Aktualne oferty pracy związane z Risk Model Developer - Łódź, Łódź Voivodeship - CommerzBank
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Model Developer
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Commerzbank Pełny etatJoin our team as a Model Developer Estimation and optimization of separation power, quality of quantification and stability of forecasts and comprehensive uniform calibration on Basel compliant definition of default Programming of prototypes for impact and scenario analysis in different programming languages (R, Python, SAS, SQL)Preparation of technical...
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Model Developer
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Commerzbank Pełny etatJoin our team as a Model Developer Together with your team You will be doing 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...
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Model Developer Intern @
3 tygodni temu
Łódź, Łódź Voivodeship, Polska CommerzBank Pełny etat"Practice in Lodz – summer internships is a project organized as part of the "Youth in Lodz" program, whose aim is to enable students and graduates of Lodz universities to gain professional experience. The project can be attended by people up to 30 y.o. who are students or graduates (up to one year after graduation) of Lodz public or non-public...
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Model Developer
4 tygodni temu
Łódź, Łódź Voivodeship, Polska Commerzbank branch in Poland Pełny etatJoin to apply for the Model Developer role at Commerzbank Digital Technology Centre PolandJoin our team as a Model DeveloperDevelopment and maintenance of AIRB/IFRS9 credit risk models (PD, LGD, CCF) for multiple portfolios or operational risk and climate risk modelsGroup-wide methodological responsibility for quantitative credit risk or operational and...
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Model Developer
1 tydzień temu
Łódź, Łódź Voivodeship, Polska Commerzbank Pełny etatJoin our team as a Model Developer Together with your team You will be doing 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...
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Risk Model Development Position
2 tygodni temu
Łódź, Łódź Voivodeship, Polska CommerzBank Pełny etatCommerzbank is a leading international commercial bank with branches and offices in almost 50 countries. We are looking for a talented Risk Model Developer to join our Cluster Risk Models & Calculations team.About the TeamWe are a collaborative and agile team that works together to develop, roll out, and maintain group-wide models for credit risk,...
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Credit Risk Model Developer Specialist
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Commerzbank Pełny etatKey Responsibilities">Develop and maintain group-wide models for credit risk, operational risk, capital requirements, and stress-testing.Implement models in calculation kernels, including rating models and RWA-calculation.Specify and implement rating tools and other central risk applications.Calculate economic capital requirements, including Credit Portfolio...
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Model Developer
4 tygodni temu
Łódź, Łódź Voivodeship, Polska Commerzbank AG Pełny etatJoin our team as a Model DeveloperTogether with your team you will be doing: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...
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Junior Model Developer
4 tygodni temu
Łódź, Łódź Voivodeship, Polska Commerzbank branch in Poland Pełny etatJoin to apply for the Junior Model Developer role at Commerzbank Digital Technology Centre PolandJoin our team as a Junior Model DeveloperTogether with your team You will be doing:Development and maintenance of AIRB/IFRS9 credit risk models (PD, LGD, CCF) for multiple portfolios or operational risk and climate risk modelsGroup-wide methodological...
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Risk Model Verification Expert
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Commerzbank AG Pełny etatAbout the RoleThe Risk Model Validation department is responsible for ensuring the integrity and reliability of risk models used across various areas of Commerzbank AG. As a Quantitative Validation Specialist, you will play a crucial role in maintaining model governance and control within our organization.Key Responsibilities:Conduct thorough validation of...
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Credit Risk Model Validator
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Commerzbank AG Pełny etatAbout the JobWe are seeking a Credit Risk Model Validator to join our team at Commerzbank AG. In this role, you will be responsible for validating credit risk models in accordance with regulatory requirements.Key Responsibilities:Perform thorough validations of credit risk models, ensuring they meet regulatory standards.Preparation of validation reports and...
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Model Developer
1 tydzień temu
Łódź, Łódź Voivodeship, Polska Commerzbank AG Pełny etatModel Developer Miejsce pracy: Łódź Technologies we use Expected R Python SAS SQL Your 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...
