[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"job-lgd-model-developer-commerzbank-pl-en-pl":3},{"id":4,"slug":5,"title":6,"description":7,"company":8,"is_featured":11,"featured_until":7,"is_active":12,"deactivated_at":7,"is_enriched":12,"processed_job_posting_json":13,"processed_latitude":57,"processed_longitude":58,"processed_employment_types":59,"processed_working_hours":60,"processed_working_hours_labels":62,"processed_home_office":63,"processed_salary_min":54,"processed_salary_max":55,"processed_salary_currency":51,"processed_salary_source":64,"processed_benefits":65,"processed_benefits_labels":88,"processed_industry":89,"processed_skills":7,"processed_job_location":90,"processed_full_address_gmaps":92,"processed_street_gmaps":94,"processed_city_gmaps":96,"processed_postal_code_gmaps":97,"processed_country_gmaps":99,"processed_country_iso_code_gmaps":101,"full_description":16,"formatted_description":102,"processed_employment_types_labels":35,"processed_home_office_labels":33,"processed_industry_labels":37,"processed_it_skills":103,"processed_it_skills_labels":105,"processed_soft_skills":106,"processed_soft_skills_labels":108,"processed_job_expertise_skills":109,"processed_job_expertise_skills_labels":110,"processed_language_requirements":111,"processed_total_experience_years":107,"processed_professional_field":121,"processed_professional_field_labels":123,"processed_leadership_role":11,"processed_date_posted":19,"raw_job_url":124,"apply_url":7,"raw_hiringOrganization_logo_url":7,"translations":7,"canonical_industry_key":89,"canonical_industry_label":37,"max_cpc":125,"actual_cpc":7},84544,"lgd-model-developer-commerzbank-pl","LGD Model Developer",null,{"name":9,"slug":10,"logo_url":7},"COMMERZBANK PL","commerzbank-pl",false,true,{"@context":14,"@type":15,"title":6,"description":16,"hiringOrganization":17,"datePosted":19,"validThrough":20,"jobLocation":21,"jobLocationType":33,"employmentType":34,"industry":36,"skills":38,"baseSalary":49},"https:\u002F\u002Fschema.org\u002F","JobPosting","Wichtiger Hinweis: Bitte aktiviere JavaScript, um diese Seite uneingeschränkt nutzen zu können.\nvorherige Stelle\nnächste Stelle\nJoin our team as a LGD Model Developer\n!\nYour tasks\nWhat you will be doing?\nDevelopment and maintenance of AIRB\u002FIFRS9\nLGD\nand CCF models for multiple portfolios\nGroup-wide methodological responsibility for quantitative credit risk models\nForward-looking construction of a cross-functional methodology architecture\nEnsuring compliance with regulatory\u002Faccounting standard requirements (Basel \u002F IFRS9 etc.) and EBA GL\nProgramming of prototypes for impact and scenario analysis in different programming languages (\nR\u002FPython, SQL\n)\nData preparation, statistical and empirical investigations, handling of very large amounts of data, their aggregation and evaluation\nPreparation of technical specifications, presentations and documentation of quantitative credit risk forecasting models\nInternal and external communication, including auditors, regulators, external partners and rating agencies\nYour Profile\nWhich technology & skills are important for us?\nMaster degree with very good grades in mathematics, physics, econometrics or related fields\nVery good mathematical-statistical skills as well as knowledge of the mathematical-statistical basis of\nmodel development\n(multivariate statistical methods, stochastic processes, etc.)\nMinimum 3 years of\nprofessional experience in banking\n, preferably within risk modelling or validation\nVery good knowledge of data modelling software and coding (\nR\u002FPython, SQL\n) with experience in analysis of huge data sets\nKnowledge of regulations from credit risk models area (CRR, EBA GL, IFRS9)\nEnglish and Polish C1 level\nHow?\nRemotely or hybrid on Wersalska 6 street (Łódź)\nBookmark job ad\nPrint job ad\nShare job ad\nThe company\nBelow you can find more information about Commerzbank and the cluster:\nCommerzbank\nis 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.\nDescription of the cluster:\nCluster Risk Models & Calculations is responsible for:\nDevelopment, 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.\nImplementation of models in calculation kernels (e.g. rating models, RWA-calculation, C-VaR, LGD-Service, OpRisk and Stress).\nSpecification 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.\nCalculation of the economic capital requirements (e.g. Credit Portfolio Model, AMA for OpRisk, business- and physical asset risk - incl. stressed conditions).