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Volkswirt als Risiko Analyst Stress Testing Marktrisiko (f/m/d)

Frankfurt am Main, Hessen
Job Type
20 Sep 2022
Your career at Deutsche Börse Group

Your area of work
Eurex Clearing's risk management department is responsible for the strategic risk management framework related to the core clearinghouse business. The main task is to develop integrated risk management solutions covering all asset classes across listed and OTC, from derivatives over equities and bonds up to swaps. Constant monitoring and validation whether changes must be initiated ensures that the entire framework remains state of the art and sets industry standards. Our risk management framework is based on five main pillars. Namely: admission criteria, margin and stress testing methodology, exposure monitoring, collateral valuation practices and default management process.

To further offer attractive risk management solution to our clients, we are looking for a hands-on experienced risk manager in the field of stress testing and/or market risk to drive the stress testing methodology and processes of our clearinghouse forward. The role fosters a holistic understanding of the topic with tasks spanning over model monitoring, model development and internal as well as external stakeholder management.

Your responsibilities

  • Develop and maintain our comprehensive and holistic framework to stress test the market risk of component of diversified portfolios containing a large variety of different financial products
  • Support the design of risk methodology extensions compliant with our model development principles; this also includes enhancing and using our calibration tools and methods
  • Work on an integrated framework design, support IT implementation by designing required functionalities from a model owner's perspective and support the related business acceptance tests
  • Participation in the regular EU-wide stress testing exercises conducted by ESMA with the responsibility for the credit risk part
  • Support of external, internal and member audits on topics related to Eurex Clearing's stress testing programmes
  • Communicate Stress Testing matters to internal as well as external stakeholders and regulatory bodies
  • Contribute through leadership on credit stress testing topics in projects

Your profile

  • M.Sc. in a quantitative or economical discipline (Econometrics, Mathematics, Physics, Financial Engineering, or any other comparable field with risk management focus)
  • 2-3 years of hands-on experience in risk management, with focus on risk models, risk analytics and tools in the area of stress testing
  • Excellent analytical and problem-solving skills
  • Excellent communication skills
  • High commitment, motivation and willingness to take on responsibility
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  • Job Reference: 717206806-2
  • Date Posted: 20 September 2022
  • Recruiter: Deutsche Börse AG
  • Location: Frankfurt am Main, Hessen
  • Salary: On Application
  • Sector: Self Employment
  • Job Type: Permanent