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Open nowPosted 5 hours agoWe saw it 55 min after it went up

Specialist in Risk Model Validation

Commerzbank AG – Poland35 open roles

Where
Łódź, Poland, Remote
Work mode
Remote
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Your applicationOpen nowSpecialist in Risk Model ValidationCommerzbank AG – Poland · Łódź, Poland, Remote

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The clock on this job

Early applications get read.

13.7% of postings close within 7 days. Measured by our own scanner across the market. Commerzbank AG – Poland postings stay open a median of 32 days.

Share of postings closed within
  1. 2.3%1 day
  2. 4.8%3 days
  3. 13.7%7 days
  4. 22.1%14 days
  5. 37.6%30 days
  6. 59.1%60 days
This job: posted 5 hours ago

Commerzbank AG – Poland median: 32 days open

The posting

📢 Join our team as a Specialist in Risk Model Validation! 📢

Do you have experience with mathematical or statistical models and an interest in financial risk management? Would you like to further develop your quantitative skills while working with sophisticated risk models used by one of Europe’s largest banks? If so, join our Risk Model Validation team!

As a Specialist in Risk Model Validation, you will take part in the independent validation of models related to market and counterparty credit risk. You will combine quantitative analysis, programming and financial knowledge while working alongside experienced risk experts in an international environment. This is a great opportunity to deepen your expertise in risk modelling and learn more about complex models and financial products used in banking.

Together with your team you will be doing 👇

• Performing quantitative risk model validation tasks • Analyzing model assumptions, methodology, performance and results • Supporting the development of challenger models used to independently assess existing risk models • Preparing high-quality validation documentation and management reports • Supporting the preparation and presentation of validation results • Developing and maintaining analytical tools and solutions in R, Python and SQL supporting the validation process.

Which technology & skills are important for us? 👌

• Experience or a academic background in mathematical, statistical or econometric modelling • Knowledge of statistics, quantitative methods and data analysis • Knowledge of R and/or Python, or another programming language used for statistical or data science purposes • Understanding of financial markets, financial products or risk management would be an advantage • Knowledge of products such as options, swaps, futures, forwards or repos would be an advantage • Basic knowledge of LaTeX and MS Office • Strong analytical skills and attention to detail • Critical thinking and willingness to challenge existing approaches • Ability to work independently while collaborating effectively within a team • Very good communication skills in English (B2)

How? 📌 Hybrid in Łódź or Wrocław

Below you can find more information about Commerzbank and cluster 👇

Commerzbank is a leading international commercial bank with branches and offices in almost 50 countries. The world is changing, becoming digital, and so we are. 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. We work in inter-locational and international teamwork in agile methodologies.

Description of the cluster:

The Risk Model Validation division is part of the GRM-ERM executive area and consists of teams located in Commerzbank’s Frankfurt headquarters as well as in Poland, including Łódź and Wrocław.

The division is responsible for the independent validation of a broad spectrum of sophisticated risk models covering areas such as credit risk, operational risk, market risk, instrument pricing, liquidity risk and counterparty risk. This includes models related to PD, LGD, EAD, IFRS 9, CVaR and stress testing.

Within the Market, Counterparty & Liquidity Risk Models area, you will have the opportunity to develop your quantitative expertise by working with complex models used to measure and manage market and counterparty credit risks. The role combines financial risk, quantitative modelling, data analysis and programming in an international banking environment.

What we offer? 🥳

Of course, we offer Development Plans for employees, Life insurance, flexible working hours, integration events and much more 😎

Important! Please add the clause to your CV. 📑 You can find it on the end of the advert.

🚩 Please add the following clause to your application:

  1. I consent to the processing of personal data contained in this document by Commerzbank Aktiengesellschaft with its registered office in Kaiserstrasse 16, 60311 Frankfurt am Main, Germany, 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. I have the right to withdraw this consent at any time. The withdrawal of consent shall not affect the lawfulness of processing based on consent before its withdrawal.
  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 my personal data and about the right to correct, rectify and delete it.
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