\nBasis calculation for risk provisions (especially IFRS9 Stage Assignment and Lifetime-EL) and centre of competency for Asset Backed Securities\nIT-solutions for recording, management and calculation of the operational risk, tools for and management of the internal control system.\nOperational stability of the IT-Applications (e.g. wrt incidents or delays) but also optimization of IT-platform as well as minimization of manual processes.\nTailor-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.\nMain contact for regulators, chartered accountant and internal auditors concerning model development and implementation.\nImplementation 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.\nWhat we offer?\nMedical care packages in Enel-med,\nAdditional Generali insurance,\nMultisport Plus Card,\nPluxee Lunch Pass card,\nCo-financing of glasses or contact lenses,\nPPE- Employee pension scheme, in which the employer's contribution is 5.5% of the monthly salary,\nSpecial offer at mBank for Commerzbank employees,\nSpecial offers within mBank group,\nAccess to the Speexx e-learning language platform,\nAccess to O’Reilly and Clix (Linkedin Learning) e-learning platform,\nInternal training program Skills@work (coffee Learning Session – informal quarterly meetings among employees focusing on a given technological or business issue, BigUP- individual mentoring program focused on soft skills development, Coach Academy – Technical training organized by employees for employees, Guilds – groups focusing on a given technology),\nExternal trainings,\nInterest groups and integration events,\nRelocation packages inside and outside Poland,\nPsychological support program for employee and family, additionally financial and legal consultations (chat, phone, 24\u002F7),\nAdditional holiday days after each year worked at Commerzbank (maximum 5 additional days),\nCompensation of up to 100% for sick pay (up to 33 days in a given calendar year),\nEquivalent for electricity and internet while working for home,\nFlexible working time,\nMasterbenefit – car subscription,\nTravel allowance of 150 pln for each arrival for the first year of work in Commerzbank for employees who are living outside of Łódzkie and their previous employer was located outside of Łódzkie.\nAnnual bonus, which amount depends of the results of the bank.\nContact\nCommerzbank Aktiengesellschaft Spółka Akcyjna oddział w Polsce\nUl. Wersalska 6\n91-203 Łódź\nYour application process\nPlease add the following clause to your application:\n1. I consent to the processing of personal data contained in this document by Commerzbank Aktiengesellschaft with its registered office in Kaiserstrasse 16, 60311 Frankfurt am Main, Germany, operating through the Branch in Poland with its registered office in Łódź, 91-203 Łódź, ul. Wersalska 6, KRS 0000631053, for the implementation of the current recruitment process and for the future recruitment for a period of 6 months, in accordance with the Regulation of the European Parliament and of the Council (EU) 2016\u002F679 of 27 April 2016 on the protection of individuals with regard to the processing of personal data the free flow of such data and the repeal of Directive 95\u002F46 \u002F EC (RODO) and in accordance with the Act of 10 May 2018 on the protection of personal data (Journal of Laws of 2018, item 1000). I provided my personal data voluntarily and I declare that they are truthful. I have the right to withdraw this consent at any time. The withdrawal of consent shall not affect the lawfulness of processing based on consent before its withdrawal.\n2. I have read the content of the information clause, including information about the purpose and methods of processing personal data and the right to access my personal data and about the right to correct, rectify and delete it.\nVerwandte Stellen\nBitte warten...