Informacje o stanowisku

Join our team as a Business Specialist - Risk Analytics!

What you will be doing?

• Calculating, analyzing and reporting risk figures for regulatory, economic and accounting purposes (RWA, EL, IFRS9)
• Performing impact analyses on RWA (both IRB and STA methods) and loan loss provisions
• Implementing new requirements coming from business departments and regulators with regards to risk figures calculation and reporting (eg. CRR3, EBA GL, IFRS9)
• Being involved in capital requirements reporting chain
• Ensuring data quality of inputs and outputs regarding risk figures calculation

Which technology & skills are important for us?

• Master’s degree with very good grades in economics, econometrics, mathematics, or related fields
• Very good SQL skills with experience in analysis of huge data sets
• Strong analytical skills, proactive approach and interest in banking regulations (CRR, EBA GLs etc.)
• English C1 level – it is our business language

Nice to have:

• Experience with R / Python
• Experience with Agile/Scrum

Do not worry, if you do not have experience in some of the points - we will provide trainings for you!

What we offer?

Of course, we offer Development Plans for employees, Medical Care Package , Life insurance , flexible working hours , integration events and much more.

Important! Please add the clause to your CV and please write it in English. You can find the clause at the end of the advert.

Description of the cluster:

Cluster Risk Models & Calculations is responsible for:

• Development, roll-out and maintenance of group-wide models for credit risk, operational risk, capital requirements and stress-testing.
• Implementation of models in calculation kernels.
• Specification and implementation of rating tools as well as other central risk applications.
• Calculation of the economic capital requirements.
• Basis calculation for risk provisions and centre of competency for Asset Backed Securities.
• IT-solutions for recording, management and calculation of the operational risk.
• Operational stability of the IT-Applications.
• Tailor-made risk analysis in particular for the management of the current COVID-19 crisis.
• Main contact for regulators, chartered accountant and internal auditors concerning model development and implementation.
• Implementation of important regulatory and strategic initiatives.

Please add the following clause to your application:

1. I consent to the processing of personal data contained in this document by Commerzbank AG for the implementation of the current recruitment process and for the future recruitment for a period of 6 months.

2. I have read the content of the information clause, including information about the purpose and methods of processing personal data and the right to access my personal data and about the right to correct, rectify and delete it.

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Information Technology

Industries

IT Services and IT Consulting

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