Senior Risk Model Validation Specialist

Poland·Łódźsenior

QA & TestingValidation Specialist

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Overview

📢 Join our team as a Senior Specialist in Risk Model Validation!

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QA & TestingValidation Specialist

Responsibilities

~1 min read

• Independently performing comprehensive validation of sophisticated quantitative risk models

The Risk Model Validation division is part of the GRM-ERM executive area and consists of teams located in Commerzbank’s Frankfurt headquarters as well as in Poland, including Łódź and Wrocław.

The division is responsible for the independent validation of a broad spectrum of sophisticated risk models covering areas such as credit risk, operational risk, market risk, instrument pricing, liquidity risk and counterparty risk. This includes models related to PD, LGD, EAD, IFRS 9, CVaR and stress testing.

Within the Market, Counterparty & Liquidity Risk Models area, you will work with sophisticated quantitative models used to measure and manage market and counterparty credit risks. As a senior member of the validation function, you will have the opportunity to independently challenge methodologies and modelling approaches and contribute your expertise to maintaining high standards of model risk management within the bank.

What We Offer

~2 min read

✓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.

✓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.