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Liquidity quantitative analyst (f/m/d) (frankfurt am main, de)

Frankfurt am Main
Deutsche Börse
Quantitative Analyst
Inserat online seit: Veröffentlicht vor 7 Std.
Beschreibung

Your area of work

The Market & Liquidity Analytics unit plays a central role in enabling Eurex’s senior, sales management and business units to navigate complex market environments and commercial priorities. We deliver high-impact business intelligence across asset classes, providing transparency on business performance, market developments, and liquidity dynamics. With deep business expertise and a strong data foundation, we own key data domains and drive cross-functional intelligence efforts.
Through our work, we identify growth opportunities, monitor revenue trends, and contribute to enterprise-wide data initiatives.
As a Quantitative Analyst, with a special focus on Exchange Traded Derivatives Liquidity analytics, you will develop and refine liquidity analytics in futures and options by using various data methodologies to monitor market quality, assess quoting behavior, and support initiatives that enhance transparency and liquidity across our global derivatives markets.


Your responsibilities

* Build and maintain Python-based analytical models to assess liquidity, market depth and market maker performance metrics across derivatives products. Develop Business Intelligence dashboards to present findings and disseminate key performance indicators to the wider organization
* Produce research on developments and observations in the areas of order book liquidity, market maker behavior and other derivatives trading metrics
* Core competency center for market maker performance measurement, understanding business logic, parametrization and supporting new product or program launches across Eurex
* Support the broader functions of the Market & Liquidity Analytics team through dedication and engagement with the team’s activities and responsibilities



Your profile

* You have successfully completed your bachelor’s or master’s degree in Finance, Economics, Data Science, Statistics, or a related quantitative field
* You have two years of relevant work experience in related fields
* You have also a solid understanding of derivatives markets, with special focus on liquidity and market structure in exchange traded derivatives (futures and options)
* You bring experience in working closely with cross‑functional teams and presenting complex topics to senior stakeholders
* You bring excellent communication and interpersonal skills, with the ability to translate complex data into actionable insights
* You are proficient in SQL, Python and Business Intelligence tools demonstratable in work experience and have gained knowledge and experience in Databricks, R, Spark a plus

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