Risk Model Validation Expert
4 dni temu
About the Role
We are seeking a highly skilled Senior Model Validation Specialist to join our team at TN Poland. In this role, you will be responsible for independently performing complete validations according to the validation concept and supervising junior validators.
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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