Senior Specialist In Model Validation

Commerzbank - Centrum Technologii Cyfrowych w Polsce
Online interview
Employment contract
Remote possible
Paid vacation

Project description

As a Senior Specialist you will have an opportunity to work with a broad spectrum of sophisticated risk models developed at one of Europe’s largest banks.

Your 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.

Telework or open space office environment in Łódź.

In the current situation we are not travelling.

Who we're looking for?

  • 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.

SQL or R
Additional monitor
Personal container
Operating system
Work environment
Tech supervisor
Open space
Flexible working hours
7 - 19
Office hours
  • Healthcare package
  • Healthcare package for families
Leisure package
  • Leisure package
  • Leisure package for families
  • Financial bonus
  • Cold beverages
  • Hot beverages
  • Lunches
  • Conferences
  • Trainings
  • Car parking
  • Bicycle parking
Relocation package
  • Language courses
  • Visa Services
  • Shower
  • Chill room
  • Integration events

Our company

Commerzbank - Centrum Technologii Cyfrowych w Polsce

Łódź >350
Tech skills
  • Java
  • C++
  • .NET
  • HTML
  • JavaScript
  • Python
  • Perl
  • C#
  • Spring
  • Hibernate

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