Senior Model Validation Expert
16 godzin temu
Commerzbank AG Poland is seeking a highly skilled Model Validation Specialist to join our team in Frankfurt headquarters and in Poland. As a key member of our Model Validation department, you will be responsible for validating models in the areas of credit and operational risk.
Key Responsibilities:- Independently perform complete validations according to the validation concept and supervise junior validators.
- Prepare validation and management reports.
- Presentation of validation results to the Validation Committee.
- Presentation of validation approach and results to internal and external auditors.
- Contribute to further development of risk model validation methods and approaches.
- Contribute to consultation of new regulatory requirements.
- High knowledge of statistical/mathematical methods applied in the area of credit risk models.
- Good knowledge of R, SQL, and experience in analysis of huge data sets.
- Experience in writing high-quality validation reports and other documentation.
- Writing high-quality validation codes with SAS.
- Strong analytical skills and attention to details.
- Proactively driving projects and tasks to deliver results.
- English C1 level.
- 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.
- Special offer at mBank for Commerzbank employees.
- Special offers within mBank group.
- 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.
- Additional holiday days after each year worked at Commerzbank.
- Compensation of up to 100% for sick pay.
- 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.
- Annual bonus.
Commerzbank is a leading international commercial bank with branches and offices in almost 50 countries. We are leaving the traditional bank behind us and are choosing to move forward as a digital enterprise. We need talented people who will join us on this journey.
About the Cluster:The Model Validation department is a part of GRM-VAL division consisting of teams located in Frankfurt headquarters of Commerzbank and in Poland. We are responsible for validation of models in the areas of credit and operational risk.
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