Senior Model Validation Specialist - Credit Risk

Join our team as a Senior Model Validation Specialist !

What you will be doing?

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.

• 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.

Which technology & skills are important for us?

How?

Remotely or hybrid in Łódź or / and Wrocław

What we offer?

Below you can find more information about Commerzbank and cluster :

Commerzbank  is a leading international commercial bank with branches and offices in almost 50 countries. The world is changing, becoming digital, and so we are. 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. We work in inter-locational and international teamwork in agile methodologies.

Description of the cluster :

Model Validation department – a part of GRM CRIS division consisting of teams located in Frankfurt headquarters of Commerzbank and in Poland as well as in London – is responsible for validation of models in the following areas : credit (PD, LDG, EAD, IFRS 9, CVaR, stress), operational, market, instrument pricing, liquidity, and counterparty risks.