Quantitative Risk Manager (f/m/d)

Quantitative Risk Manager (f/m/d)
Quantitative Risk Manager (f/m/d)
Frankfurt am Main, DE
2024-06-27T20:19:25Z
2025-02-14T03:22:47Z

EUREX Clearing AG

Vollzeit
Vollzeit

Frankfurt am Main

Your career at Deutsche Börse Group

Your area of work
Eurex Clearingâ 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 design, maintenance, calibration, and documentation of risk methodologies. You collaborate with your colleagues within the team as well as in 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 complex market risks, combined with your passion for financial markets enables you to contribute high quality innovative and pragmatic solutions that meet the needs of the business and fit with regulatory requirements. You take responsibility and are able to influence without authority.

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 Clearingâ 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, data modelling and risk management
• Strong knowledge of securities settlements, the modelling of financial derivatives and market risk management; on-the-job experience is essential
• Effective team player within a multicultural team and a high degree of organizational self-reliance
• Strong quantitative and analytical skills, as well as a strong orientation towards delivery
• Good understanding of financial markets and products, market participants and the regulatory landscape to which the business is subject
• Confident coding in Python, SQL or the like, comfortable sharing code and utilizing common code and structures