Senior Model Validation Specialist

4 tygodni temu

Lódz, Polska Commerzbank AG Pełny etat

technologies-expected :
R
SQL
SAS

about-project :
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.

responsibilities :
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.

requirements-expected :
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 level

offered :
Remotely or open space office environment in Łódź and/or Wrocław.

benefits :
private medical care
sharing the costs of professional training & courses
life insurance
remote work opportunities
flexible working time
integration events
corporate sports team
retirement pension plan
preferential loans
no dress code
video games at work
coffee / tea
leisure zone
pre-paid cards
redeployment package
employee referral program
extra leave
Multisport
Skills@Work - personal & professional development program
Employee Assistance Program (psychological support)
E-learning platform: O'Reilly, library, tutorials

  • Sanctions Screening Risk Model Specialist

    4 tygodni temu

    Lódz, Polska emagine sp. z o.o. Pełny etat

    about-project : Industry: banking Location: Łódź (hybrid model) Remuneration: 150 pln/h net+VAT Type of assignment: B2B Project length: long-term responsibilities : Willing to lead the develop of Transaction and Customer Screening Model Risk Management Building and maintain a relationship with the Internal Model Risk function securing clarity on model...

  • Model Developer

    1 tydzień temu

    Lódz, Polska Commerzbank AG Pełny etat

    technologies-expected : Python R SAS SQL responsibilities : Development and maintenance of AIRB/IFRS9 credit risk models (PD, LGD, CCF) for multiple portfolios or operational risk and climate risk models Group-wide methodological responsibility for quantitative credit risk or operational and climate risk forecasting models Forward-looking construction...

  • Indirect TAX Specialist

    4 tygodni temu

    Lódz, Polska Takeda SCE Pełny etat

    If You are experienced in preparation and submission of Indirect Tax reports (VAT, Intrastat, EUSL) and have strong analytical skills, with drive and a continuous improvement mindset and you want to build something next-gen and innovative, while contributing to a greater purpose join our Team. As we continue our digital transformation and experience rapid...

  • Business Consultants

    3 tygodni temu

    Lódz, Polska emagine sp. z o.o. Pełny etat

    technologies-expected : Python about-project : Location: 1 a week in an office in Warsaw, Łódź or Gdynia, or completely remotely. ⏰Start date for assignment: ASAP. Rate: 120-140 zl/h. ⏳Duration of assignment: 12 months first contract (prolongation expected). Language: English. ⚙️Industry: Banking. Workload: Full time. Overview: We are seeking a...

  • Mid/ Senior Performance Marketing Specialist

    4 dni temu

    Lódz, Polska Many Mornings Pełny etat

    Many Mornings to brand, który koloruje stopy nie tylko w Polsce, ale także poza granicami naszego kraju. Zbudowaliśmy globalną społeczność i razem kroczymy przez życie w skarpetkach nie do pary. Tworzą nas ludzie pełni pasji, którzy nie boją się wyzwań i ważnych idei. Od 10 lat rozwijamy markę, która dodaje odrobinę uśmiechu każdego...

  • Senior Java Developer

    2 miesięcy temu

    Lódz, Polska Idemia Poland Sp. z o.o. Pełny etat

    technologies-expected : Java Spring Apache Cassandra NoSql Linux Docker Git Kubernetes technologies-optional : Jenkins Helm Kustomize about-project : Currently we are looking for Senior Java Developer to join one of the IDEMIA Token Platform Team, which is part of Payment Services. The Payment Services Business Unit is reinventing the cardholder...

  • Senior Frontend Developer

    4 tygodni temu

    Lódz, Polska emagine sp. z o.o. Pełny etat

    technologies-expected : Javascript TypeScript CSS HTML Angular about-project : Industry: banking Location: Warsaw/Łódź - 1 day per week at the office Rate: up to 170 pln/h net + vat, b2b Project language: English, Polish Technology: Angular ver. 17+ Javascript, TypeScript, CSS, HTML Web Services REST (WS architecture) React 17 (JS...

  • Senior Data Scientist

    4 dni temu

    Lódz, Polska SoftwareOne Pełny etat

    ➡️ Why SoftwareOne? SoftwareOne is a leading global software and cloud solutions provider that is redefining how companies build, buy and manage everything in the cloud. By helping clients to migrate and modernize their workloads and applications – and in parallel, to navigate and optimize the resulting software and cloud changes – SoftwareOne...

