Quantitative Risk Model Specialist

Job DescriptionWe are seeking a highly skilled Quantitative Credit Risk Model Developer to join our team at the Commerzbank branch in Poland.The ideal candidate will have strong mathematical-statistical skills, with expertise in data modeling software and coding (Python/R, SAS/SQL). Experience in analysis of huge data sets is essential.Key...

About the RoleThis is an exciting opportunity to work on cutting-edge credit risk models and contribute to the development of our team's expertise.As a Junior Model Developer, you will be responsible for developing and maintaining complex credit risk models, working closely with other teams to ensure compliance with regulatory requirements.You will have the...

 Join 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 modelsGroup-wide methodological responsibility for quantitative credit risk or operational and climate risk forecasting...

 Join our team as a Junior 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 modelsGroup-wide methodological responsibility for quantitative credit risk or operational and climate risk forecasting...

Job SummaryThe Quantitative Credit Risk Analyst will focus on the development, implementation, and maintenance of quantitative credit risk forecasting models.

Job DescriptionWe are seeking a highly skilled Junior Model Developer to join our team at Commerzbank Digital Technology Centre Poland.As a Junior Model Developer, you will be responsible for the development and maintenance of AIRB/IFRS9 credit risk models (PD, LGD, CCF) for multiple portfolios or operational risk and climate risk models. You will also be...

Role OverviewWe are seeking a highly skilled Senior Quantitative Risk Modeler to join our team at Commerzbank AG.

Join 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...

Join 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...

Job DescriptionWe are seeking a highly skilled Data Scientist to join our Risk Modelling team. As a Data Scientist, you will be responsible for developing and maintaining credit risk models, as well as providing technical expertise to support the development of new modelling techniques.Development and maintenance of AIRB/IFRS9 credit risk models (PD, LGD,...

Join 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...

Commerzbank Digital Technology Centre Poland seeks a skilled Model Development Expert to join our team. In this role, you will be responsible for developing and maintaining advanced risk models to support our business operations.The ideal candidate will have a strong background in mathematics, physics, or econometrics, with excellent mathematical-statistical...

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...

Join 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...

 Join our team as a Business Specialist - Risk Analytics What you will be doing? Calculating, analyzing and reporting risk figures for regulatory, economic and accounting purposes (RWA, EL, IFRS9)Performing impact analyses on RWA (both IRB and STA methods) and loan loss provisionsImplementing new requirements coming from business departments and...

Job DescriptionKey Responsibilities: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 modelsForward-looking construction of a cross-functional...

About Us:Commerzbank AG is a leading European bank that serves individuals, businesses, and institutional clients across various markets.Role Overview:The Senior Model Validation Specialist plays a vital role in supporting the bank's risk management strategy by validating models used in credit and operational risk assessment. This includes analyzing large...

Join 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...

Commerzbank is a leading international commercial bank with a strong presence in almost 50 countries. As we continue to evolve and transform into a digital enterprise, we need talented individuals who share our passion for innovation and excellence.">Job DescriptionWe are seeking a highly motivated and detail-oriented Quantitative Modeling Expert to join our...

Join our team as a Senior Model Validation SpecialistDescription 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...