Full-time

LGD Model Developer

Posted by Commerzbank AG Poland • Łódź, Łódź Voivodeship, Poland

📍 Łódź, Łódź Voivodeship 🕒 February 28, 2026

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About the Role

Join our team as a LGD Model Developer!

What you will be doing? 
Development and maintenance of AIRB/IFRS9 LGD and CCF models for multiple portfolios 

Group-wide methodological responsibility for quantitative credit risk models 

Forward-looking construction of a cross-functional methodology architecture

Ensuring compliance with regulatory/accounting standard requirements (Basel / IFRS9 etc.) and EBA GL

Programming of prototypes for impact and scenario analysis in different programming languages (R/Python, SQL)

Data preparation, statistical and empirical investigations, handling of very large amounts of data, their aggregation and evaluation

Preparation of technical specifications, presentations and documentation of quantitative credit risk forecasting models

Internal and external communication, including auditors, regulators, external partners and ...

Job Details

Location Łódź, Łódź Voivodeship
Job Type Full-time
Category Computer Occupations
Posted February 28, 2026
Deadline April 09, 2026

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