Description
Commerzbank is seeking an experienced LGD Model Developer to join their Risk Models & Calculations cluster in Łódź, Poland. The successful candidate will be responsible for developing and maintaining AIRB/IFRS9 LGD and CCF models across various portfolios, ensuring compliance with regulatory standards like Basel and IFRS9. Key tasks include programming prototypes for impact and scenario analysis using R/Python/SQL, preparing data, conducting statistical analyses, and documenting quantitative credit risk models. The role involves close collaboration with internal and external stakeholders, including auditors and regulators, and contributes to implementing regulatory initiatives.
