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 Office
Beginner
SQL / VBA / PythonQlik Sense / Qlik View / Arcadia

 What you will be doing? 👇

  • Calculating, analyzing and reporting risk figures for regulatory, economic and accounting purposes
  • Implementing new requirements coming from business departments and regulators with regards to risk figures calculation and reporting
  • Performing EBA benchmarking exercise and Basel IV Quantitative Impact Study
  • Doing impact analysis, e.g. for checking possible strategic actions
  • Performing stress tests on risk figures, including impact analysis on RWA and loan loss provisions
  • Being involved in reporting chain (interface to finance department)
  • Ensuring data quality of inputs and outputs regarding risk figures calculation

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

Which technology & skills are important for us? 👌

  • Master or Bachelor degree in economics, finance & accounting, IT or related field
  • Several years of experience in credit risk controlling
  • Profound knowledge in regulatory requirements focusing on credit risk (e.g. CRR)
  • Strong willingness to troubleshoot and resolve application related issues
  • A good acquaintance of MS Office tools – Excel and Word
  • Basic knowledge of technical languages like SQL, VBA or Python and databases
  • English B2 level – it is our business language
  • German B1 or B2 level (it depends on role)

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.