Senior Model Validation Specialist
4 tygodni temu
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?
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, Writing high quality validation codes with SAS (migration to R), Strong analytical skills and attention to details, Proactively driving projects and tasks to deliver results, English C1 levelDo not worry, if you do not have experience in some of the points - we will provide trainings for you
How?
Remotely or open space office environment in Łódź or/and Wrocław
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 I department – a part of GRM-VAL division consisting of teams located in Frankfurt headquarters of Commerzbank and in Poland – is responsible for validation of models in the following areas: credit (PD, LGD, EAD, IFRS 9, CVaR, stress) and operational risk. A successful candidate will have an opportunity to work with a broad spectrum of sophisticated risk models developed at one of Europe’s largest banks.
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 4.5% of the monthly salary, Special offer at mBank for Commerzbank 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 at Commerzbank (maximum 5 additional days), Compensation of up to 100% for sick pay (up to 33 days in a given calendar year), 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 in Commerzbank 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.-
Senior Model Validation Specialist
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Commerzbank AG Poland Pełny etatJoin our team as a Senior Model Validation SpecialistWhat you will be doing?A successful candidate will have the opportunity to work with a wide range of advanced 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...
-
Internal Audit Manager, Model Risk
1 miesiąc temu
Łódź, Polska Nordea Bank Pełny etatJob ID: 21135 #GIA #modelrisk #modelvalidation #internalaudit Would you like to learn and grow as you build your career with us? We are now looking for a new colleague, who will join the GIA Model Risk team as an Internal Audit Manager. At Nordea, we’re committed to being a partner our customers and society can count on. Compliance and...
-
senior IT specialist
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Randstad Polska Sp. z o.o. Pełny etatsenior IT specialist Łódź, Łódź Voivodeship senior IT specialist Łódź Łódź, Łódzkie, Polska Dla naszego Klienta- firmy z branży retail, która jest na etapie wchodzenia na polski rynek- poszukujemy aktualnie kandydata na stanowisko senior IT specialist.Jeżeli nie boisz się wyzwań i czujesz się gotowy by zbudować infrastrukturę IT od...
-
senior IT specialist
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Randstad Polska Sp. z o.o. Pełny etatDla naszego Klienta- firmy z branży retail, która jest na etapie wchodzenia na polski rynek- poszukujemy aktualnie kandydata na stanowisko senior IT specialist.Jeżeli nie boisz się wyzwań i czujesz się gotowy by zbudować infrastrukturę IT od zera, koniecznie zapoznaj się z poniższą ofertąsenior IT specialistNr ref.: 340/2/2024/AŚ Łódź...
-
Senior Employer Branding Specialist
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Grafton Recruitment Sp. z o.o. Pełny etatSenior Employer Branding Specialist at Grafton Recruitment Sp. z o.o. / Pracuj w HR Strona Główna rekrutacja Senior Employer Branding Specialist Ogłoszenie archiwalne, może być już nieaktualne. Senior Employer Branding Specialist Lokalizacja:Łódź Ogłoszenie Bezpośrednie Szczegóły oferty: Duża, znana, międzynarodowa firmą produkcyjna,...
-
Senior Auditor
2 tygodni temu
Łódź, Łódź Voivodeship, Polska BFF Banking Group Pełny etatRole Purpose And Key ResponsibilitiesExecution of audit missions as Team Leader or Team Member.Specialization in the review of Credit Risk measurement, internal ratings model (A-IRB model) and capital adequacy.Involvement in audit missions and other activities in different countries across Europe (e.g. Italy, Poland, Spain, Greece, France, Portugal,...
-
Senior Auditor
1 miesiąc temu
Łódź, Polska Banca Farmafactoring Pełny etatRole purpose and key responsibilities: Execution of audit missions as Team Leader or Team Member.Specialization in the review of Credit Risk measurement, internal ratings model (A-IRB model) and capital adequacy.Involvement in audit missions and other activities in different countries across Europe (e.g. Italy, Poland, Spain, Greece, France, Portugal,...
-
Senior Auditor
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Banca Farmafactoring Pełny etatRole purpose and key responsibilities: Execution of audit missions as Team Leader or Team Member. Specialization in the review of Credit Risk measurement, internal ratings model (A-IRB model) and capital adequacy. Involvement in audit missions and other activities in different countries across Europe (e.g. Italy, Poland, Spain, Greece, France, Portugal,...
-
Senior Auditor
4 tygodni temu
Łódź, Polska Banca Farmafactoring Pełny etatRole purpose and key responsibilities: Execution of audit missions as Team Leader or Team Member.Specialization in the review of Credit Risk measurement, internal ratings model (A-IRB model) and capital adequacy.Involvement in audit missions and other activities in different countries across Europe (e.g. Italy, Poland, Spain, Greece, France, Portugal,...
