Risk Analytics Expert

4 days ago


Łódź, Łódź Voivodeship, Czech Republic CommerzBank Full time
About Us

Commerzbank is a leading international commercial bank with a presence in almost 50 countries. We are undergoing a transformation to become a digital enterprise, and we need talented individuals to join us on this journey.

Job Description

We are seeking a highly skilled Business Specialist - Risk Analytics to join our team. The ideal candidate will have a strong analytical mindset and experience in risk management, with a focus on credit risk, operational risk, capital requirements, and stress-testing.

Main Responsibilities:
  • Develop, roll-out, and maintain group-wide models for credit risk, operational risk, capital requirements, and stress-testing.
  • Implement models in calculation kernels, including rating models, RWA-calculation, C-VaR, LGD-Service, OpRisk, and Stress.
  • Specify and implement rating tools and central risk applications used by Front-Ends in the credit process or online applications.
  • Calculate economic capital requirements, including Credit Portfolio Model, AMA for OpRisk, business-, and physical asset risk under stressed conditions.
  • Basis calculation for risk provisions, especially IFRS9 Stage Assignment and Lifetime-EL.
  • Operational stability of IT-applications and optimization of IT-platforms to minimize manual processes.
Requirements:
  • Master's degree in economics, econometrics, mathematics, or related fields with very good grades.
  • Strong SQL skills with experience in analyzing huge data sets.
  • Excellent analytical skills, proactive approach, and interest in banking regulations (CRR, EBA GLs, etc.).
  • English C1 level as our primary business language.
Nice to Have:
  • Experience with R/Python programming languages.
  • Experience with Agile/Scrum methodologies.
Benefits:
  • Sport subscription
  • Training budget
  • Private healthcare
  • Lunch card
  • International projects
  • E-learning platform (MindTools)
  • Free coffee
  • Bike parking
  • Shower
  • Modern office
  • No dress code

Note: The information provided is subject to change and may not be comprehensive. We reserve the right to modify or withdraw any aspect of this job description at any time.



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