\nvorherige Stelle\nnächste Stelle\nZurück\nTeilen über deinen Social Media Account\nKlicke auf eines der Icons:\nTeilen über Mail\nTeilen über Facebook\nTeilen über X\nTeilen über Xing\nTeilen über LinkedIn",{"@type":18,"name":9},"Organization","2026-10-05","2027-10-05",[22],{"@type":23,"address":24,"geo":29},"Place",{"@type":25,"addressLocality":26,"addressCountry":27,"addressRegion":28},"PostalAddress","Łódź","PL","Województwo łódzkie",{"@type":30,"latitude":31,"longitude":32},"GeoCoordinates",51.7996196,19.3946256,"HYBRID",[35],"PERMANENT",[37],"Banking",[39,40,41,42,43,44,45,46,47,48],"R","Python","SQL","Communication","Teamwork","Credit Risk Model Development","Statistical Modeling","Regulatory Compliance","Data Analysis","Documentation",{"@type":50,"currency":51,"value":52},"MonetaryAmount","PLN",{"@type":53,"minValue":54,"maxValue":55,"unitText":56},"QuantitativeValue",180000,300000,"YEAR",[31],[32],"permanent",[61],"FULL_TIME",[61],"hybrid","estimated",[66,67,68,69,70,71,72,73,74,75,76,77,78,79,80,81,82,83,84,85,86,87],"Medical care packages in Enel-med","Additional Generali insurance","Multisport Plus Card","Pluxee Lunch Pass card","Co-financing of glasses or contact lenses","PPE - Employee pension scheme (employer contribution 5.5% of monthly salary)","Special offer at mBank for Commerzbank employees","Special offers within mBank group","Access to the Speexx e-learning language platform","Access to O'Reilly and Clix (Linkedin Learning) e-learning platform","Internal training program Skills@work (coffee Learning Session, BigUP, Coach Academy, Guilds)","External trainings","Interest groups and integration events","Relocation packages inside and outside Poland","Psychological support program for employee and family, financial and legal consultations (chat, phone, 24\u002F7)","Additional holiday days after each year worked (maximum 5 additional days)","Compensation of up to 100% for sick pay (up to 33 days per calendar year)","Equivalent for electricity and internet while working from home","Flexible working time","Masterbenefit - car subscription","Travel allowance of 150 PLN for each arrival for the first year of work for employees living outside of Łódzkie","Annual bonus",[66,67,68,69,70,71,72,73,74,75,76,77,78,79,80,81,82,83,84,85,86,87],"banking",[91],"ul. traktorowa, 91-204, lodz, polen",[93],"Traktorowa, 91-204 Łódź, Polen",[95],"Traktorowa",[26],[98],"91-204",[100],"Polen",[27],"Wichtiger Hinweis: Bitte aktiviere JavaScript, um diese Seite uneingeschränkt nutzen zu können.\nvorherige Stelle\nnächste Stelle\n# Join our team as a LGD Model Developer\n!\n## Your tasks\n**What you will be doing?**\n- Development and maintenance of AIRB\u002FIFRS9\n- **LGD**\n- and CCF models for multiple portfolios\n- Group-wide methodological responsibility for quantitative credit risk models\n- Forward-looking construction of a cross-functional methodology architecture\n- Ensuring compliance with regulatory\u002Faccounting standard requirements (Basel \u002F IFRS9 etc.) and EBA GL\n- Programming of prototypes for impact and scenario analysis in different programming languages (\n**R\u002FPython, SQL**\n)\n- Data preparation, statistical and empirical investigations, handling of very large amounts of data, their aggregation and evaluation\n- Preparation of technical specifications, presentations and documentation of quantitative credit risk forecasting models\n- Internal and external communication, including auditors, regulators, external partners and rating agencies\n\n## Your Profile\n**Which technology & skills are important for us?**\n- Master degree with very good grades in mathematics, physics, econometrics or related fields\n- Very good mathematical-statistical skills as well as knowledge of the mathematical-statistical basis of\n**model development**\n(multivariate statistical methods, stochastic processes, etc.)\n- Minimum 3 years of\n**professional experience in banking**\n, preferably within risk modelling or validation\n- Very good knowledge of data modelling software and coding (\n**R\u002FPython, SQL**\n) with experience in analysis of huge data sets\n- Knowledge of regulations from credit risk models area (CRR, EBA GL, IFRS9)\n- English and Polish C1 level\n\n**How?**\n- Remotely or hybrid on Wersalska 6 street (Łódź)\n\nBookmark job ad\nPrint job ad\nShare job ad\n\n## The company\nBelow you can find more information about Commerzbank and the cluster:\n**Commerzbank**\nis 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.\n\n**Description of the cluster:**\nCluster Risk Models & Calculations is responsible for:\n- 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.\n- Implementation of models in calculation kernels (e.g. rating models, RWA-calculation, C-VaR, LGD-Service, OpRisk and Stress).\n- 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.\n- Calculation of the economic capital requirements (e.g. Credit Portfolio Model, AMA for OpRisk, business- and physical asset risk - incl. stressed conditions).