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Risk Model Validation Expert
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Commerzbank AG Pełny etatJob DescriptionWe are seeking a highly skilled Risk Model Validation Expert to join our team at Commerzbank AG. In this role, you will be responsible for validating credit risk models in accordance with regulatory requirements.Key Responsibilities:Perform thorough validations of credit risk models, ensuring they meet regulatory standards.Supervise junior...
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Risk Model Validator
1 tydzień temu
Łódź, Łódź Voivodeship, Polska TN Poland Pełny etatCommerzbank is a leader in international commercial banking with a presence in almost 50 countries. As a digital bank, we prioritize innovation and collaboration in a dynamic work environment.We are seeking an experienced Senior Model Validation Specialist to join our team in TN Poland. This role involves conducting thorough validations, supervising junior...
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Junior Model Developer @
3 tygodni temu
Łódź, Łódź Voivodeship, Polska CommerzBank Pełny etatCommerzbank 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...
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Model Developer Intern Role
2 tygodni temu
Łódź, Łódź Voivodeship, Polska CommerzBank Pełny etatAt Commerzbank, we are looking for a talented Data Scientist and Risk Analyst to join our Cluster Risk Models & Calculations team. This exciting role will give you the opportunity to develop, roll out, and maintain group-wide models for credit risk, operational risk, and capital requirements.About UsWe are a leading international commercial bank with...
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Model Developer
1 tydzień temu
Łódź, Łódź Voivodeship, Polska Commerzbank Pełny etatEstimation and optimization of separation power, quality of quantification and stability of forecasts and comprehensive uniform calibration on Basel compliant definition of default Programming of prototypes for impact and scenario analysis in different programming languages (R, Python, SAS, SQL)Preparation of technical specifications, presentations and...
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Junior Model Developer
4 tygodni temu
Łódź, Łódź Voivodeship, Polska Commerzbank AG Pełny etatJoin our team as a Junior Model DeveloperTogether with your team You will be doing:Development and maintenance of AIRB/IFRS9 credit risk models (PD, LGD, CCF) for multiple portfolios or operational risk and climate risk modelsGroup-wide methodological responsibility for quantitative credit risk or operational and climate risk forecasting...
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Credit Risk Analyst
2 dni temu
Łódź, Łódź Voivodeship, Polska Commerzbank Pełny etat**Risk Model Developer**We are seeking a talented Credit Risk Analyst to join our Risk Models & Calculations cluster at Commerzbank. As a key member of our team, you will be responsible for developing and maintaining group-wide models for credit risk, operational risk, capital requirements, and stress-testing.Responsibilities:Develop and maintain complex...
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Risk Model Development Professional
2 tygodni temu
Łódź, Łódź Voivodeship, Polska Commerzbank AG Pełny etatRequirementsTo be successful in this role, you will need:A Master's degree in mathematics, physics, econometrics, or related fieldsVery good mathematical-statistical skills and knowledge of the mathematical-statistical basis of model development (multivariate statistical methods, stochastic processes, etc.)Minimum 3 years of professional experience in...
Risk Model Developer
2 tygodni temu
Commerzbank is a leading international commercial bank with branches and offices in almost 50 countries. Our team at Cluster Risk Models & Calculations is responsible for developing, rolling out, and maintaining group-wide models for credit risk, operational risk, capital requirements, and stress-testing. We are looking for talented individuals to join our team as Model Developers.
Job Description- Development, roll-out, and maintenance of group-wide models for credit risk, operational risk, capital requirements, and stress-testing.
- Implementation of models in calculation kernels (e.g. rating models, RWA-calculation, C-VaR, LGD-Service, OpRisk and Stress).
- Calculation of the economic capital requirements (e.g. Credit Portfolio Model, AMA for OpRisk, business- and physical asset risk - incl. stressed conditions).
We work in inter-locational and international teamwork in agile methodologies. If you have a strong interest in mathematics or IT and you're in your final year of studies, we encourage you to apply.
