Description of the Cluster:
Cluster Risk Models & Calculations is responsible for:

  • Development, roll-out and maintenance of group-wide models for credit risk, operational risk, capital requirements and stress-testing (incl. tight monitoring of model performance). We are model owner and 1st line of defence for model risk.
  • Implementation of models in calculation kernels (e.g. rating models, RWA-calculation, C-VaR, LGD-Service, OpRisk and Stress).
  • Specification and implementation of rating tools as well as other central risk applications – used mainly by own Front-Ends in the credit process or in online applications.
  • Calculation of the economic capital requirements (e.g. Credit Portfolio Model, AMA for OpRisk, business- and physical asset risk - incl. stressed conditions).
  • Basis calculation for risk provisions (especially IFRS9 Stage Assignment and Lifetime-EL) and centre of competency for Asset Backed Securities
  •  IT-solutions for recording, management and calculation of the operational risk, tools for and management of the internal control system.
  • Operational stability of the IT-Applications (e.g. wrt incidents or delays) but also optimization of IT-platform as well as minimization of manual processes.
  • Tailor-made risk analysis (e.g. scenarios, impact analysis, Ad-Hoc requests) in particular for the management of the current COVID-19 crisis. Professional response on customer requests.
  • Main contact for regulators, chartered accountant and internal auditors concerning model development and implementation.
  •  Implementation of important regulatory and strategic initiatives: e.g. implementation and fulfillment of new regulatory requirements for AIRB rating models, acceleration of rating calculation, enablement of digital credit journey, improvement of credit decision and streamlining of credit processes 

Very well
MS OfficeSQL
Beginner
SAS / R / Python

 What you will be doing? 👇

  • Maintenance & development of the risk applications (e.g. credit rating applications, operational risk tool, loss data collection database)
  • Working closely with software developers and application users
  • Conduct technical, business and data quality analyses
  • Independently responsible for data analysis
  • Ability to present complex technical information clearly and concisely
  • Analyzing risk management and regulatory requirements and implementing adjustments into the tool and processes
  • Solving problems (both business & model related, support technical fixes)
  • Managing documentation of business requirements, application guidelines and design goals
  • Working on processes improvements using agile methodologies
  • Leading meetings with stakeholders


Do not worry, you do not have to do everything on your own, we are building “the team”! 😉 

 We are looking for juniors, regulars and seniors! 

  • Master or Bachelor degree in economics, finance & accounting, econometrics, mathematics, or related field
  • Experience with SQL, good acquaintance of MS Office
  • Professional experience in the financial industry
  • Knowledge of risk management and banking regulations
  • English -– fluent
  • German B1 or B2 level (it depends on role)

Nice to have:

  • Have experience with SAS / R / Python
  • Would like to further learn German
  • Have already acquired some professional experience e.g. during internships

Do not worry, if you do not have experience in some of the points - we will provide trainings for you! 😉 

Packages and extras

  • Healthcare package
  • Healthcare package for families
  • Leisure package
  • Leisure package for families
  • Conferences
  • Trainings
  • Language courses
  • Financial bonus

Relocation package

  • Visa Services

Amenities

  • Car parking
  • Bicycle parking
  • Cold beverages
  • Hot beverages
  • Lunches
  • Shower
  • Chill room
  • Integration events

Commerzbank jest jednym z największych niemieckich banków. Posiada biura w ponad 50 krajach na całym świecie i zatrudnia blisko 50 tys. osób. Oferuje szeroką gamę usług finansowych zarówno dla klientów prywatnych jak i korporacyjnych.

W Centrum Technologii Cyfrowych w Polsce rozwijamy i wdrażamy projekty w dwóch kluczowych obszarach:

  • departament IT tworzy i zarządza aplikacjami pozwalającymi na pełną cyfryzację procesów biznesowych,
  • departament zarządzania ryzykiem odpowiada za prace analityczne i programistyczne w dziedzinie zaawansowanych metod zarządzania ryzykiem i kapitałem.

Jesteśmy laureatem konkursu "Solidny Pracodawca Roku 2019", w którym zostaliśmy wyróżnieni za prowadzenie polityki personalnej zgodnej z najlepszymi praktykami na polskim rynku pracy.