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Commerzbank – Digital Technology Centre in Poland
Commerzbank – Digital Technology Centre in Poland
location iconLocations: Łódź
level iconLevel: specialist
Junior/Mid specialist in model validation

About work in our team

Commerzbank is a leading international commercial bank with branches and offices in almost 50 countries.

The world is changing, becoming digital, and so are we. We are leaving the traditional bank behind us and are choosing to move forward as a digital enterprise. This is exactly why we need talented people who will join us on this journey.

You will be work in team which is responsible for validation of models in the following areas: credit (PD, LDG, EAD, IFRS 9, CVaR, stress), operational, market, liquidity, and counterparty risk.

Online
recruitment

Benefits

Friendly
and multicultural
environment
Professional
trainings
English
and German
courses
26 days of holiday
from the very
beginning
Medical
and health insurance
Multisport
Employee
Pension
Scheme
Lunch card
 

Main tasks

  • Performing single validation tasks under supervision
  • Preparation of validation and management reports under supervision
  • Performing ad hoc analyses regarding model performance under supervision

Alternative Tasks and/or (depending on demand)

  • Development of reusable codes (packages, libraries) for use across various validations (IT infrastructure)
  • Filling in various reporting forms and templates

Expectations

  • Degree in Economics / Finance / Econometrics / Mathematics / Computer Science or a comparable subject
  • Fluent written and spoken English (C1 level)
  • Acquired some practical work experience, e.g. during internships
  • Analytical thinking as well as motivated and structured working style
  • Ability to work independently and with a high degree of self- responsibility
  • Distinctive problem solving and analytical skills
  • Programming skills, preferable R, Matlab,
  • Knowledge of R statistical computing environment would be an advantage
  • Knowledge of SQL would be an advantage
  • Familiarity with the basics of risk management would be an advantage

Please add the following disclaimer to your application:

1. I consent to the processing of personal data contained in this document by Commerzbank AG with its registered office in Frankfurt am Main, Germany, 60261 Kaiserplatz, operating through the Branch in Poland with its registered office in Łódź, 91-203 Łódź, ul. Wersalska 6, KRS 0000631053, for the implementation of the current recruitment process and for the future recruitment for a period of 6 months, in accordance with the Regulation of the European Parliament and of the Council (EU) 2016/679 of 27 April 2016 on the protection of individuals with regard to the processing of personal data the free flow of such data and the repeal of Directive 95/46 / EC (RODO) and in accordance with the Act of 10 May 2018 on the protection of personal data (Journal of Laws of 2018, item 1000). I provided my personal data voluntarily and I declare that they are truthful.
2. I have read the content of the information clause, including information about the purpose and methods of processing personal data and the right to access to my personal data and about the right to correct, rectify and delete it.

Details

  • iconIT
  • iconEnglish
  • iconŁódź, łódzkie

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