LGD & IFRS9 Model Developer

Commerzbank AG; Łódź; Hybrid; PLN 267,840 - 334,800; Full time

Benefits offered by this job

Development Plans for employees

Life insurance

Flexible working hours

Integration events

Job summary

A leading international commercial bank in Łódź seeks an LGD Model Developer to develop and maintain credit risk models, ensuring compliance with regulatory standards. The ideal candidate should have a Master's degree, excellent mathematical-statistical skills, and at least 3 years of banking experience, particularly in risk modeling. Proficiency in R, Python, and SQL is required. This role offers a hybrid working model alongside development plans and other benefits.

Qualifications

• Master's degree with excellent grades in a relevant field.
• Minimum 3 years of professional experience in banking, ideally in risk modelling.
• Experience in analysing large data sets.

Responsibilities

• Development and maintenance of credit risk models.
• Ensure compliance with regulatory requirements.
• Prepare technical specifications and documentation.

Skills

Mathematical-statistical skills

Data modelling software

Programming in R/Python

Analytical skills

Knowledge of regulations

English C1 level

Education

Master's degree in mathematics, physics, econometrics or related fields

Tools

R

Python

SQL

Job description

A leading international commercial bank in Łódź seeks an LGD Model Developer to develop and maintain credit risk models, ensuring compliance with regulatory standards. The ideal candidate should have a Master's degree, excellent mathematical-statistical skills, and at least 3 years of banking experience, particularly in risk modeling. Proficiency in R, Python, and SQL is required. This role offers a hybrid working model alongside development plans and other benefits.