Senior Model Validation Specialist (Credit Risk) - Model Validation Team
Commerzbank
- Łódź, łódzkie Wrocław, dolnośląskie
- Stała
- Pełny etat
- Independently performing complete validations according to the validation concept and supervising junior validators.
- Preparation of validation and management reports,
- Presentation of validation results to the Validation Committee,
- Presentation of validation approach and results to internal and external auditors,
- Contribution to further development of risk model validation methods and approaches with regard to content as well as for implementation of new regulatory required standards, corresponding adjustments to validation concepts,
- Contribution to consultation of new regulatory requirements.
- High knowledge of statistical/mathematical methods applied in the area of credit risk models (PD, LGD, EAD, IFRS 9, CVaR stress) supported by extensive experience in this area ( preferably in banking sector),
- Good knowledge of R, SQL with experience in analysis of huge data sets,
- Experience in writing high quality validation reports and other documentation,
- Writing high quality validation codes with SAS (migration to R),
- Strong analytical skills and attention to details,
- Proactively driving projects and tasks to deliver results,
- English C1 level
Remotely or open space office environment in Łódź and/or Wrocław.What we offer?Of course, we offer Development Plans for employees Life insurance, flexible working hours, integration events and much moreImportant! Please add the clause to your CV. You can find it on the end of the advert.
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