Model Developer

6 dni temu


Łódź, Łódź Voivodeship, Polska Commerzbank Pełny etat
Estimation and optimization of separation power, quality of quantification and stability of forecasts and comprehensive uniform calibration on Basel compliant definition of default

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.
  • Model Developer

    2 dni temu


    Łódź, Łódź Voivodeship, Polska Commerzbank branch in Poland Pełny etat

    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...

  • Model Developer Intern @

    2 godzin temu


    Łódź, Łódź Voivodeship, Polska CommerzBank Pełny etat

    "Practice in Lodz – summer internships is a project organized as part of the "Youth in Lodz" program, whose aim is to enable students and graduates of Lodz universities to gain professional experience. The project can be attended by people up to 30 y.o. who are students or graduates (up to one year after graduation) of Lodz public or non-public...

  • Model Developer

    6 dni temu


    Łódź, Łódź Voivodeship, Polska Commerzbank Pełny etat

     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 models Group-wide methodological responsibility for quantitative credit risk or operational and climate risk forecasting...


  • Łódź, Łódź Voivodeship, Polska Commerzbank branch in Poland Pełny etat

    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...

  • Model Developer

    4 dni temu


    Łódź, Łódź Voivodeship, Polska Commerzbank AG Pełny etat

    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...

  • Junior Model Developer

    1 tydzień temu


    Łódź, Łódź Voivodeship, Polska Commerzbank AG Pełny etat

    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...


  • Łódź, Łódź Voivodeship, Polska Commerzbank AG Pełny etat

    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...

  • Junior Model Developer @

    3 tygodni temu


    Łódź, Łódź Voivodeship, Polska CommerzBank Pełny etat

    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...


  • Łódź, Łódź Voivodeship, Polska Commerzbank branch in Poland Pełny etat

    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...


  • Łódź, Łódź Voivodeship, Polska Commerzbank branch in Poland Pełny etat

    Required Skills and QualificationsTo be successful in this role, you will need to have a strong background in mathematics, physics, econometrics or related fields. You should also have excellent mathematical-statistical skills, as well as knowledge of data modelling software and coding languages such as Python, R or SAS.Master degree with very good grades in...

  • NET Developer

    6 dni temu


    Łódź, Łódź Voivodeship, Polska TN Poland Pełny etat

    We are seeking a skilled Senior .NET Developer to join a project for one of Poland's leading banks. The role involves the development and optimization of banking systems to improve user experience and system reliability. You will design, implement, and test key system modules in a hybrid model (2 times a month in the Łódź office).Responsibilities:Design...

  • Lead Developer

    2 tygodni temu


    Łódź, Łódź Voivodeship, Polska Cognizant Pełny etat

    3 days ago Be among the first 25 applicantsDirect message the job poster from CognizantTalent Acquisition Recruiter at Cognizant | Looking for: Senior Data Developer, Lead ConfigIT DeveloperWhat we doAs Top Employer, we are dedicated to helping the world's leading companies build stronger businesses — helping them go from doing digital to being...


  • Łódź, Łódź Voivodeship, Polska Sollers Consulting Sp. z.o.o Pełny etat

    As a Business Process Improvement Specialist, you will be responsible for gathering requirements and designing improvements for internal processing areas. You will collaborate with back-office teams (Payroll, Finance, People) and provide support in processing activities.You will develop and maintain the WebCon system, which is a critical component of our...

  • DevOps Developer

    1 tydzień temu


    Łódź, Łódź Voivodeship, Polska ITDS Business Consultants Pełny etat

    Design and implement revolutionary solutions for one of the most innovative banks in PolandŁódź-based opportunity with hybrid work model (2 times in the office/month)As a DevOps Developer, you will be working for our client, one of the leaders in online banking, focusing on developing and optimizing tools supporting Continuous Integration, Continuous...


  • Łódź, Łódź Voivodeship, Polska CommerzBank Pełny etat

    "Practice in Lodz – summer internships is a project organized as part of the "Youth in Lodz" program, whose aim is to enable students and graduates of Lodz universities to gain professional experience. The project can be attended by people up to 30 y.o. who are students or graduates (up to one year after graduation) of Lodz public or non-public...


  • Łódź, Łódź Voivodeship, Polska Margo Pełny etat

    .NET Developer with DevOpsOperating mode: remote (required 2 days in month in the office in Warsaw or Łódź). Join our team as we collaborate with one of the largest financial institutions in Europe We are seeking dynamic, talented individuals who want to develop their skills in the IT sector and will be working for our client.Client's Tech Stack and...

  • Software Architect

    6 dni temu


    Łódź, Łódź Voivodeship, Polska TN Poland Pełny etat

    Job OverviewWe are seeking a skilled Senior .NET Developer to join our project for one of Poland's leading banks. The role involves the development and optimization of banking systems to improve user experience and system reliability.Our team works in a hybrid model, where you will spend 2 times a month working from our Łódź office.


  • Łódź, Łódź Voivodeship, Polska Sollers Consulting Sp. z.o.o Pełny etat

    About Sollers Consulting:We are a consultancy and software integrator that transforms the financial and insurance industries. Founded in 2000, our goal is to help companies adapt to new technologies.At Sollers, we put people at the heart of every project. Our collaborative approach and limitless potential are key to our success. We aim to be the best in what...


  • Łódź, Łódź Voivodeship, Polska Goodylabs Pełny etat

    Developing new features in iOS applicationsOptimizing and improving existing appsCollaborating with developers, testers, and the UX/UI teamFollowing best programming practicesWhat you'll getFlexible working hours – start between 7:00 and 9:00100% funded Multisport card & private healthcare (Compensa) after the trial periodIndividual English lessons on...


  • Łódź, Łódź Voivodeship, Polska IDEMIA Group Pełny etat

    Select how often (in days) to receive an alert:Since our founding, IDEMIA has been on a mission to unlock the world and make it safer through our cutting-edge identity technologies. Our technology leadership makes us the partner of choice for hundreds of governments and thousands of enterprises in over 180 countries, including some of the biggest and most...