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Risk Analyst with focus on str...

 
 
 
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Risk Analyst with focus on stress testing (female/male)
We have a vacancy at Eurex Clearing AG in Frankfurt am Main
Eurex Group delivers innovation and excellence across the financial industry's value spectrum. As a leading global provider we are working with customers, regulators and all our other stakeholders to facilitate an efficient and diverse market, delivering safety and integrity providing maximum benefits to all participants. We adapt to the ever changing environment with a growing portfolio of products from pre- to post-trading. All grounded in robust risk management solutions and proven technology, they help us shaping the future of the financial industry, as we have done for more than ten years now. Without them Deutsche Börse Group would not have developed into one of the most modern exchange organisations in the world. More than 5,300 employees work for the Group - a dynamic, motivated and international team.
Eurex Clearing is one of the leading central counterparties globally - assuring the safety and integrity of markets while providing innovation in risk management, clearing technology and client asset protection. We clear the broadest scope of products under a single framework in Europe - both listed products and OTC - and accept the world’s widest spectrum of eligible collateral. We stand between the buyer and the seller, which makes us central counterparty for all our client’s transactions. We mitigate counterparty risk and maximize operational efficiency. As a Risk Analyst focusing on stress testing, your responsibilities include designing and maintaining the stress testing methodology, monitoring stress testing exposures from member portfolios and preparing scenario analysis. In addition, you will coordinate stress testing initiatives internally and communicate with the relevant stakeholders. Furthermore, you will create comprehensive risk management reports for internal and external bodies and support the senior management decision making process in view of the CCP’s risk situation.

Your responsibilities
Continuously improve the overall stress testing and reverse stress testing methodology
Calibrate stress testing scenarios and prepare scenario analysis
Monitor and analyse stress testing exposures on different aggregation levels
Regularly create comprehensive stress testing reports for various stakeholders, including event-driven analyses
Analyse regulatory requirements and prepare regulatory submissions
Work in close collaboration with IT to accompany the development process, including writing business requirements and performing business acceptance testing
Support extensions of service offerings of Deutsche Börse Group

Our requirements
Higher education degree in a financial or quantitative discipline and at least 3 years of relevant work experience in risk management (preferably stress testing, market risk or counterparty credit risk)
Good understanding of financial markets with cross asset class know how
Knowledge of regulatory requirements regarding risk management and CCPs
Good understanding of risk measurement frameworks (e.g. VaR, Stressed VaR)
Excellent analytical skills as well as high results orientation and good communication skills
Efficient team player with a high degree of organisational self-reliance
Excellent command of MS office, experience with Databases/ SQL and a programming language (e.g. VBA, Python) will be an asset
Proficiency in written and spoken English, additional German language skills will be an asset
Reference number: 50002410
Interested?
Then we look forward to receiving your online application. We are also happy to answer any individual questions you might have.
Simply call us on +49-(0) 69-2 11-1 18 10.
Recruitment Team, Deutsche Börse Group
Deutsche Börse Group
Recruitment / 50002410
60485 Frankfurt am Main
Germany