Quantitative Risk Analyst - Model Validation (f/m/d)

☞ Deutsche Börse

Aussicht: 166

Update Tag: 22-10-2024

Ort: Frankfurt am Main Hesse

Kategorie: Finanzen / Bank / Aktien Der Umsatz

Industrie: Securities Commodity Exchanges

Jobtyp: Full-time

Loading ...

Jobinhalt

Your career at Deutsche Börse Group

Your area of work

Model Validation is a second line risk management function within Eurex Clearing’s CCP Risk Management department. It is responsible for the independent validation of the risk models that Eurex Clearing uses to manage its risks. We work in close collaboration with other teams in the department: Model Development, Default Management and Risk Exposure Management teams as well as our colleagues in Enterprise- and Information Security Risk Management. Model Validation reports directly to the Chief Risk Officer of Eurex Clearing.

In model validation, we value open exchange of ideas, where everyone is heard. Flexible working arrangements based on state-of-the-art digital tools enable our team to excel in a hybrid setup, giving you the opportunity to better balance your professional and personal commitments.

Your Responsibilities

  • Validation of our market risk models (Prisma), Credit-/Liquidity Stress Testing models and valuation models for our growing product offering
  • You have the opportunity to work independently, executing validation projects and presenting your work to senior management and regulators
  • Collaboration with Model Developers, IT and other stakeholders
  • Maintaining our validation framework, ensuring our model validation concepts, documents and activities follow relevant policies, standards, and regulatory requirements
  • Cross-functional, strategic projects of Deutsche Börse Group offer excellent development opportunities

Your profile

  • Degree in a quantitative discipline, e.g., mathematics, finance, statistics, physics, econometrics or a related discipline
  • Interest in capital markets, financial products and clearing as well as regulation
  • Excellent analytical skills
  • At least 3 years professional experience in model validation, model development, risk management or comparable field of work
  • Programming skills in Python and SQL are a must
  • Knowledge in market risk, credit-/ liquidity stress testing and valuation models would be a plus
Loading ...
Loading ...

Frist: 06-12-2024

Klicken Sie hier, um sich für einen kostenlosen Kandidaten zu bewerben

Anwenden

Job melden
Loading ...

ÄHNLICHE ARBEITEN

Loading ...
Loading ...