Börse Group in 120 Seconds

Contact

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