Risk Management Officer (f/m/d)
Full-time | Unlimited
Tracing its origins to 1585, Deutsche Börse Group has become one of the world’s leading exchange organisations and an innovative market infrastructure provider. In this role, we provide investors, financial institutions and companies access to global capital markets. By creating trust in the markets of today and tomorrow we foster growth and contribute to the prosperity of future generations. Deutsche Börse Group is an international company, headquartered in Frankfurt/Main, Germany. With more than 6,700 employees, the company has a strong global presence for its customers all over the world, including Luxembourg, Prague, Chicago, London, Cork, New York and many other locations.
What’s your part in all this? With your commitment you contribute to the success of our unique business model: offering a wide range of products, services and technologies, covering the entire value chain of global financial markets.
Clearstream Banking S.A.
As an international central securities depository (ICSD) headquartered in Luxembourg, Clearstream Banking S.A. operates the post-trading business – i.e. issuance, settlement and custody – for the Eurobond market and services for securities from over 55 domestic markets worldwide.
Field of activity
As a Risk Management Officer, you will create and maintain the risk methodology for models employed to manage Clearstream’s securities lending financial risk exposures. Your primary responsibilities include determining eligible collaterals and haircuts to secure loans, defining concentration & wrong way risks limits in line with the risk appetite, and applicable rules and regulations.
- Design and continuously improve financial risk models to e.g. appropriately collateralize risk exposures and manage concentration & wrong way risks
- Regularly review the adequacy and robustness of applied risk models and perform model calibrations
- Create and maintain adequate documentation of the applied methods
- Assist in model prototype development
- Work in close collaboration with model users and IT to accompany the development process, including writing business requirements and performing business acceptance testing
- Deliver insightful management information in support of senior management and committee review
- Develop and maintain effective relationships with internal stakeholders and regulatory authorities
- Support the team’s regular and reporting tasks
- Graduate degree in a financial or quantitative discipline
- Minimum of 3 years of relevant work experience, preferably in development or validation of financial risk models
- Good understanding of financial markets, financial products (in particular, bonds and securities financing products), knowledge of the respective regulatory landscape
- Prior experience with financial risk models and broader risk analytics approaches (e.g. VaR, stress testing)
- Strong knowledge of statistical and econometric methods and their application
- Well-developed analytical skills, as well as high results orientation and good communication skills
- Efficient team player with a high degree of organizational self-reliance
- Excellent command of MS office, experience with databases (e.g. SQL), programming (e.g. Python) and analytics & business intelligence software (e.g. Qlik) is an advantage
- Proficiency in written and spoken English is mandatory. Knowledge of German and/or French is an asset
Deutsche Börse Group embraces an international climate, whereby diversity is universal. This is evident across the board, be it through our diverse workforce, routine responsibilities or other areas of activities and scope of application. We are looking for employees who enjoy working in a dynamic and flexible environment and are willing to put forward innovative ideas for the company. An open mindset, a proactive approach and self-motivation are prerequisites.
We offer our employees an attractive remuneration package. Benefits include a high level of trust and autonomy in modern, centrally located workplaces where corporate culture and values are exercised regularly.
We value diversity and therefore welcome all applications – regardless of gender, nationality, ethnic and social origin, religion/belief, disability, age, sexual orientation and identity.
Have we piqued your interest? Then we encourage you to apply now!
Do you have questions about the application process or this position?
Please contact us at email@example.com. We look forward to getting to know you!
Deutsche Börse Group, Human Resources