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You will be updated with latest job alerts via emailThis position is initially limited for 2 years.
Field of activity
Eurex Clearings Models & Analytics section is responsible for developing and maintaining its stateoftheart risk methodologies comprising models for market risk liquidity risk and product valuation amongst others. Within the section the Risk Methodology ETD team focusses on risk methodology for exchange traded products such as Futures and Options as well as Repo and cash transactions. Our responsibility is not limited to methodologies but also encompasses market and valuation data and ensuring a high level of quality in that area. In addition to model development and maintenance the team also has a key role in the process of introducing new products at Eurex.
Your responsibilities within your new team comprise the design maintenance calibration and documentation of risk methodologies. In your daily work you consider a broad range of aspects including business quantitative economic and regulatory requirements and you suggest solutions reflecting these. You closely collaborate with colleagues in risk IT and business departments to provide our customers with innovative offerings.
As an experienced team member you are able and willing to take on responsibility and coordinate workstreams in the team. Furthermore communication skills are a strength of yours and you can present and explain complex quantitative topics related to risk methodology to internal and external stakeholders such as senior management clients or regulators.
Tasks/ responsibilities
Qualifications/ required skills
Required Experience:
IC
Full Time