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Commerzbank – Digital Technology Centre in Poland
Commerzbank – Digital Technology Centre in Poland
location iconLocations: Łódź
level iconLevel: specialist
time iconWorking hours: Full time
Senior 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 have an opportunity to work with a broad spectrum of sophisticated risk models developed at one of Europe’s largest banks.

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

  • Independently performing complete validations according to the validation concept and supervising junior validators,
  • Preparation of validation and management reports,
  • Presentation of validation results to the Validation Committee,
  • Presentation of validation approach and results to internal and external auditors,
  • Contribution to further development of risk model validation methods and approaches with regard to content as well as for implementation of new regulatory required standards, corresponding adjustments to validation concepts,
  • Contribution to consultation of new regulatory requirements.
  • A team of 20+ quantitative analysts is looking for someone like you to join!

Expectations

  • High knowledge of statistical / mathematical methods applied in the area of credit risk models (PD, LGD, EAD, IFRS 9, CVaR, stress) supported by extensive experience in this area
  • Very good knowledge of R, SQL with experience in analysis of huge data sets,
  • Fluent written and spoken English (C1 level),
  • Experience in writing high quality validation reports and other documentation,
  • Writing high quality validation codes with SAS (migration to R).
  • Strong analytical skills and attention to details,
  • Proactively driving projects and tasks to deliver results.

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, Engineering
  • iconEnglish
  • iconŁódź, łódzkie

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