Financial Risk Officer (f/m/d) v Praha – Karlín, Česko - Jobeax
Popis nabídky
Financial Risk Officer (f/m/d) v Praha – Karlín, Česko
Deutsche Börse Group
Na dálkuPráce odkudkoli
HybridníKombinace kanceláře a práce na dálku
€690 EUR
Czech Republic
Financial Risk Officer (f/m/d) v Praha – Karlín, Česko is listed on Jobeax. Browse 80,000+ vacancies available.
Job offer
Your area of work:
Clearstream Risk Management is responsible for the assessment, quantification and reporting of financial and operational risks of the Clearstream group. In your new role you will functionally be part of the Financial Risk team. The unit inter alia assumes responsibility for design, maintenance and progression of all quantitative models used to determine economic capital requirements for financial risks and monitors liquidity risk.
Your responsibilities:
Challenge, maintain, and enhance the risk methodology for existing 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.
Design and implement new models for financial risk drivers due to the continuous product and service extensions of Clearstream entities in a sandbox environment using Python as language of choice.
Your IT affinity is required for supportive advisory and testing activities during the final productive IT implementation carried out by a dedicated IT developer team.
By your understanding of working in the risk department of a key player in the financial sector and of Deutsche Börse Group’s specific role as a critical but trusted market infrastructure provider, you always consider the relevant regulatory aspects to confirm this status and expectation by both market participants and supervisory bodies.
You like to work in a structured and science-based way, where written documentation of analyses, modeling approaches and efficient program code is a key tool to collect arguments for methodologic correctness and shows your attention to detail. You fully understand your models with both its advantages and limitations, which enables you to explain related complexities in a concise way to decision-makers and persuade at all levels of sophistication.
Although a level of self-responsibility is required and you read a lot about “your” tasks in the paragraphs above, it is time to emphasize that you will work in a team and we will work together. We aim for an open-minded, critical thinking and communicative working environment in which inclusion, idea sharing, and mutual support are necessary to master the ever-growing challenges. Following this way enables all of us to grow further.
Your profile:
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
You can look forward to our benefit package:
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 .. and way more!
Our client has a background in B2B Services / Solution Services (Non-IT firm) in TV/Film/Media/Advertising which covers 6 Ctry's within the EU region, with Prague being the HQ. Our client is backed by strong and stable investors who have supported its expansion through acquisitions.
Czech Republic
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