  • Test Integration Engineer

    2 tygodni temu

    Lódz, Polska Ericsson Pełny etat

    About this opportunity We are looking for a Test Integration Engineer who is comfortable working in a dynamic environment of ground-breaking product development and technologies. If you have a desire to make a technological impact and contribution to advanced 5G communication services, then the Global Network Platform (GNP) Engineering team is the place to...

  • Test Integration Engineer

    5 dni temu

    Lódz, Polska Ericsson Pełny etat

    About this opportunity We are looking for a Test Integration Engineer who is comfortable working in a dynamic environment of ground-breaking product development and technologies. If you have a desire to make a technological impact and contribution to advanced 5G communication services, then the Global Network Platform (GNP) Engineering team is the place to...

  • Cloud Finops Senior Lead

    5 dni temu

    Lódz, Polska Takeda Pełny etat

    Cloud FinOps Senior Lead You would be part of the Cloud Business Office team’s FinOps squad which focuses on working with engineering teams and other stakeholders to ensure they are leveraging the full economic potential of Cloud through sound cloud financial management. You would be using both financial and technical acumen to collaborate across multiple...

  • Senior Integration Specialist

    2 miesięcy temu

    Lódz, Polska 4IT SOLUTIONS sp. z o.o. Pełny etat

    technologies-expected : Microsoft Azure Kubernetes Helm Linux Git GitOps Terraform Java technologies-optional : JavaScript Python Golang Git Maven Gradle SSL HTTP HTTPS REST API 3GPP standards about-project : Projekt dotyczy prac nad rozwijaniem środowisk technologicznych, których architektura pełni kluczową rolę w branży telekomunikacyjnej....

  • Master Data Management Consultant

    1 miesiąc temu

    Lódz, Polska Lingaro Pełny etat

    Master Data Management Consultant - Fixed-term contract (6 months) Part-time Responsibilities: Establish and oversee global data governance policies and ensure alignment and consistency Establish and lead an enterprise-wide Data Governance Organization comprised of functional leaders, data owners, and data stewards from across the business to...

  • Senior Fullstack Python Vue

    5 dni temu

    Lódz, Polska 1dea Pełny etat

    Lokalizacja: Warszawa Typ umowy: Umowa o pracę, długoterminowe zatrudnienie Profil firmy: Dla naszego klienta, globalnej firmy z branży rozrywki i technologii, poszukujemy inżynierów do zespołu. Firma zarządza kultowymi markami, które docierają do miliardów użytkowników. Ich portfolio obejmuje kanały telewizyjne oraz platformy cyfrowe i...

  • Python Developer

    3 tygodni temu

    Lódz, Polska Focus Telecom Polska Sp. z o.o. Pełny etat

    technologies-expected : Python Git Linux PyCharm SQL Docker technologies-optional : PHP Jenkins Ansible JavaScript about-project : W związku z rozwojem naszej firmy, poszukujemy (Mid/Senior) Python Developera, który dołączy do zespołu Software Development i będzie współtworzyć nasze produkty. Będziesz rekomendować technologie i optymalną...

  • Senior .NET Developer

    4 tygodni temu

    Lódz, Polska Scalo Sp. z o.o. Pełny etat

    technologies-expected : C# .NET Core .NET Jira .NET Framework Entity Framework REST API Moq xUnit MS SQL Visual Studio Visual Studio Code Git Bitbucket TeamCity technologies-optional : Grafana Splunk T-SQL SonarQube COBOL responsibilities : uczestnictwo w projekcie z branży bankowej polegającym na rozwoju i utrzymaniu systemu transakcyjnego w obszarze...

  • CAD Applications Support Manager

    4 tygodni temu

    Lódz, Polska Jacobs Pełny etat

    technologies-expected : AutoCAD BIM 360 .NET Dynamo LISP VBA responsibilities : Proficient use of BIM technology including file interoperability and information exchange process Resolve issues related to any or all of these: Autodesk Applications (AutoCAD, Civil 3D, Plant 3D, Navisworks & Revit); Innovyse applications (now Autodesk Infowater solutions):...