Informacje o stanowisku

Join our team as a Junior 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 models
• Forward-looking construction of a cross-functional methodology architecture
• Estimation and optimization of separation power, quality of quantification and stability of forecasts and comprehensive uniform calibration on Basel compliant definition of default
• Ensuring compliance with regulatory/accounting standard requirements (Basel / IFRS9 etc.) and EBA GL
• Programming of prototypes for impact and scenario analysis in different programming languages (R, Python, SAS, SQL)
• Data preparation, statistical and empirical investigations, handling of very large amounts of data, their aggregation and evaluation
• Preparation of technical specifications, presentations and documentation of quantitative credit risk forecasting models
• Internal and external communication, including auditors, regulators, external partners and rating agencies

Which technology & skills are important for us?

• Master degree with very good grades in mathematics, physics, econometrics or related fields
• Very good mathematical-statistical skills as well as knowledge of the mathematical-statistical basis of model development (multivariate statistical methods, stochastic processes, etc.)
• Sound knowledge of data modelling software and coding (Python, R or SAS), experience in analysis of huge data sets
• Strong analytical skills and attention to details
• English C1 level

How?

Hybrid on Wersalska 6 street (Łódź)

What we offer?

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

Important! Please add the clause to your CV.

Please add the following clause to your application:

1. I consent to the processing of personal data contained in this document by Commerzbank Aktiengesellschaft with its registered office in Kaiserstrasse 16, 60311 Frankfurt am Main, Germany, operating through the Branch in Poland with its registered office in Łódź, 91-203 Łódź, ul. Wersalska 6, KRS 0000631053, for the implementation of the current recruitment process and for the future recruitment for a period of 6 months, in accordance with the Regulation of the European Parliament and of the Council (EU) 2016/679 of 27 April 2016 on the protection of individuals with regard to the processing of personal data the free flow of such data and the repeal of Directive 95/46 / EC (RODO) and in accordance with the Act of 10 May 2018 on the protection of personal data (Journal of Laws of 2018, item 1000). I provided my personal data voluntarily and I declare that they are truthful. I have the right to withdraw this consent at any time. The withdrawal of consent shall not affect the lawfulness of processing based on consent before its withdrawal.

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.

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