Specialist Model Risk Management and Climate Risk Validation

Willkommen im Team als

Specialist Model Risk Management and Climate Risk Validation

Das Unternehmen

Commerzbank is the leading bank for the Mittelstand and with a comprehensive portfolio of financial services a strong partner for corporate client groups and private and small-business customers in Germany. We are a bank that is characterized by a fair and cooperative relationship with one another and with our customers.
We appreciate working in inspiring teams of people who bring a diverse background. We offer a creative environment and excellent career development opportunities. Work Life Balance is very important to us. And of course, we know that a good job also includes an attractive salary.

Aufgabe

• You will analyse both the qualitative as well as the statistical and quantitative elements of the bank’s risk models
• You will be self-driven plan and organise your validation projects
• You will have the opportunity to engage with the developers and users of risk models and ensure that the used risk measurement methods are consistent, appropriate and regulatorily compliant
• You prepare your validation results in a targeted manner and present them to the responsible risk committees
• You will be an ambassador for risk model management, as the "second line of defense", by being seen to be professionally competent both internally and externally to the bank

Profil

• You have completed a degree in natural or economic sciences with a pronounced quantitative orientation
• During your career, you have gained experience in quantitative risk management or in the financial market environment
• You are very familiar with the characteristics of financial products
• You have already been able to consolidate your development or validation know-how in market, counterparty or liquidity risk
• You have experience in implementing regulatory requirements for model development and validation
• You have an eye for detail and come to informed decisions
• You enjoy working in an internationally positioned team and are fluent in German and English
• You like to work autonomously, pragmatically and strive for a high quality of output
• We will ensure we provide a flexible working environment that allows freedom to carve your own path and enable you to go the extra mile when needed

Kontakt

Would you like to become a member of a strong and dedicated team? If so, please submit your application online. If you have any further enquiries about this role, please contact Martin Gombert +49 69 935328401 or email him at martin.gombert@commerzbank.com.