Your career at Deutsche Börse Group

This position is limited for two years.

Your area of work
Model Validation is a key function within Eurex Clearing's CCP Risk Management department, responsible for independently validating the risk models used to manage risks. The team works closely with other departments such as Models & Analytics, Default Management, Risk Exposure Management, and Enterprise- and Information Security Risk Management. Model Validation reports directly to the Chief Risk Officer of Eurex Clearing.
 
Your responsibilities

• Validate market risk models (Prisma), credit/liquidity stress testing models, and valuation models for our growing product offering 
• Execute validation projects independently and present work to senior management and regulators 
• Collaborate with Model Developers, IT, and other stakeholders 
• Maintain validation framework and ensure compliance with relevant policies, standards, and regulatory requirements 
• Participate in cross-functional, strategic projects of Deutsche Börse Group for development opportunities

 
Your profile

• Degree in a quantitative discipline such as mathematics, finance, statistics, physics, econometrics, or related field 
• Interest in capital markets, financial products, clearing, and regulation 
• Strong analytical skills 
• Experience in model validation, model development, risk management, or a related field would be a plus 
• Proficient in Python and SQL 
• Knowledge of market risk, credit/liquidity stress testing, and valuation models is a plus