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Model validation specialist (f/m/d)

Frankfurt am Main
Clearstream Europe AG
Model
Inserat online seit: 31 Januar
Beschreibung

This position is limited until 28.02.2027.

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:

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

Your Profile

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

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

Why Deutsche Börse Group?

We are committed to providing a work environment where everyone feels welcome and can reach their full potential. Our standards go far beyond simply matching candidates with the right position.

Mobility

We enable you to move freely with our job tickets, job (e-)bikes and free parking opportunities.

Work environment

Collaboration, communication, or deep focus – in our modern office buildings you will find the perfect work environment. Free drinks and food and meal allowances included.

Health and wellbeing

We care for your health and wellbeing and besides various health promotion measures we offer you a group accident insurance and additional insurance offers at discounted rates.

Financial stability

We provide financial stability by offering attractive salaries, company pension schemes, participation in our Group Share Plan, as well as bonuses, subsidies and discounts.

Hybrid work

Collaborate and exchange on-site or work remotely several days a week in line with business needs and local regulations. Our hybrid working model combines the best of both worlds.

Flexible working hours

We want your job to fit your life situation and offer flexible working time models, childcare allowance, or the possibility to study alongside your job.

Internationality

Our market infrastructures are globally connected. Working with us means collaborating with like-minded colleagues across over 60 locations from more than 100 nations.

Development

We promote individual development by offering internal development programmes, mentoring, further education and training budgets.

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