Enterprise Risk Manager - Financial Risk (f/m/d) - #2155886

Your career at Deutsche Börse Group

Your area of work

Enterprise Risk Management (ERM) plays an integral role in the assessment, quantification, and reporting of financial and operational risks for Eurex Clearing AG. By monitoring and reporting risks, ERM ensures that the Executive Board has a clear overview of the overall risk profile, enabling the early detection of developments that could potentially jeopardise the interests of ECAG. This proactive approach allows for timely and effective measures to be implemented.

As part of the Financial Risk team, you will contribute significantly to advancing methodologies for measuring financial risks, particularly in the area of liquidity risk including liquidity stress testing. Your responsibilities will include to support the design of the liquidity stress testing framework, conducting risk assessments, performing in-depth data analyses to critically evaluate risk positions, and preparing regular and ad-hoc risk reports for management and regulatory authorities.

Your Responsibilities

• Oversee the development, implementation, and ongoing refinement of risk management policies, focusing on liquidity risk and the quantitative development of liquidity indicators
• Support the development of liquidity stress testing framework, including model development, IT implementation and related business acceptance testing ensuring compliance with regulation and best practices
• Execute regular BAU tasks, including monitoring activities and reviews, ensure new product are adequately considered as well as assist in internal and external audits
• Prepare regular management reports and decision-making proposals for the boards and committees of ECAG
• Take ownership of ILAAP-related tasks, including coordinating the annual review process
• Lead and coordinate the design and implementation of ECAG Contingency Funding Plan (CFP) testing from a second-line perspective
• Foster and maintain effective relationships with primarily internal stakeholders and, where necessary, regulatory authorities
• Manage specific tasks related to established contracts, where Enterprise Risk Management serves as the Business Owner
  
  
  

Your profile

• You have already completed your university degree in a financial or quantitative discipline - or have an equivalent educational background
• You have 2–3 years of professional experience in a quantitative financial environment, ideally related to liquidity risk management
• You have a solid understanding of financial markets and the regulatory landscape (MaRisk, EMIR, with particular expertise in ILAAP/ICAAP), along with proficiency in financial risk models (e.g., VaR, stress testing, risk indicators)
• You also have exceptional analytical and problem-solving skills, combined with a results-driven mindset and effective communication abilities
• You are a proactive and efficient team player with strong organizational independence
• You have a good expertise in MS Office applications, with programming skills in financial industry-relevant software (e.g., SQL, Python, R) and an experience with analytics and business intelligence tools (e.g., Qlik) would be advantageous
• You are proficient in written and spoken English; fluency in German would be a plus