Deutsche Börse

Financial Risk Officer – f/m/d

Deutsche Börse

full-time

Posted on:

Location Type: Hybrid

Location: Prague • 🇨🇿 Czech

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Job Level

Mid-LevelSenior

Tech Stack

PythonSQL

About the role

  • Challenge, maintain, and enhance the risk methodology for existing financial risk drivers (credit, market and liquidity)
  • Develop frameworks for both adequate stress scenarios and rigorous back tests to continuously evaluate a model’s performance
  • Design and implement new models for financial risk drivers in a sandbox environment using Python
  • Support advisory and testing activities during the final productive IT implementation carried out by a dedicated IT developer team
  • Work collaboratively within the Financial Risk team

Requirements

  • University degree in a financial or quantitative discipline
  • Relevant work experience, preferably in risk/pricing model development or validation
  • Good understanding of financial markets and financial products as well as the regulatory landscape (MaRisk, ICAAP, ILAAP, CSDR) and its interrelation (ICAAP vs. CRR vs. CSDR)
  • Sound knowledge of statistical and econometric methods and their application
  • Efficient team player with a high degree of organizational self-reliance and good communication skills
  • Adept in MS Office usage, a level of programming and database experience would be useful (e.g. Python, SQL)
  • Proficiency in written and spoken English
Benefits
  • Hybrid Work and Flexible working hours
  • Work from abroad - 12 days of remote work from EU countries per year
  • Pension fund contribution - 3% of your gross salary (5% after 5 years with us)
  • Health & Wellbeing - fully covered Multisport card, life & accident insurance, sick days and 100% salary contribution during sick leave (up to 56 days)
  • 25 vacation days
  • Mobility - fully covered public transport in Prague & free parking
  • Flexible Benefit Account (Pluxee) - 1200 per month
  • Group Share Plan - discount on company shares
  • Personal Development - annual budget of €690

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard skills
PythonSQLstatistical methodseconometric methodsrisk model developmentrisk model validationstress testingback testingfinancial risk driversfinancial products
Soft skills
team playerorganizational self-reliancecommunication skills