Job Description
Join our team as a LGD Model Developer!
What you will be doing?
Development and maintenance of AIRB/IFRS9 LGD and CCF models for multiple portfolios Group-wide methodological responsibility for quantitative credit risk models Forward-looking construction of a cross-functional methodology architectureEnsuring compliance with regulatory/accounting standard requirements (Basel / IFRS9 etc.) and EBA GLProgramming of prototypes for impact and scenario analysis in different programming languages (R/Python, SQL)Data preparation, statistical and empirical investigations, handling of very large amounts of data, their aggregation and evaluationPreparation of technical specifications, presentations and documentation of quantitative credit risk forecasting modelsInternal and external communication, including auditors, regulators, external partners and ...
Ready to Apply?
Submit your application today and join our talented team at Commerzbank AG Poland.
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