Commerzbank AG
LGD Model Developer (m/f/d)
ŁódźPraca hybrydowaMid / Regular
Join the Risk Models & Calculations cluster at Commerzbank as an LGD Model Developer (m/f/d), a 6-month temporary contract with remote work 2 days per week.
Your tasks
- Development and maintenance of AIRB/IFRS9 LGD and CCF models
- Group-wide methodological responsibility
- Forward-looking construction of cross-functional methodology architecture
- Ensuring compliance with regulatory/accounting standards
- Programming of prototypes
- Data preparation, statistical and empirical investigations
Wymagania
- Master degree with very good grades in mathematics, physics, econometrics or related field
- Minimum 3 years professional experience in banking, preferably risk modelling or validation
- Very good knowledge of data modelling software and coding (R/Python, SQL)
- Knowledge of regulations from credit risk models area (CRR, EBA GL, IFRS9)
- English C1 level
- Nice to have: Data modelling, R, Python
Co oferujemy
- Private medical care
- Sharing costs of professional training & courses
- Life insurance
- Remote work opportunities
- Flexible working time
- Integration events
- Corporate sports team
- Retirement pension plan
- Preferential loans
- No dress code
- Video games at work
- Coffee/tea
- Leisure zone
- Pre-paid cards
- Redeployment package
- Employee referral program
- Extra leave
- Multisport
- Skills@Work development program
- Employee Assistance Program (psychological support)
- E-learning platform (O’Reilly, library, tutorials)