FREE ACCESS
5,000–10,000 jobs/day
See all jobs on Scoutfield
Search thousands of fresh jobs every day.
Discover
- Fresh listings
- Fast filters
- No subscription required
Create a free account and start exploring right away.
Risk Model Validation Specialist
Commerzbank Digital Technology Centre Poland. Perform quantitative risk model validation tasks .
Core Competencies
Role fitCore Competencies
Use this summary to align your resume positioning with the role.
Demonstrates expertise in quantitative risk model validation, including the analysis of model assumptions and performance. Proficient in developing analytical tools using R, Python, and SQL, with strong analytical skills and effective communication in English.
Highest-signal resume keywords
Quantitative Risk Model ValidationR ProgrammingPython ProgrammingStatistical AnalysisFinancial Markets Knowledge
ATS Keywords
Tailor your resumeApplicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills
Quantitative ModellingData AnalysisStatistical MethodsModel Performance AnalysisChallenger Model DevelopmentAnalytical Tool DevelopmentSQLLaTeXAgile MethodologiesAttention to Detail
Soft Skills
Critical ThinkingCollaborationCommunication SkillsIndependenceAnalytical Skills
Tools & Technologies
RPythonSQLMS Office
Industry Keywords
Market RiskCounterparty Credit RiskOptionsSwapsFuturesForwardsRepos
Tech Stack
Tools & technologiesPythonSQL
About the role
Key responsibilities & impact- Perform quantitative risk model validation tasks
- Analyze model assumptions, methodology, performance and results
- Support the development of challenger models used to independently assess existing risk models
- Prepare high-quality validation documentation and management reports
- Support the preparation and presentation of validation results
- Develop and maintain analytical tools and solutions in R, Python and SQL supporting the validation process
- Work with complex models used to measure and manage market and counterparty credit risks
- Collaborate in an international, inter-locational team using agile methodologies
Requirements
What you’ll need- Experience or an academic background in mathematical, statistical or econometric modelling
- Knowledge of statistics, quantitative methods and data analysis
- Knowledge of R and/or Python, or another programming language used for statistical or data science purposes
- Understanding of financial markets, financial products or risk management would be an advantage
- Knowledge of products such as options, swaps, futures, forwards or repos would be an advantage
- Basic knowledge of LaTeX and MS Office
- Strong analytical skills and attention to detail
- Critical thinking and willingness to challenge existing approaches
- Ability to work independently while collaborating effectively within a team
- Very good communication skills in English (B2)
Benefits
Comp & perks- Development Plans for employees
- Life insurance
- Flexible working hours
- Integration events