Intern - Model Validation Team (f/m/d)

Praktikum - 4 bis 6 Monate

Luxembourg

Veröffentlicht am 25. Januar 2025

  • Vertragsart

    Praktikum - 4 bis 6 Monate

  • Ort

    Luxembourg

  • Startdatum

    Ab sofort / nach Vereinbarung

  • Studienniveau

    Bachelor-Niveau oder äquivalent

  • Homeoffice/Telearbeit

    Nicht angegeben

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Learn. Develop. Grow. But always: Share value

Join our international team that drives positive change, united by a spirit of openness and curiosity. We empower you to have an impact and to grow - personally and professionally. With us, you work at the heart of financial systems and evolve the way markets operate. We're excited about the future because we are the ones shaping it. Let's do this together by sharing value!

Who we are

Tracing its origins to 1585, Deutsche Börse Group has become one of the world's leading exchange organisations and an innovative market infrastructure provider. In this role, we provide investors, financial institutions and companies access to global capital markets. What's your part in all this? With your commitment you contribute to the success of our unique business model: offering a wide range of products, services and technologies for security, transparency and integrity on the markets. By creating trust in the markets of today and tomorrow we foster growth and contribute to the prosperity of future generations.

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.

Bewerbungsfrist

Solange das Stellenangebot online ist

Funktion

Statistik, Daten & Angewandte Mathematik

Weitere Informationen über das Unternehmen

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Clearstream Luxembourg (Deutsche Börse Group)

Post-trade services provider owned by Deutsche Börse AG