Risk Analyst - Stress Testing (Market Risk) (f/m/d)

View profile Risk Analyst - Stress Testing (Market Risk) (f/m/d) Your responsibilities:

• Develop and maintain our comprehensive and holistic framework to stress test the market risk component of diversified portfolios containing a large variety of different financial products,
• Continuous improvement & enhancement of underling models and methodologies, especially considering dynamic market movements or regulatory requirements.
• Propose changes to existing stress testing models or calibration of scenario shifts for new risk factors due to introduction of new products or special contracts in the clearing world,
• Support or drive model change process incl. impact assessment of proposed changes.
• 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 EU-wide 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 Stress Testing matters to internal as well as external stakeholders and regulatory bodies,
• Design and perform robust data quality checks and controls so that potential data quality issues can be identified and remediated

Your profile:

• M.Sc. in a quantitative or economical discipline (Econometrics, Mathematics, Physics, Financial Engineering, or any other comparable field with risk management focus)
• 2-3 years of hands-on experience in risk management, with focus on risk models, risk analytics and tools in the area of stress testing
• Excellent analytical and problem-solving 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
• Knowledge of relevant regulations and external standards is a plus
• Proficiency in written and spoken English; additional German language skills will be an asset Required Cookies

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