Praca Model Validation Specialist (Counterparty Credit Risk), Łódź, Wrocław, Remote

Model Validation Specialist (Counterparty Credit Risk)

Model Validation Specialist (Counterparty Credit Risk)

Łódź, Wrocław, Remote

Commerzbank is a leading international commercial bank with branches and offices in almost 50 countries.

The world is changing, becoming digital, and so are we. 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.

Join our team as a Model Validation Specialist (Counterparty Credit Risk)

A successful candidate will have an opportunity to work with a broad spectrum of sophisticated risk models and instrument pricing models developed at one of Europe’s largest banks.

Look, this is part of our benefits!

Ogrodowa Office, Wersalska Office
Remote work possible
Flexible working hours
Language courses
Referral Program
Extra holiday
NO dresscode
SODEXO, Lunch Pass
Skills @Work development program
E-learning platforms: O'Reilly, libraries, tutorials
Medical care package, Multisport Card

What you will be doing?

Performing validation tasks,
Preparation of validation and managements reports,
Presentation of validation results to the Validation Committee,
Presentation of validation approach and results to internal and external auditors,
Maintenance and development of analysis tool to support the validation process, in particular development and maintenance of software solutions (C, C++, C#, R, SQL, Python) supporting validation activities and development of challenger models.

Which technology & skills are important for us?

High knowledge of R and / or other programming languages (C, C++, C#) with experience in numerical analysis,
Experience in building mathematical or statistical/econometric models,
Good understanding of financial products (options, swaps, futures, forwards, repos, etc.).
Experience with front-office pricing systems and libraries (desired but not required).

Please add the following disclaimer to your application:

1. I consent to the processing of personal data contained in this document by Commerzbank Aktiengesellschaft with its registered office in Kaiserstrasse 16, 60311 Frankfurt am Main, Germany, operating through the Branch in Poland with its registered office in Łódź, 91-203 Łódź, ul. Wersalska 6, KRS 0000631053, for the implementation of the current recruitment process and for the future recruitment for a period of 6 months, in accordance with the Regulation of the European Parliament and of the Council (EU) 2016/679 of 27 April 2016 on the protection of individuals with regard to the processing of personal data the free flow of such data and the repeal of Directive 95/46 / EC (RODO) and in accordance with the Act of 10 May 2018 on the protection of personal data (Journal of Laws of 2018, item 1000). I provided my personal data voluntarily and I declare that they are truthful. I have the right to withdraw this consent at any time. The withdrawal of consent shall not affect the lawfulness of processing based on consent before its withdrawal.

2. I have read the content of the information clause, including information about the purpose and methods of processing personal data and the right to access my personal data and about the right to correct, rectify and delete it