Risk Analyst - Credit Stress Testing fmd
Risk Analyst - Credit Stress Testing fmd
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Job Description
This position is initially limited for 2 years.
Field of activity
Eurex Clearings 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.
We are know looking to hire a Risk Analyst for Credit Stress Testing.
Tasks/responsibilities
- Develop and maintain our comprehensive and holistic credit stress testing framework
- 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 owners perspective and support the related business acceptance tests
- Participation in the regular EUwide 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 Clearings stress testing programmes
- Communicate Credit Stress Testing matters to internal as well as external stakeholders and regulatory bodies
- Contribute throughleadership on credit stress testing topics in projects
Qualifications/required skills
- M.Sc. in a quantitative or economical discipline (Econometrics Mathematics Physics Financial Engineering or any other comparable field with risk management focus)
- Several years of handson experience in risk management with focus on risk models risk analytics and tools in the area of stress testing
- Excellent analytical and problemsolving skills
- Excellent communication skills
- High commitment motivation and willingness to take on responsibility
- Basic project management experience or experience to organize and manage complex tasks including presenting to the senior management clients industry participants and regulators
- Basic experience in Python or a similar programming language will be an asset
- Proficiency in written and spoken English; additional German language skills will be an asset
- Knowledge of relevant regulations and external standards is a plus
Required Experience:
IC
Employment Type
Full Time
