(Senior) Product Owner Counterparty Risk Models

We are looking for a new colleague to strengthen our growing team as Product Owner.

In Commerzbank Counterparty Risk Cluster we provide efficient risk management for Counterparty Risk from Derivatives and Financing business. We utilize modern agile working methods to maximize our output for the costumer business. Our larger team is split into two teams in Frankfurt and one in Prague, which all collaborate to develop applications used by the entire bank.

Your tasks

Be involved in the development of the bank’s counterparty risk calculation engines. Design Monte Carlo simulation-based methods for medium- and long-term exposure forecasts. Develop benchmark prototypes for performing checks on the implementation of planned model changes and extensions. Organize the team, manage the product backlog and appropriately prioritize tasks.

Your profile


Monte-Carlo methods. Either Java or R, Python. Latex.


Master’s or PhD degree in a quantitative discipline (eg mathematics, physics, computational finance or engineering). Several years of professional experience in (project) management positions in the financial services industry. Expertise in the field of counterparty credit risk. Strong knowledge of relevant regulatory requirements (CRR). Excellent knowledge of derivative pricing models. Confidence in dealing with supervisory authorities and internal as well as external auditors. Very good communication skills in English. Understanding basic German would be an advantage. Highly motivated self-starter with a pronounced sense of quality awareness. Great team player and excellent communicator. Our Benefits 30 days of vacation Employer-funded pension Flexible work Health and fitness offers Work internationally Professional training & development Digital learning Diversity Family & job friendly Friendly work environment Work-life balance

30 days of vacation; employer-funded pension; Flexible work; health and fitness offers; work internationally; Professional training & development; digital learning; diversity; Family & job friendly; Friendly work environment; Work life balance

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The company

In Commerzbank Digital Technology Center Prague, we are transforming a traditional bank into a digital agile enterprise! We provide a wide range of various IT solutions, cloud solutions development and migration, frontend and Java development, services in the area of ​​application operation and infrastructure. We are looking for thinkers with unconventional ideas, and in return, we offer the freedom to create your own job with your own vision, with a wide range of benefits, including home office.

sounds interesting?
Shape the future of banking with us!


In case of interest please apply via this job portal.

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