Senior Risk Model Validation Specialist

Commerzbank Digital Technology Centre Poland

. Independently perform comprehensive validation of sophisticated quantitative risk models .

Posted 11/9/2026full-timeŁódź • PolandSeniorWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in validating and developing quantitative risk models, with strong capabilities in R, Python, and SQL for analytical tool development. Proficient in communicating complex quantitative methodologies and results to diverse stakeholders within the financial services sector.

Highest-signal resume keywords

Quantitative Risk Model ValidationR ProgrammingPython ProgrammingMarket Risk ManagementStatistical Model Development

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Hard Skills

Quantitative ModellingStatistical AnalysisEconometric ModelsData ScienceAnalytical Tool DevelopmentModel Methodology AssessmentValidation ReportingFinancial Instruments KnowledgeFront-Office Pricing SystemsLaTeX Documentation

Soft Skills

Analytical SkillsCritical ThinkingAttention to DetailCollaborationCommunication Skills

Tools & Technologies

RPythonSQLMS OfficeLaTeX

Industry Keywords

Market RiskCounterparty RiskFinancial ServicesValidation MethodologiesQuantitative Approaches

Tech Stack

Tools & technologies

PythonSQL

About the role

Key responsibilities & impact

Independently perform comprehensive validation of sophisticated quantitative risk models
Critically assess model methodology, assumptions, implementation, performance and limitations
Develop challenger models and quantitative approaches to independently assess existing models
Prepare validation reports and present conclusions and recommendations to the Validation Committee
Present and discuss validation approaches and results with internal and external auditors
Develop and maintain analytical tools and software solutions in R, Python and SQL supporting validation activities
Drive validation projects and contribute to the continuous improvement of validation methodologies, tools and processes
Work with quantitative models used to measure and manage market and counterparty credit risks

Requirements

What you’ll need

Strong professional experience in the development or validation of mathematical, statistical or econometric models
Good understanding of market and/or counterparty risk management within a banking or financial services environment
Good understanding of financial instruments such as options, swaps, futures, forwards and repos
Practical knowledge of R and/or Python and experience applying programming to statistics, data science or quantitative modelling
Ability to independently assess, challenge and clearly communicate complex quantitative methodologies and results
Experience with front-office pricing systems and libraries would be an advantage
Knowledge of LaTeX for preparing high-quality quantitative documentation and MS Office for management reporting
Strong analytical and critical-thinking skills with excellent attention to detail
High level of independence and ability to proactively drive projects and tasks to completion
Strong collaboration, communication and presentation skills, including the ability to communicate complex quantitative topics to different stakeholders
Very good communication skills in English (B2 or above)

Benefits

Comp & perks

Development Plans for employees
Life insurance
Flexible working hours
Integration events