Intern - Model Validation (f/m/d) - #2739013
Deutsche Börse Group
Date: vor 47 Minuten
Stadt: Frankfurt am Main
Vertragstyp: Ganztags
Your career at Deutsche Börse Group
Your area of work
As an intern (f/m/d) you will support the team in the Clearstream Model Validation department in ensuring the robustness, accuracy, and compliance of the risk models.
Your responsibilities:
Your area of work
As an intern (f/m/d) you will support the team in the Clearstream Model Validation department in ensuring the robustness, accuracy, and compliance of the risk models.
Your responsibilities:
- You will assist in validating risk models used for operational risk, credit risk, market risk, and liquidity risk management
- You will perform statistical analyses and backtesting to assess model performance and review model assumptions, methodologies, and limitations
- You will develop and run stress-testing frameworks to evaluate model robustness under extreme scenarios
- Furthermore, you will research innovative approaches to enhance model accuracy and validation processes
- You are also supporting in document findings and prepare validation reports in alignment with regulatory requirements (e.g., CSDR, MaRisk)
- Besides that, you will work on automation of the validation scripts
- You are currently pursuing a Master’s/PhD in a quantitative field such as Finance, Mathematics, Statistics, Computer Science, Economics, or related quantitative disciplines
- You have strong programming skills in Python, R, or a similar language
- You are familiarity with statistical analysis, probability theory, predictive modeling, data science techniques, time series analysis, clustering, etc.
- You have a basic understanding of financial products (e.g., fixed income) and risk management concepts
- Morover, you have excellent problem-solving abilities with a keen eye for detail
- You have a strong ability to interpret and critically analyze data and also effective communication and writing skills
- Additionally, you have the ability to work both independently and collaboratively in a team
- Furthermore, you are proficient in written and spoken English, German is a plus
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