Senior Quantitative Risk Manager for Crypto Assets (f/m/d)

Deutsche Börse

About the job

Your career at Deutsche Börse Group

Your area of work:

Group Risk Monitoring is responsible for the modelling, quantification and reporting of financial risks of Deutsche Börse Group including its various legal entities. In your new role you will be covering the design, maintenance and progression of all models used to determine capital requirements especially for financial risks under the economic perspective with specific focus on the asset class ’crypto currencies’. As a Senior Quantitative Risk Manager for Crypto Assets you will significantly contribute to Deutsche Börse Group’s overall crypto strategy and shape its way towards establishing this asset class in one of the largest financial market infrastructure providers.

Your responsibilities:

  • Given your broad risk management expertise, you take responsibility for the annual review of the risk inventory and associated materiality assessment in the economic perspective with focus on financial risks arising from crypto assets, esp. credit and market risk
  • Based on your strong quantitative background and model design expertise, you will analyse, design, maintain, and enhance the risk methodology for financial risk drivers (credit, market and liquidity), which includes the development of frameworks for both adequate stress scenarios and rigorous back tests to continuously evaluate a model’s performance, modelling stress tests for economic capital requirements as well as in performing ad hoc risk analysis
  • You are involved in regular parameter and assumption review as well as model amendments due to changes in e.g. business strategy, market economics or regulatory landscape with special focus on crypto assets
  • Your IT affinity is required for supportive advisory and testing activities during the productive IT integration of risk profiles arising from crypto assets into DBG’s regular group-wide risk reports

Your profile:

  • You have successfully completed your university degree in a quantitative discipline, providing you with a sound knowledge of statistical and econometric methods and their application
  • You have at least 5 years of relevant professional experience in the financial industry, preferably in a credit or market risk model development or validation role, with proven problem-solving skills
  • You have a well-founded and broad understanding of different financial markets and products, especially crypto assets, as well as the regulatory landscape (MaRisk, ICAAP, ILAAP)
  • You are an efficient team player with a high degree of organizational self-reliance and good communication skills, enabling you to collaborate with people across various levels of seniority
  • You are at least adept in MS Office usage, a level of programming and database experience is desirable (e.g. Python, SQL)
  • Proficiency in written and spoken English; German language skills will be an asset

Apply now
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