{"id":2795666,"url":"https://alion.io/job/deutsche-boerse-intern-clearstream-model-validation-fmd","title":"Intern - Clearstream Model Validation (f/m/d)","company":{"id":51824,"name":"Deutsche Börse","domain":"deutsche-boerse.com","url":"https://alion.io/company/deutsche-boerse","size_band":"1001-5000","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"SuccessFactors","truth_index":{"grade":"B","score":81,"open_postings":4,"ghost_share":0,"stale_share":0.75,"repost_share":0,"time_to_fill_p50_days":22,"computed_at":"2026-10-17T05:46:00Z"}},"role":"Early Careers","role_family":"Early Careers","seniority":"intern","employment_type":"internship","work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Luxembourg City, Luxembourg"],"countries":["LU"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":{"min_usd":35000,"max_usd":69000,"period":"year","method":"global_role_cell_scaled_by_country","sample_n":710},"experience_years_min":null,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"Python","optional":false},{"name":"Time Series Forecasting","optional":false}],"status":"live","first_seen_at":"2026-10-16T00:00:00Z","employer_posted_date":"2026-10-16","last_verified_at":"2026-10-18T11:15:15Z","board_verified":true,"closed_at":null,"days_open":2,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":2},"description":"Your area of work:\nClearstream, 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.\nThe 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.\nYour responsibilities:\nAssist in validating risk models used for operational risk, credit risk, market risk, and liquidity risk management.\nHelp perform statistical analyses and backtesting to assess model performance.\nAssist reviewing model assumptions, methodologies, and limitations.\nHelp develop and run stress-testing frameworks to evaluate model robustness under extreme scenarios.\nResearch innovative approaches to enhance model accuracy and validation processes.\nSupport the team with document findings and prepare validation reports in alignment with regulatory requirements (e.g., CSDR, MaRisk).\nYour profile:\nYou must be enrolled in a Master’s degree in 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\nFamiliarity with statistical analysis, probability theory, predictive modeling, data science techniques, time series analysis, clustering, etc.\nBasic understanding of financial products (e.g., fixed income) and risk management concepts.\nExcellent problem-solving abilities with a keen eye for details.\nStrong ability to interpret and critically analyze data.\nEffective communication and writing skills.\nAbility to work both independently and collaboratively in a team.\nFluent in English (spoken and written).\nStrong programming skills in Python.\nWe strongly recommend the upload of university grade reports/transcripts, certificates and reference 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