- Ogłoszenie wygasło 5 lat temu
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 is focused on developing and managing credit risk IT applications. As Senior Specialist you will be responsible for development, technical implementation and maintenance of calculation kernels producing the risk parameters (e. g. PD, LGD/EaD, RWA, CVaR) for Commerzbank’s credit exposures. You will be working on complex calculation engines supplying the key risk parameters for, e.g., loan approval and loan pricing, reporting, risk control and capital management. What is more you will be responsible for development and management of JAVA based tools steering and also for management and maintenance of the technical infrastructure supporting the calculation kernels (servers, databases).
What we expect from you:
- Several years of working experience in an IT environment including software development
and programming as well as administration and management of technical infrastructure.
- Master degree in Computer Science, Business Informatics, Mathematics or comparable subjects.
- Fluent written and spoken English (C1 level).
- Profound knowledge and programming experience with C++ (Visual Studio 2010) and JAVA (1.7 and 1.8).
- Good knowledge of ORACLE (12c) and experience with managing data warehouses, data delivery processes and steering interfaces between different applications.
- Familiarity with the main credit risk parameters (PD, LGD, RWA) and the principal credit risk modelling approaches.
- Project management experience and experience with mathematical modelling desirable.
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!