Build the future of financial markets. Build yours.
Ready to make a real impact in the financial industry? At Deutsche Börse Group, we'll empower you to grow your career in a supportive and inclusive environment. With our unique business model, driven by 15,000 colleagues around the globe, we actively shape the future of financial markets. Join our One Global Team!
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Want to learn more?
Who we are
Deutsche Börse Group is one of the world's leading exchange organisations and an innovative market infrastructure provider. With our products and services, we ensure that capital markets are fair, transparent, reliable, and stable. Together, we develop state-of-the-art IT solutions and offer our IT systems all over the world.
Within the Deutsche Börse Group, Clearstream is an international central securities depository (ICSD). It provides post-trade infrastructure and securities services for the international market and 59 domestic markets worldwide, with customers in 110 countries.
Luxembourg
Your career at Deutsche Börse Group
Your area of work:
The Model Validation Team plays a critical role in ensuring the robustness, accuracy, and compliance of the risk models used at Clearstream. This is your chance to gain hands-on experience in a high-stakes environment, working with professionals who validate cutting-edge financial models.
Your responsibilities:
• Assist in validating risk models used for operational risk, credit risk, market risk, and liquidity risk management.
• Perform statistical analyses and backtesting to assess model performance.
• Review model assumptions, methodologies, and limitations.
• Develop and run stress-testing frameworks to evaluate model robustness under extreme scenarios.
• Research innovative approaches to enhance model accuracy and validation processes.
• Document findings and prepare validation reports in alignment with regulatory requirements (e.g., CSDR, MaRisk).
Your profile:
• Currently pursuing a Master's/PhD in a quantitative field such as Finance, Mathematics, Statistics, Computer Science, Economics, or related disciplines and can provide an internship agreement OR have graduated with a Bachelor's degree or similar for no more than 6 months
• Strong programming skills in Python, R, or a similar language.
• Familiarity with statistical analysis, probability theory, predictive modeling, data science techniques, time series analysis, clustering, etc.
• Basic understanding of financial products (e.g., fixed income) and risk management concepts.
• Excellent problem-solving abilities with a keen eye for detail.
• Strong ability to interpret and critically analyze data.
• Effective communication and writing skills.
• Ability to work both independently and collaboratively in a team.
• Fluent in English (spoken and written); German is a plus.
Ready to make a real impact in the financial industry? At Deutsche Börse Group, we'll empower you to grow your career in a supportive and inclusive environment. With our unique business model, driven by 15,000 colleagues around the globe, we actively shape the future of financial markets. Join our One Global Team!
target="_blank" >
Want to learn more?
Who we are
Deutsche Börse Group is one of the world's leading exchange organisations and an innovative market infrastructure provider. With our products and services, we ensure that capital markets are fair, transparent, reliable, and stable. Together, we develop state-of-the-art IT solutions and offer our IT systems all over the world.
Within the Deutsche Börse Group, Clearstream is an international central securities depository (ICSD). It provides post-trade infrastructure and securities services for the international market and 59 domestic markets worldwide, with customers in 110 countries.
Luxembourg
Your career at Deutsche Börse Group
Your area of work:
The Model Validation Team plays a critical role in ensuring the robustness, accuracy, and compliance of the risk models used at Clearstream. This is your chance to gain hands-on experience in a high-stakes environment, working with professionals who validate cutting-edge financial models.
Your responsibilities:
• Assist in validating risk models used for operational risk, credit risk, market risk, and liquidity risk management.
• Perform statistical analyses and backtesting to assess model performance.
• Review model assumptions, methodologies, and limitations.
• Develop and run stress-testing frameworks to evaluate model robustness under extreme scenarios.
• Research innovative approaches to enhance model accuracy and validation processes.
• Document findings and prepare validation reports in alignment with regulatory requirements (e.g., CSDR, MaRisk).
Your profile:
• Currently pursuing a Master's/PhD in a quantitative field such as Finance, Mathematics, Statistics, Computer Science, Economics, or related disciplines and can provide an internship agreement OR have graduated with a Bachelor's degree or similar for no more than 6 months
• Strong programming skills in Python, R, or a similar language.
• Familiarity with statistical analysis, probability theory, predictive modeling, data science techniques, time series analysis, clustering, etc.
• Basic understanding of financial products (e.g., fixed income) and risk management concepts.
• Excellent problem-solving abilities with a keen eye for detail.
• Strong ability to interpret and critically analyze data.
• Effective communication and writing skills.
• Ability to work both independently and collaboratively in a team.
• Fluent in English (spoken and written); German is a plus.
