Quantitative Risk Analyst - Financial Risk (f/m/d)Quantitative Risk Analyst - Financial Risk (f/m/d)
Deutsche Börse
Luxembourg, L, LU
il y a 2j
source : Deutsche Börse

Field of activity

In your new role, 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.

Tasks / responsibilities

  • 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 teams regular and reporting tasks
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