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Risk Validation Senior Specialist

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

    Pracodawca ma prawo zakończyć rekrutację we wcześniejszym terminie.

    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 variety of risk models for several customer types. As Senior Specialist you will be responsible for validation of a variety of risk models e.g. classical market risk (e.g. HistSim, incremental risk charge, equity event VaR), counterparty risk (internal model method IMM, CVA RCC), liquidity risk 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 benchmark libraries (e.g. MATLAB, QuantLib) and statistical software (esp. STATA).

    We’re looking for someone like you!

    What we expect from you:

    • Several years of working experience in the field of quantitative market, counterparty or liquidity risk modelling and validation.
    • Master / PhD degree in econometrics, financial mathematics, physics or comparable subjects.
    • Fluent written and spoken English (C1 level).
    • Experience with benchmarking libraries and statistical software.
    • Profound comprehension of financial markets/products and regulatory requirements.
    • Experience in managing smaller projects desirable.
    • Practical skills in working with (large) datasets and in programming statistical analyses on these data.
    • 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