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Credit Risk Validation Senior Specialist

  • Łódź, łódzkie
  • Specjalista
  • 2016-11-14

    Pracodawca ma prawo zakończyć rekrutację we wcześniejszym terminie.

    Credit Risk Validation Senior Specialist
    Łódź, Poland
    Commerzbank, a leading international commercial bank, is launching its first specialist Commerzbank AG unit in Poland in Lodz – Group Risk Controlling & Capital Management. The department covers the methodological validation of a credit risk models for several customer types. As Senior Specialist you will be responsible for validation of a variety of credit risk models, e.g. LGD models (cure and recovery rates, collateral realization rates), EAD (CCF) models, the bank’s internal credit portfolio model, PD and LGD stress test models and other models relevant for ICAAP purposes. The validation topics, frequencies and criteria are defined in dedicated validation concepts. Validation analyses are typically performed using the statistical software (esp. STATA) or software packages R and SAS.
    We’re looking for someone like you!

    What we expect from you:

    • Several years of working experience in the field of quantitative credit risk modelling.
    • Master degree in statistics, econometrics, financial mathematics, physics or comparable subjects (PhD degree would be plus).
    • Fluent written and spoken English (C1 level).
    • Profound comprehension of regulatory requirements.
    • Profound statistical and mathematical skills.
    • Excellent practical skills in working with (large) datasets and in programming statistical analyses on these data.
    • Experience in managing smaller projects desirable.
    • Independent, flexible, committed and dependable working style.

    What we offer:

    • Work in an international environment;
    • High self-development opportunities and continuous advancement;
    • Three-month training in Commerzbank headquarters in Frankfurt am Main;
    • Satisfying remuneration;
    • Full time contract of employment from the very beginning;
    • 26 days of full paid holiday from the very beginning;
    • Medical healthcare, Multisport and canteen funding.

    Like what you see? Apply now!

    Quick info:


    Łódź, Poland; starting with three-month training in Frankfurt am Main, Germany.

    Applications and further information at
    +48 42 208 89 11