Model Validation Specialist (Liquidity Risk)

📢 Join our team as a Model Validation Specialist! 📢

A successful candidate will have an opportunity to work with a broad spectrum of sophisticated risk models and instrument pricing models developed at one of Europe’s largest banks.

What you will be doing? 👇

• Performing validation tasks,
• 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,
• Maintenance and development of analysis tool to support the validation process, in particular development and maintenance of software solutions (C, C++, C#, R, SQL, Python) supporting validation activities and development of challenger models.

Which technology & skills are important for us? 👌

• Experience in building mathematical or statistical/econometric models,
• Good understanding of liquidity risk management in a bank and/or of financial products (options, swaps, futures, forwards, repos, etc.).
• Knowledge of R and / or other programming languages (C, C++, C#) with experience in numerical analysis,
• Experience with front-office pricing systems and libraries (desired but not required).

How?

• 📌 Remotely or hybrid in Łódź or/and Wrocław

Below you can find more information about Commerzbank

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.

What we offer? 🥳

Of course, we offer Development Plans for employees, Life insurance, flexible working hours, integration events and much more 😎