Commerzbank AG
60311 Frankfurt am Main - Deutschland
Mathematiker/in
Arbeit
Teilzeit Abend
ab 01.05.2026
Beschreibung
Willkommen im Team als
Senior Quant Developer / (Senior) Business Expert Counterparty Risk Models
Das Unternehmen:
Commerzbank is the leading bank for the Mittelstand and with a comprehensive portfolio of financial services a strong partner for corporate client groups and private and small-business customers in Germany. We are a bank that is characterized by a fair and cooperative relationship with one another and with our customers.
We appreciate working in inspiring teams of people who bri... weiter lesen
Senior Quant Developer / (Senior) Business Expert Counterparty Risk Models
Das Unternehmen:
Commerzbank is the leading bank for the Mittelstand and with a comprehensive portfolio of financial services a strong partner for corporate client groups and private and small-business customers in Germany. We are a bank that is characterized by a fair and cooperative relationship with one another and with our customers.
We appreciate working in inspiring teams of people who bri... weiter lesen
Willkommen im Team als
Senior Quant Developer / (Senior) Business Expert Counterparty Risk Models
Das Unternehmen:
Commerzbank is the leading bank for the Mittelstand and with a comprehensive portfolio of financial services a strong partner for corporate client groups and private and small-business customers in Germany. We are a bank that is characterized by a fair and cooperative relationship with one another and with our customers.
We appreciate working in inspiring teams of people who bring a diverse background. We offer a creative environment and excellent career development opportunities. Work Life Balance is very important to us. And of course, we know that a good job also includes an attractive salary.
Aufgabe:
- As (Senior) Business Expert specialising in the quantitative development of counterparty risk models you will play a key role in advancing Commerzbank’s internal modelling approaches for measuring counterparty exposures.
- In this position, you will contribute significantly to the ongoing development of the bank’s counterparty risk calculation engines, particularly for use cases such as xVA trading and IMM (Internal Model Method).
- Your primary responsibilities will include designing and developing Monte Carlo simulation-based methodologies for medium- and long-term risk forecasts. These forecasts will be applied in areas such as RWA (Risk-Weighted Assets), xVA, ICAAP (Internal Capital Adequacy Assessment Process), as well as limit and exposure calculations.
- Furthermore, your modelling expertise will be instrumental in offering practical quantitative support to model users, including teams in risk management and reporting functions.
Profil:
- Master’s or PhD degree in a quantitative discipline (e.g. mathematics, physics, computational finance or engineering)
- Several years of professional experience in quantitative risk management
- In-depth knowledge in the field of counterparty credit risk
- Strong understanding of relevant regulatory requirements (CRR)
- Experience in the use of Monte Carlo methods
- Excellent knowledge of derivatives pricing models
- Excellent programming skills (software engineering, OOAD, multithreading, distributed systems, design patterns, micro services, cloud computing, PostgreSQL, Jenkins, JUnit, GIT, testing), with a focus on quantitative model development using Java including open source frameworks (e.g. Spring Boot, Hibernate)
- Familiarity with LaTeX for documentation
- Highly motivated self-starter with exceptional attention to detail and quality
- Great team player with outstanding communication skills
- Fluency in English (German would be considered an additional asset)
Kontakt:
Would you like to become a member of a strong and dedicated team? If so, please submit your application online. If you have any further enquiries about this role, please contactChristoph Wolff +49 69 9353 28479 or email him at Christoph.Wolff@commerzbank.com.
Senior Quant Developer / (Senior) Business Expert Counterparty Risk Models
Das Unternehmen:
Commerzbank is the leading bank for the Mittelstand and with a comprehensive portfolio of financial services a strong partner for corporate client groups and private and small-business customers in Germany. We are a bank that is characterized by a fair and cooperative relationship with one another and with our customers.
We appreciate working in inspiring teams of people who bring a diverse background. We offer a creative environment and excellent career development opportunities. Work Life Balance is very important to us. And of course, we know that a good job also includes an attractive salary.
Aufgabe:
- As (Senior) Business Expert specialising in the quantitative development of counterparty risk models you will play a key role in advancing Commerzbank’s internal modelling approaches for measuring counterparty exposures.
- In this position, you will contribute significantly to the ongoing development of the bank’s counterparty risk calculation engines, particularly for use cases such as xVA trading and IMM (Internal Model Method).
- Your primary responsibilities will include designing and developing Monte Carlo simulation-based methodologies for medium- and long-term risk forecasts. These forecasts will be applied in areas such as RWA (Risk-Weighted Assets), xVA, ICAAP (Internal Capital Adequacy Assessment Process), as well as limit and exposure calculations.
- Furthermore, your modelling expertise will be instrumental in offering practical quantitative support to model users, including teams in risk management and reporting functions.
Profil:
- Master’s or PhD degree in a quantitative discipline (e.g. mathematics, physics, computational finance or engineering)
- Several years of professional experience in quantitative risk management
- In-depth knowledge in the field of counterparty credit risk
- Strong understanding of relevant regulatory requirements (CRR)
- Experience in the use of Monte Carlo methods
- Excellent knowledge of derivatives pricing models
- Excellent programming skills (software engineering, OOAD, multithreading, distributed systems, design patterns, micro services, cloud computing, PostgreSQL, Jenkins, JUnit, GIT, testing), with a focus on quantitative model development using Java including open source frameworks (e.g. Spring Boot, Hibernate)
- Familiarity with LaTeX for documentation
- Highly motivated self-starter with exceptional attention to detail and quality
- Great team player with outstanding communication skills
- Fluency in English (German would be considered an additional asset)
Kontakt:
Would you like to become a member of a strong and dedicated team? If so, please submit your application online. If you have any further enquiries about this role, please contactChristoph Wolff +49 69 9353 28479 or email him at Christoph.Wolff@commerzbank.com.
Ref-Nr.: 10026580
Aktualisiert:
23.03.2026
Quelle: Bundesagentur für Arbeit
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Ob die Stelle noch verfügbar ist und weitere Informationen findest du direkt auf der Website der Bundesagentur für Arbeit. Bitte beachte: OPROMA ist nicht der Anbieter dieser Stelle und kann keine Auskünfte geben.
weitere Infos Rechtliche Hinweise zur Nutzung
Ob die Stelle noch verfügbar ist und weitere Informationen findest du direkt auf der Website der Bundesagentur für Arbeit. Bitte beachte: OPROMA ist nicht der Anbieter dieser Stelle und kann keine Auskünfte geben.
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