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- Aufgaben: Develop and enhance risk models for OTC derivatives and Bond markets using Python.
- Arbeitgeber: Join Eurex Clearing AG, a leader in financial services and risk management.
- Mitarbeitervorteile: Enjoy a two-year contract with opportunities for growth and skill development.
- Warum dieser Job: Be part of a dynamic team making impactful decisions in the finance sector.
- Gewünschte Qualifikationen: M.Sc. or PhD in a quantitative field with 3+ years of relevant experience required.
- Andere Informationen: Proficiency in English is essential; German skills are a plus.
Das voraussichtliche Gehalt liegt zwischen 48000 - 84000 € pro Jahr.
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
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Quantitative Risk Analyst/Developer for OTC derivatives and Bond Markets ( f/m/d) Arbeitgeber: Deutsche Börse
Kontaktperson:
Deutsche Börse HR Team
StudySmarter Bewerbungstipps 🤫
So bekommst du den Job: Quantitative Risk Analyst/Developer for OTC derivatives and Bond Markets ( f/m/d)
✨Tip Number 1
Make sure to showcase your experience with risk management and quantitative modeling in your conversations. Highlight specific projects where you've successfully developed or implemented models, especially in the context of OTC derivatives or bond markets.
✨Tip Number 2
Familiarize yourself with the PRISMA risk model and be prepared to discuss how you would enhance it. This shows initiative and a genuine interest in the role, which can set you apart from other candidates.
✨Tip Number 3
Brush up on your knowledge of regulatory requirements like EMIR and MaRisk. Being able to translate these into quantitative modeling approaches will demonstrate your understanding of compliance and its importance in risk management.
✨Tip Number 4
Since communication is key in this role, practice explaining complex quantitative concepts in simple terms. This will help you effectively communicate with both technical and non-technical stakeholders during interviews.
Diese Fähigkeiten machen dich zur top Bewerber*in für die Stelle: Quantitative Risk Analyst/Developer for OTC derivatives and Bond Markets ( f/m/d)
Tipps für deine Bewerbung 🫡
Understand the Role: Make sure to thoroughly understand the responsibilities and requirements of the Quantitative Risk Analyst/Developer position. Familiarize yourself with terms like OTC derivatives, risk models, and Python prototyping, as these will be crucial in your application.
Highlight Relevant Experience: In your CV and cover letter, emphasize your hands-on experience in risk management and model development. Be specific about your previous roles, projects, and how they relate to the tasks mentioned in the job description.
Showcase Technical Skills: Clearly outline your proficiency in Python and any other programming languages you are familiar with. Provide examples of how you've used these skills in past projects, especially in relation to financial instruments or quantitative analysis.
Communicate Effectively: Since communication is key in this role, ensure that your application reflects your ability to convey complex information clearly. Use concise language and structure your documents well to demonstrate your analytical and problem-solving skills.
Wie du dich auf ein Vorstellungsgespräch bei Deutsche Börse vorbereitest
✨Showcase Your Quantitative Skills
Be prepared to discuss your experience in quantitative disciplines like Econometrics or Financial Engineering. Highlight specific projects where you developed risk models or worked with financial instruments, emphasizing your analytical and problem-solving abilities.
✨Demonstrate Python Proficiency
Since Python is crucial for this role, be ready to talk about your programming experience. Consider sharing examples of prototypes you've developed or challenges you've overcome using Python, as this will showcase your technical skills effectively.
✨Understand Regulatory Requirements
Familiarize yourself with relevant regulations such as EMIR and MaRisk. Be prepared to discuss how you would translate these requirements into quantitative modeling approaches, demonstrating your ability to ensure compliance in a clearing house environment.
✨Communicate Effectively
Strong communication skills are essential for this role. Practice explaining complex valuation and risk model concepts in simple terms, as you will need to communicate with both internal stakeholders and external regulatory bodies.
