Quantitative Risk Analyst (f/m/d)

Deutsche Börse Group; Frankfurt; Vor Ort; EUR 70.000 - 100.000; Vollzeit

Zusammenfassung

A leading financial institution in Frankfurt is seeking a quantitative analyst for its Models & Analytics team. The role involves developing risk methodologies and models for exchange-traded products, requiring strong quantitative skills and a solid understanding of the financial markets. You will work collaboratively with various business units, providing insights on market risks and regulatory topics while ensuring high model performance. Ideal candidates will have a quantitative background and excellent communication abilities to convey complex concepts effectively.

Qualifikationen

• Masters or PhD in a quantitative discipline, strong interest in financial markets.
• Knowledge of securities settlements and financial derivative modelling.
• Ability to explain complex topics to stakeholders.

Aufgaben

• Identify regulatory trends affecting financial markets and products.
• Design and implement risk models to maintain performance.
• Engage with other business areas on risk management solutions.

Kenntnisse

Quantitative analytical skills

Communication

Financial market knowledge

Collaboration

Ausbildung

M.Sc. or PhD in financial or quantitative discipline

CFA or FRM

Jobbeschreibung

Your area of work
Eurex Clearing’s Models & Analytics section is responsible for developing and maintaining its state-of-the-art risk methodologies, comprising models for market risk and product valuation among others. Within the section, the Risk Methodology ETD team focusses on risk methodology for exchange-traded products such as futures and options. This collaborative team is responsible for the development of valuation and risk measurement methodologies as well as the on-going maintenance of models relating to existing exchange traded derivatives and the integration of new products into the risk framework. Your responsibilities within the team comprise the maintenance, calibration, and documentation of risk methodologies. You collaborate closely with your colleagues within the team, supporting the design of risk methodologies for financial derivatives. You will also engage with other areas of the business including risk management, IT and business departments to provide our customers with innovative offerings within a strongly regulated environment. A strong quantitative skillset enables you to understand our product and risk model landscape and contribute to continuous improvements. Your understanding of first and second order market risks, combined with your passion for financial markets enables you to contribute pragmatic solutions that meet the needs of the business and fit with regulatory requirements.
Communication is a key a strength of yours and you are able to present and explain complex quantitative topics within the system landscape related to risk methodologies to stakeholders such as senior management, clients or regulators.

Your responsibilities

• Identify and understand risk management related financial market and regulatory trends in the exchange traded products space as well as for securities settlements
• Design and support the implementation, calibration and documentation of valuation and risk models to maintain a high level of risk model performance
• Support new product and service initiatives and develop solutions to include them in Eurex Clearing’s risk management framework
• Represent Eurex Clearing AG with integrity in interactions with internal counterparts, customers, and regulators in matters relating to quantitative risk management topics
  

Your profile

• M.Sc. or PhD in a financial or quantitative discipline, risk management related qualifications such as CFA or FRM are an asset
• A keen interest in the financial markets, derivative pricing and risk management
• Good understanding of financial markets and products, market participants and the regulatory landscape to which the business is subject
• Strong knowledge of securities settlements, the modelling of financial derivatives and market risk management or associated research activity; on-the-job experience is an asset
• Effective team player and a high degree of organizational self-reliance
• Very good quantitative and analytical skills, accompanied with the ability to articulate findings and complex topics in an easy-to-understand fashion
• A strong orientation towards delivery of tangible results