Risk Management

Nežerná Michaela, e-mail: Michaela.nezerna@deutsche-boerse.com

Your responsibilities: o Maintain and improve the risk methodology for existing financial risk factors (credit, market, and liquidity), including the development of frameworks for adequate stress scenarios and rigorous backtesting for continuous model performance evaluation. o Design and implement new models for financial risk factors resulting from the continuous expansion of Clearstream entities' products and services in a sandbox environment using the Python language. Your IT knowledge is essential for supporting advisory and testing activities during the final production IT implementation, which is carried out by a specialized IT development team.

Your profile: o University education in a finance or economics field o Relevant work experience, preferably in risk/pricing model development or validation o Good knowledge of financial markets and financial products, as well as the regulatory environment (MaRisk, ICAAP, ILAAP, CSDR) and its interconnection (ICAAP vs. CRR vs. CSDR) o Thorough knowledge of statistical and econometric methods and their application o Effective team player with a high degree of organizational self-sufficiency and good communication skills o Knowledge of MS Office, experience with programming and databases at a certain level (e.g., Python, SQL) would be an advantage o Knowledge of written and spoken English