Full-time

LGD Model Developer

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

📍 Łódź, Łódź Voivodeship 🕒 February 28, 2026

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 ...
  • Ready to Apply?

    Submit your application today and take the next step in your career journey with Commerzbank AG Poland.

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