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Eurex Clearing AG is one of the leading central counterparties (CCPs) globally, assuring the safety and integrity of markets while providing innovation in risk management, clearing technology, and client asset protection. The clearing house provides fully automated post-trade services for derivatives, equities, bonds and secured funding & financing as well as industry-leading risk management technologies. 

Your area of work

Eurex Clearing’s Models & Analytics section is responsible for developing and maintaining its state-of-the-art risk methodologies, comprising models for market risk and product valuation amongst others. Within the section, the Risk Methodology ETD team focusses on risk methodology for exchange traded products such as futures and options. This collaborative team is responsible for the development of valuation and risk measurement methodologies as well as the on-going maintenance of models relating to existing exchange traded derivatives and the integration of new products into the risk framework. As a Working Student in Risk Methodology you will support and contribute to the design, development, calibration, maintenance and documentation of valuation and risk methodologies. You will be actively taking part in our processes, with a focus on exchange traded products.

Your responsibilities:

• You will perform quantitative statistical analyses of model behaviour in the context of market events or specific portfolio constellations. This may include developing tools to supervise and calibrate valuation and risk models, or monitor Profit-and-Loss and Value-at-Risk figures
• You will assist the design and maintenance of valuation and risk models as well as support the introduction of new products on the exchange
• Furthermore, you will be involved in designing, implementing and documenting the internal Python prototype
• You will support project planning activities (tasks, work estimates, timelines, and resources)

Your profile:

• You are enrolled during the entire period of activity at a state-recognized university as a regular student and have completed a minimum of 4 semesters in a quantitative discipline (Econometrics, Mathematics, Physics, Financial Engineering, Computer Science or any other comparable degree with risk management focus including empirical, quantitative analysis and methods)
• Strong interest in capital markets and basic knowledge of derivatives valuation and risk management coupled with strong quantitative and analytical skills
• You are able to work flexibly both in a team environment as well as independently. You are creative and can take on responsibility
• Experience in programming & scripting (Python), databases (SQL) and code sharing practices (git). Exposure to compiled languages (e.g. C++, Java) and OOP would be an asset
• You are fluent in written and spoken English and can explain and present complex quantitative topics to different stakeholders

Start date: 15/10/2025