-
Senior Auditor
4 dni temu
Łódź, Polska BFF Banking Group Pełny etatRole purpose and key responsibilities: Execution of audit missions as Team Leader or Team Member.Specialization in the review of Credit Risk measurement, internal ratings model (A-IRB model) and capital adequacy.Involvement in audit missions and other activities in different countries across Europe (e.g. Italy, Poland, Spain, Greece, France, Portugal,...
-
Senior Auditor
4 tygodni temu
Łódź, Polska Banca Farmafactoring Pełny etatRole purpose and key responsibilities: Execution of audit missions as Team Leader or Team Member.Specialization in the review of Credit Risk measurement, internal ratings model (A-IRB model) and capital adequacy.Involvement in audit missions and other activities in different countries across Europe (e.g. Italy, Poland, Spain, Greece, France, Portugal,...
-
Senior Meta Ads Specialist
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Kaman Marketing Pełny etatSenior Meta Ads Specialist Łódź, Łódź Voivodeship Senior Meta Ads Specialist Łódź Łódź, Łódź Voivodeship, Polska Jesteś kreatywny/a i chcesz spróbować swoich sił w tworzeniu kampanii marketingowych? Świetnie Szukamy człowieka, który pomoże nam w tym jako PPC Specialist, głównie Meta.Praca to w 80% kampanie płatne (Facebook, Google,...
-
Senior Auditor
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Banca Farmafactoring Pełny etatRole purpose and key responsibilities: Execution of audit missions as Team Leader or Team Member. Specialization in the review of Credit Risk measurement, internal ratings model (A-IRB model) and capital adequacy. Involvement in audit missions and other activities in different countries across Europe (e.g. Italy, Poland, Spain, Greece, France, Portugal,...
-
Senior Auditor, Professional
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Banca Farmafactoring Pełny etatThe candidate will join the Group Internal Audit team:Role purpose and key responsibilities: Execution of audit missions as Team Leader or Team Member. Specialization in the review of Credit Risk measurement, internal ratings model (A-IRB model) and capital adequacy. Involvement in audit missions and other activities in different countries across Europe...
-
Senior Auditor, Professional
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Banca Farmafactoring Pełny etatThe candidate will join the Group Internal Audit team: Role purpose and key responsibilities:Execution of audit missions as Team Leader or Team Member.Specialization in the review of Credit Risk measurement, internal ratings model (A-IRB model) and capital adequacy.Involvement in audit missions and other activities in different countries across Europe (e.g....
-
Senior Auditor, Professional
1 miesiąc temu
Łódź, Polska Banca Farmafactoring Pełny etatThe candidate will join the Group Internal Audit team: Role purpose and key responsibilities:Execution of audit missions as Team Leader or Team Member.Specialization in the review of Credit Risk measurement, internal ratings model (A-IRB model) and capital adequacy.Involvement in audit missions and other activities in different countries across Europe (e.g....
-
Senior Auditor, Professional
2 tygodni temu
Łódź, Łódź Voivodeship, Polska BFF Banking Group Pełny etatThe Candidate Will Join The Group Internal Audit TeamRole purpose and key responsibilities:Execution of audit missions as Team Leader or Team Member.Specialization in the review of Credit Risk measurement, internal ratings model (A-IRB model) and capital adequacy.Involvement in audit missions and other activities in different countries across Europe (e.g....
-
Senior Auditor, Professional
4 tygodni temu
Łódź, Polska Banca Farmafactoring Pełny etatThe candidate will join the Group Internal Audit team: Role purpose and key responsibilities:Execution of audit missions as Team Leader or Team Member.Specialization in the review of Credit Risk measurement, internal ratings model (A-IRB model) and capital adequacy.Involvement in audit missions and other activities in different countries across Europe (e.g....
-
Senior Auditor, Professional
4 tygodni temu
Łódź, Polska Banca Farmafactoring Pełny etatThe candidate will join the Group Internal Audit team: Role purpose and key responsibilities:Execution of audit missions as Team Leader or Team Member.Specialization in the review of Credit Risk measurement, internal ratings model (A-IRB model) and capital adequacy.Involvement in audit missions and other activities in different countries across Europe (e.g....
-
Senior Auditor, Professional
4 dni temu
Łódź, Polska BFF Banking Group Pełny etatThe candidate will join the Group Internal Audit team: Role purpose and key responsibilities:Execution of audit missions as Team Leader or Team Member.Specialization in the review of Credit Risk measurement, internal ratings model (A-IRB model) and capital adequacy.Involvement in audit missions and other activities in different countries across Europe (e.g....
