Senior Model Validation Specialist

2 weeks ago

Łódź Wrocław, Czech Republic CommerzBank Full time

Which technology & skills are important for us? 

  • 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 ( preferably in banking sector),
  • Good knowledge of R, SQL with experience in analysis of huge data sets,
  • Experience in writing high quality validation reports and other documentation,
  • Strong analytical skills and attention to details,
  • Proactively driving projects and tasks to deliver results,
  • English C1 level

Description of the cluster:

Model Validation I Department – a part of Group MRM & Validation division consisting of teams located in Frankfurt headquarters of Commerzbank and in Poland – is responsible for validation of models in the following areas: credit (PD, LGD, EAD, IFRS 9, CVaR, stress) and operational risk. A successful candidate will have an opportunity to work with a broad spectrum of sophisticated risk models developed at one of Europe's largest banks.

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.

,[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.] Requirements: IFRS, R, SQL, Analytical skills Additionally: Sport subscription, Training budget, Private healthcare, Lunch card, International projects, E-learning platform (mindtools), Free coffee, Bike parking, Shower, Modern office, No dress code.

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