Senior Risk Model Validation Specialist
Quick Summary
📢 Join our team as a Senior Specialist in Risk Model Validation!
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 readLocation & Eligibility
About this job
- Who can apply
- Poland
- Posted
- Today
Listing Details
- First seen
- November 9, 2026
- Last seen
- November 9, 2026
Posting Health
- Days active
- 0
- Repost count
- 0
- Trust Level
- 58%
- Scored at
- November 9, 2026
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