\n- Basis calculation for risk provisions (especially IFRS9 Stage Assignment and Lifetime-EL) and centre of competency for Asset Backed Securities\n- IT-solutions for recording, management and calculation of the operational risk, tools for and management of the internal control system.\n- 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.\n- 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.\n- Main contact for regulators, chartered accountant and internal auditors concerning model development and implementation.\n- 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.\n\n**What we offer?**\n- Medical care packages in Enel-med,\n- Additional Generali insurance,\n- Multisport Plus Card,\n- Pluxee Lunch Pass card,\n- Co-financing of glasses or contact lenses,\n- PPE- Employee pension scheme, in which the employer's contribution is 5.5% of the monthly salary,\n- Special offer at mBank for Commerzbank employees,\n- Special offers within mBank group,\n- Access to the Speexx e-learning language platform,\n- Access to O’Reilly and Clix (Linkedin Learning) e-learning platform,\n- Internal training program Skills@work (coffee Learning Session – informal quarterly meetings among employees focusing on a given technological or business issue, BigUP- individual mentoring program focused on soft skills development, Coach Academy – Technical training organized by employees for employees, Guilds – groups focusing on a given technology),\n- External trainings,\n- Interest groups and integration events,\n- Relocation packages inside and outside Poland,\n- Psychological support program for employee and family, additionally financial and legal consultations (chat, phone, 24\u002F7),\n- Additional holiday days after each year worked at Commerzbank (maximum 5 additional days),\n- Compensation of up to 100% for sick pay (up to 33 days in a given calendar year),\n- Equivalent for electricity and internet while working for home,\n- Flexible working time,\n- Masterbenefit – car subscription,\n- Travel allowance of 150 pln for each arrival for the first year of work in Commerzbank for employees who are living outside of Łódzkie and their previous employer was located outside of Łódzkie.\n- Annual bonus, which amount depends of the results of the bank.\n\n## Contact\nCommerzbank Aktiengesellschaft Spółka Akcyjna oddział w Polsce\nUl. Wersalska 6\n91-203 Łódź\n\n**Your application process**\nPlease add the following clause to your application:\n1. I consent to the processing of personal data contained in this document by Commerzbank Aktiengesellschaft with its registered office in Kaiserstrasse 16, 60311 Frankfurt am Main, Germany, operating through the Branch in Poland with its registered office in Łódź, 91-203 Łódź, ul. Wersalska 6, KRS 0000631053, for the implementation of the current recruitment process and for the future recruitment for a period of 6 months, in accordance with the Regulation of the European Parliament and of the Council (EU) 2016\u002F679 of 27 April 2016 on the protection of individuals with regard to the processing of personal data the free flow of such data and the repeal of Directive 95\u002F46 \u002F EC (RODO) and in accordance with the Act of 10 May 2018 on the protection of personal data (Journal of Laws of 2018, item 1000). I provided my personal data voluntarily and I declare that they are truthful. I have the right to withdraw this consent at any time. The withdrawal of consent shall not affect the lawfulness of processing based on consent before its withdrawal.\n2. I have read the content of the information clause, including information about the purpose and methods of processing personal data and the right to access my personal data and about the right to correct, rectify and delete it.\n\n**Verwandte Stellen**\nBitte warten...\nvorherige Stelle\nnächste Stelle\nZurück\nTeilen über deinen Social Media Account\nKlicke auf eines der Icons:\nTeilen über Mail\nTeilen über Facebook\nTeilen über X\nTeilen über Xing\nTeilen über LinkedIn",{"r":104,"sql":104,"python":104},4,[39,40,41],{"communication":104,"teamwork":107},3,[42,43],{"data analysis":104,"documentation":107,"statistical modeling":104,"regulatory compliance":104,"credit risk model development":104},[44,45,46,47,48],{"detected_language_jobad":112,"required":113},"en",[114,118],[115],{"language":116,"level":117},"ENGLISH","C1",[119],{"language":120,"level":117},"POLISH",[122],"Finance, Banking and Insurance",[122],"https:\u002F\u002Fjobs.commerzbank.com\u002Findex.php?ac=jobad&id=62707",1]