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Quantitative Risk Analyst (f/m/d)

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Deutsche Börse

Oct 27, 2024

Applications are closed

  • Job
    Full-time
    Mid & Senior Level
  • Data
    Banking & Finance
  • Frankfurt

Requirements

  • 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, derivative pricing and risk management
  • Good understanding of financial markets and products, market participants and the regulatory landscape to which the business is subject
  • Strong knowledge of securities settlements, the modelling of financial derivatives and market risk management or associated research activity; on-the-job experience is an asset
  • Effective team player and a high degree of organizational self-reliance
  • Very good quantitative and analytical skills, accompanied with the ability to articulate findings and complex topics in an easy-to-understand fashion
  • A strong orientation towards delivery of tangible results

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 Clearing’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

FAQs

What is the main focus of the Quantitative Risk Analyst position at Deutsche Börse Group?

The main focus of the position is to develop and maintain risk methodologies for exchange-traded products, particularly futures and options, as part of the Models & Analytics section of Eurex Clearing.

What qualifications are required for this position?

A M.Sc. or PhD in a financial or quantitative discipline is required, and risk management-related qualifications such as CFA or FRM are considered an asset.

Is experience in financial markets necessary for this role?

Yes, a keen interest in financial markets, derivative pricing, and risk management is essential for this role.

What types of skills are important for a successful Quantitative Risk Analyst?

Strong quantitative and analytical skills, as well as effective communication skills to articulate complex topics clearly, are important for success in this role.

Will I be collaborating with other departments within the business?

Yes, you will engage with other areas of the business, including risk management, IT, and business departments, to provide innovative offerings.

What are the primary responsibilities of a Quantitative Risk Analyst?

The primary responsibilities include maintaining, calibrating, and documenting risk methodologies, supporting new product initiatives, and representing Eurex Clearing with integrity in quantitative risk management matters.

How important is understanding regulatory requirements in this role?

Understanding regulatory requirements is crucial, as the Quantitative Risk Analyst needs to ensure that the risk methodologies meet regulatory standards.

Is teamwork emphasized in this position?

Yes, being an effective team player and demonstrating a high degree of organizational self-reliance are important aspects of the role.

Are there opportunities for continuous improvement in this role?

Yes, the role offers opportunities to contribute to continuous improvements in risk models and methodologies.

Does the role require the presentation of complex topics to stakeholders?

Yes, strong communication skills are needed to present and explain complex quantitative topics to stakeholders such as senior management, clients, or regulators.

We at Deutsche Börse create trust in the markets of today and tomorrow

Finance
Industry
10,001+
Employees
1992
Founded Year

Mission & Purpose

Deutsche Börse is a leading global marketplace for trading financial instruments, including stocks, derivatives, and commodities. Their ultimate mission is to provide efficient and transparent capital markets infrastructure that facilitates fair and orderly trading activities for investors worldwide. The purpose of Deutsche Börse is to enable companies to raise capital, investors to manage risk and invest capital, and financial institutions to facilitate trading and clearing services. They aim to uphold market integrity, foster innovation in financial markets, and contribute to the stability and growth of the global economy through their robust and reliable market infrastructure and services.