In the Counterparty Risk Models department, you will work in a team that is responsible for all quantitative and regulatory aspects of Commerzbank's internal counterparty risk models. The tasks range from conceptualisation and specification, implementation and testing to communication with internal and external stakeholders.
You have the opportunity to familiarise yourself with a wide range of topics and quickly take on responsibility.
You will support the team in analysing model decisions and model performance and contribute to the prototypical implementation of new model approaches. You will also be involved in the acceptance of new methodologies implemented in Java.
After successfully completing an internship, you have the option of being accepted into our internal support programme "ComStudent" if you perform very well and thus remain part of the team in the long term.
see job description
see job description
Since the measurement of counterparty risks is based on a Monte Carlo simulation of a high-dimensional model, the calibration of which is carried out using non-linear optimisation methods, we are looking for you if you have a strong mathematical background:
-Quantitative studies ((business) maths, physics or engineering)
-Previous knowledge of financial mathematics and numerical optimisation
Good knowledge of at least one object-oriented programming language (C++, C# or Java)
Ideally initial practical experience in the form of internships or a part-time student job
-Good written and spoken German and English skills and very confident with MS Office
-Strong communication and teamwork skills as well as a high degree of initiative and analytical skills
Success stories start here.
With its two business segments - Corporate Clients and Private and Small-Business Customers - Commerzbank offers a comprehensive portfolio of financial services as a universal bank. It is
the leading bank in the corporate client business in Germany and for German SMEs and a strong partner
of around 24,000 corporate customer networks. Around 30 % of financing for German foreign trade is provided by Commerzbank.
handled. With a presence in more than 40 countries, the
Commerzbank is represented wherever its SME customers,
large companies and institutional customers need them.
As an employer, we offer you secure prospects, encourage bold ideas and reward your commitment. Joy is what drives us and cohesion is our credo. We firmly believe that the best solutions are created through diversity and satisfied employees.
Success stories start here. Yours too!
https://www.commerzbank.de/konzern/karriere/
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