Junior/Mid Specialist in Model Validation

Commerzbank - Centrum Technologii Cyfrowych w Polsce
Mid
Online interview
Employment contract
Łódź
Paid vacation
26

Project description

You will be work in team which is responsible for validation of models in the following areas: credit (PD, LDG, EAD, IFRS 9, CVaR, stress), operational, market, liquidity, and counterparty risk.


Remote work (until the pandemic situation is clarified).

Your tasks

  • Performing single validation tasks under supervision
  • Preparation of validation and management reports under supervision
  • Performing ad hoc analyses regarding model performance under supervision Alternative Tasks and/or (depending on demand)
  • Development of reusable codes (packages, libraries) for use across various validations (IT infrastructure)
  • Filling in various reporting forms and templates

Who we're looking for?

  • Degree in Economics / Finance / Econometrics / Mathematics / Computer Science or a comparable subject 
  • Fluent written and spoken English (C1 level)
  • Acquired some practical work experience, e.g. during internships 
  • Analytical thinking as well as motivated and structured working style 
  • Ability to work independently and with a high degree of self- responsibility 
  • Distinctive problem solving and analytical skills 
  • Programming skills, preferable R, Matlab,
  • Knowledge of R statistical computing environment would be an advantage 
  • Knowledge of SQL would be an advantage
  • Familiarity with the basics of risk management would be an advantage

Toolset
Laptop
PC
Additional monitor
Headphones
Personal container
Phone
Operating system
Work environment
Tech supervisor
Open space
Flexible working hours
7 - 19
Office hours
Healthcare
  • Healthcare package
  • Healthcare package for families
Leisure package
  • Leisure package
  • Leisure package for families
Bonuses
  • Financial bonus
Kitchen
  • Cold beverages
  • Hot beverages
  • Lunches
Traning
  • Conferences
  • Trainings
Parking
  • Car parking
  • Bicycle parking
Relocation
  • Language courses
  • Visa Services
Other
  • Shower
  • Chill room
  • Integration events

Our company

Commerzbank - Centrum Technologii Cyfrowych w Polsce

Łódź >350
Tech skills
  • Java
  • C++
  • .NET

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