Junior/Mid Specialist in Model Validation

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

Project description

You will be work in team which is responsible for validation of models in the following areas: credit (PD, LDG, EAD, IFRS 9, CVaR, stress), operational, market, liquidity, and counterparty risk.

Remote work (until the pandemic situation is clarified).

Your tasks

  • Performing single validation tasks under supervision
  • Preparation of validation and management reports under supervision
  • Performing ad hoc analyses regarding model performance under supervision Alternative Tasks and/or (depending on demand)
  • Development of reusable codes (packages, libraries) for use across various validations (IT infrastructure)
  • Filling in various reporting forms and templates

Who we're looking for?

  • Degree in Economics / Finance / Econometrics / Mathematics / Computer Science or a comparable subject 
  • Fluent written and spoken English (C1 level)
  • Acquired some practical work experience, e.g. during internships 
  • Analytical thinking as well as motivated and structured working style 
  • Ability to work independently and with a high degree of self- responsibility 
  • Distinctive problem solving and analytical skills 
  • Programming skills, preferable R, Matlab,
  • Knowledge of R statistical computing environment would be an advantage 
  • Knowledge of SQL would be an advantage
  • Familiarity with the basics of risk management would be an advantage

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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