Model Developer
6 dni temu
Programming of prototypes for impact and scenario analysis in different programming languages (R, Python, SAS, SQL)
Preparation of technical specifications, presentations and documentation of quantitative credit risk forecasting models
Minimum 3 years of professional experience in banking, preferably within risk modelling or validation
Very good knowledge of data modelling software and coding (Python/R, SAS/SQL) with experience in analysis of huge data sets
English C1 level
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. We work in inter-locational and international teamwork in agile methodologies.
tight monitoring of model performance). Implementation of models in calculation kernels (e.g. rating models, RWA-calculation, C-VaR, LGD-Service, OpRisk and Stress).
Specification and implementation of rating tools as well as other central risk applications – used mainly by own Front-Ends in the credit process or in online applications.
Calculation of the economic capital requirements (e.g. Credit Portfolio Model, AMA for OpRisk, business- and physical asset risk - incl. Basis calculation for risk provisions (especially IFRS9 Stage Assignment and Lifetime-EL) and center of competency for Asset Backed Securities
IT-solutions for recording, management and calculation of the operational risk, tools for and management of the internal control system.
Operational stability of the IT-Applications (e.g. incidents or delays) but also optimization of IT-platform as well as minimization of manual processes.
Implementation of important regulatory and strategic initiatives: e.g. implementation and fulfillment of new regulatory requirements for AIRB rating models, acceleration of rating calculation, enablement of digital credit journey, improvement of credit decision and streamlining of credit processes.
Of course, we offer Development Plans for employees, Life insurance, flexible working hours, integration events and much more #128526;
You can find it on the end of the advert.
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