Python jobs in United States

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Client:

EUREX Clearing AG

Location:

Frankfurt, Germany

Job Category:

Other

EU work permit required:

Yes

4a494e6b93b6

2

09.05.2025

23.06.2025

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.