Senior Validation Specialist

5 dni temu


Łódź, Łódź Voivodeship, Polska TN Poland Pełny etat

About TN Poland

TN Poland is a leading international commercial bank with branches and offices in almost 50 countries. We are committed to delivering excellent services to our clients and promoting financial inclusion.

Our Team

We have a talented team of professionals who share our vision and values. Our team members are dedicated, passionate, and committed to excellence. We believe that our people are our greatest asset and invest heavily in their development and growth.

The Role

In this role, you will have the opportunity to work with a broad spectrum of sophisticated risk models developed at one of Europe's largest banks. You will be responsible for validating credit risk models, preparing validation reports, and presenting results to stakeholders.

Key Responsibilities

  • Validation of credit risk models, including PD, LGD, EAD, IFRS 9, CVaR stress
  • Preparation of validation reports and management reports
  • Presentation of validation results to the Validation Committee and internal auditors
  • Contribution to further development of risk model validation methods and approaches

Required Skills and Qualifications

  • High knowledge of statistical/mathematical methods applied in credit risk models
  • Good knowledge of R, SQL, and experience in analysis of huge data sets
  • Experience in writing high quality validation reports and documentation
  • Writing high quality validation codes with SAS (migration to R)
  • Strong analytical skills and attention to details

What We Offer

  • Medical care packages in Enel-med
  • Additional Generali insurance
  • 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
  • Access to the Speexx e-learning language platform
  • External trainings
  • Interest groups and integration events
  • Relocation packages inside and outside Poland
  • Psychological support program for employee and family
  • Flexible working time
  • Travel allowance of 150 PLN for each arrival for the first year of work in Commerzbank
  • Annual bonus, which amount depends on the results of the bank


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