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Content responsibility:

  • Ensuring quality of the work and deliverables
  • Support Product Owners
  • Key contact person for the chapter towards regulator: chartered accountant, ECB internal audit and validation function


Line management:

  • Building “the team”, including recruitment of the new team members
  • Line management of direct reports
  • Ensuring stability and taking care of good atmosphere in the team
  • Development of direct reports, especially young talents (e.g. creation of talent development plans)
  • Ensuring that professional and methodological training is provided in own area of responsibility, creating conditions for knowledge transfer, potentially willing to take on training projects, speaker functions and mentorships
  • Cooperate in cross-chapter & cross-cluster management
  • Ensuring workplace health and safety
  • Master degree in economics, finance & accounting, econometrics, mathematics or related field
  • Professional experience in financial industry
  • Knowledge of risk management and banking regulations
  • Experience in managing teams or projects
  • Professional experience with SQL or SAS
  • English C1 level – it is our business language

 Do not worry, if you do not have experience in some of the points - we will provide trainings for you!

What we offer?

  • Skills@Work - development program 
  • Language trainings - English, German and Polish courses 
  • 26 days of full paid holiday + extra day off for each man-year 
  • Sodexo Lunch Pass - pre-paid card for lunch 
  • Referral Program 
  • Relocation Assistance Program 
  • Employee Assistance Program (psychological support) 
  • E-learning platforms: O'Reilly, libraries, tutorials 
  • Multisport 


Of course we offer Development Plans for employees, Medical Care Package, Life insurance, flexible working hours, integration events and much more.


Our goal is to build “the team” responsible for the following tasks:

  • Conceptual new and further development of state-of-the-art quantitative credit risk forecasting models (e.g. PD, LGD, CCF) in cooperation with process managers, business segments and, where appropriate, external cooperation partners. Integration of different requirements and interests from the business side, operative risk management and regulatory/standard requirements
  • Internal mathematical-statistical development of quantitative credit risk forecasting models using state of the art methods taking into account the impact on the bank’s risk parameters. Group-wide mathematical-methodological responsibility for quantitative credit risk forecasting models
  • Forward-looking construction of a cross-functional methodology architecture
  • Estimation and optimization of separation power, quality of quantification and stability of forecasts and comprehensive uniform calibration on Basel compliant definition of default.
  • Ensuring compliance with regulatory/accounting standard requirements (Basel / IFRS9 etc.) and monitoring of regulatory adequacy.
  • Programming of prototypes for impact and scenario analysis in different programming languages (SAS, R, Python, SQL, ...).
  • Data preparation, statistical and empirical investigations, handling of very large amounts of data, their aggregation and evaluation.
  • Preparation of technical specifications, presentations and documentation of quantitative credit risk forecasting models
  • Internal and external communication, including auditors, regulators, external partners and rating agencies.

 

Commerzbank is a leading international commercial bank with branches and offices in almost 50 countries. The world is changing, becoming digital, and so we are. We are leaving the traditional bank behind us and are choosing to move forward as a digital enterprise. This is exactly why we need talented people who will join us on this journey. We work in inter-locational and international teamwork in agile methodologies.

Cluster Risk Models & Calculations is responsible for:

  • Development, roll-out and maintenance of group-wide models for credit risk, operational risk, capital requirements and stress-testing (incl. tight monitoring of model performance). We are model owner and 1st line of defence for model risk.
  • Implementation of models in calculation kernels (e.g. rating models, RWA-calculation, C-VaR, LGD-Service, OpRisk and Stress).
  • Specification and implementation of rating tools as well as other central risk applications – used mainly by own Front-Ends in the credit process or in online applications.
  • Calculation of the economic capital requirements (e.g. Credit Portfolio Model, AMA for OpRisk, business- and physical asset risk - incl. stressed conditions).
  • Basis calculation for risk provisions (especially IFRS9 Stage Assignment and Lifetime-EL) and centre of competency for Asset Backed Securities
  • IT-solutions for recording, management and calculation of the operational risk, tools for and management of the internal control system.
  • Operational stability of the IT-Applications (e.g. wrt incidents or delays) but also optimization of IT-platform as well as minimization of manual processes.
  • Tailor-made risk analysis (e.g. scenarios, impact analysis, Ad-Hoc requests) in particular for the management of the current COVID-19 crisis. Professional response on customer requests.
  • Main contact for regulators, chartered accountant and internal auditors concerning model development and implementation.

Implementation of important regulatory and strategic initiatives: e.g. implementation and fulfillment of new regulatory requirements for AIRB rating models, acceleration of rating calculation, enablement of digital credit journey, improvement of credit decision and streamlining of credit processes

Commerzbank Aktiengesellschaft Spółka Akcyjna oddział w Polsce

Ul. Wersalska 6

91-203 Łódź

e-mail: recruitment.poland@commerzbank.com

Apply online now
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