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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, utilizing R, Python, and SQL to analyze model performance and assumptions. Strong analytical skills and critical thinking are essential for developing challenger models and preparing validation documentation.
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 ValidationAnalytical Tools Development
Soft Skills
Strong Analytical SkillsAttention to DetailCritical ThinkingCollaborationCommunication Skills
Tools & Technologies
RPythonSQLLaTeXMS Office
Industry Keywords
Market RiskCounterparty Credit RiskFinancial ProductsOptionsSwaps
Tech Stack
Tools & technologiesPythonSQL
About the role
Key responsibilities & impact- Perform quantitative risk model validation tasks
- Analyze model assumptions, methodology, performance and results
- Support development of challenger models used to independently assess existing risk models
- Prepare high-quality validation documentation and management reports
- Support preparation and presentation of validation results
- Develop and maintain analytical tools and solutions in R, Python and SQL supporting the validation process
- Participate in independent validation of models related to market and counterparty credit risk
- Work alongside experienced risk experts in an international banking environment
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