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

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

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.

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