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Senior Model Validation Specialist - Credit Risk (m / f / diverse)

CommerzbankŁódź, Poland

9 days ago

Job description

Senior Model Validation Specialist - Credit Risk (m / f / diverse) Join our team as a Senior Model Validation Specialist !

Your tasks

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 performingplete validations according to the validation concept and supervising junior validators.
Preparation of validation and management reports,
Presentation of validation results to the Validationmittee,
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.

Your profile

Which technology & skills are important for us?

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 ( preferably in banking sector),

Good knowledge of R, SQL with experience in analysis of huge data sets,

Experience in writing high quality validation reports and other documentation,

Strong analytical skills and attention to details,

Proactively driving projects and tasks to deliver results,

English C1 level

How?

Remotely or hybrid in Łódź or / and Wrocław

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Thepany

What we offer?

Medical care packages in Enel-med,

Additional Generali insurance,

Multisport Plus Card,

Sodexo Lunch Pass card,

Co-financing of glasses or contact lenses,

PPE- Employee pension scheme, in which the employer's contribution is of the monthly salary,

Special offer at mBank formerzbank employees,

Special offers within mBank group (including free access to Legimi ebooks, special offer in Orange, discounts in chosen car salons),

Access to the Speexx e-learning language platform,

Access to O'Reilly and Clix (Linkedin Learning) e-learning platform,

External trainings,

Interest groups and integration events,

Relocation packages inside and outside Poland,

Psychological support program for employee and family, additionally financial and legal consultations (chat, phone, 24 / 7),

Additional holiday days after each year worked atmerzbank (maximum 5 additional days),

Equivalent for electricity and internet while working for home,

Flexible working time,

Masterbenefit - car subscription,

Travel allowance of 150 pln for each arrival for the first year of work inmerzbank for employees who are living outside of Łódzkie and their previous employer was located outside of Łódzkie.

Annual bonus, which amount depends of the results of the bank.

Below you can find more information aboutmerzbank and cluster :

is a leading internationalmercial bank with branches and offices in almost 50 countries. The world is changing, bing 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 ofmerzbank 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.

Contact

merzbank Aktiengesellschaft Spółka Akcyjna oddział w Polsce

Ul. Wersalska 6

91-203 Łódź

Your application process

Please add the following clause to your application :

1. I consent to the processing of personal data contained in this document bymerzbank 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. Job ID 56940

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Senior Risk Specialist • Łódź, Poland