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Model validation specialist

Frankfurt am Main
Deutsche Börse
Model
Inserat online seit: 30 Januar
Beschreibung

This position is limited until

Your area of work

Clearstream, part of the Deutsche Börse Group, is a leading global provider of post-trade services, offering settlement, custody, and collateral management solutions. Our expertise ensures stability, efficiency, and transparency in financial markets worldwide.

The Model Validation Team plays a critical role in safeguarding the robustness, accuracy, and regulatory compliance of the risk models used across Clearstream. As a full-time Model Validation Specialist, you will contribute directly to the integrity of our risk framework and help ensure that our models meet high quantitative and regulatory standards.

Your responsibilities

As a Model Validation Specialist, you will:

* Independently validate risk models used for operational, credit, market, and liquidity risk management
* Conduct advanced statistical analyses, benchmarking, and backtesting to assess model performance
* Review and challenge model assumptions, methodologies, conceptual soundness, and implementation
* Design and execute stress-testing and scenario analysis to assess model behavior under extreme conditions
* Propose enhancements to improve model robustness, accuracy, and regulatory compliance
* Collaborate closely with model developers, risk managers, and stakeholders across the organization
* Draft comprehensive validation reports aligned with internal standards and regulatory frameworks (e.g., CSDR, MaRisk, ECB guidelines)
* Support internal and external audit processes and regulatory inquiries

Your Profile

We are looking for an analytical and proactive professional with the following qualifications:

* Master's degree in a quantitative field such as Finance, Mathematics, Statistics, Physics, Computer Science, Economics, or related discipline
* Minimum of 2–3 years of relevant professional experience
* Strong programming skills in Python; experience with libraries such as NumPy, pandas, SciPy, or scikit-learn is a plus
* Solid understanding of statistical analysis, probability theory, time series analysis, predictive modeling, and machine learning methods
* Knowledge of financial products (e.g., fixed income, derivatives) and risk management concepts
* Experience with model development, validation, or quantitative risk analysis is a strong advantage
* Excellent quantitative problem-solving abilities and a rigorous, detail-oriented working style
* Ability to interpret, explain, and critically assess complex data and models
* Strong communication skills, with the ability to articulate complex quantitative concepts to diverse stakeholders
* Ability to manage multiple tasks, work independently, and collaborate effectively within a team environment
* Proactive mindset with a willingness to challenge assumptions and propose improvements
* Former management experience is an advantage
* Fluent in English (spoken and written); German language skills are an advantage

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